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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"Econometric Institute research papers"
~source:"econis"
~type_genre:"Working Paper"
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Statistical test
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Statistischer Test
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Theorie
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Nonparametric statistics
9
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structural break
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Wied, Dominik
8
Franses, Philip Hans
5
McAleer, Michael
5
Bücher, Axel
3
Wong, Wing Keung
3
Ziggel, Daniel
3
Arnold, Matthias
2
Bian, Guorui
2
Birke, Melanie
2
Bissantz, Nicolai
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Hafner, Christian M.
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Herwartz, Helmut
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Koning, Alex J.
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Paap, Richard
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Berens, Tobias
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Berghaus, Betina
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Chang, Chia-Lin
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Dehling, Herold
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Dette, Holger
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Dijk, Dick van
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Fok, Dennis
1
Frondel, Manuel
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Groot, Bert de
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Guo, Xu
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Huang, Jian
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Jäschke, Stefan
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Kampen, Maarten van
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Lam, Kar Yin
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Legerstee, Rianne
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Econometrisch Instituut <Rotterdam>
5
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
Econometric Institute research papers
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
69
Cowles Foundation discussion paper
54
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45
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43
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42
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35
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32
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31
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31
CESifo working papers
29
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SFB 649 discussion paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Queen's Economics Department working paper
12
Reihe Ökonomie
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Department of Economics discussion paper series / University of Oxford
11
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
Discussion papers in economics
11
CEA_372Cass working paper series
10
Discussion papers / Graduate School of Economics, Hitotsubashi University
10
Economics working paper
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IEAS working paper
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Ruhr economic papers
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Working paper / Institute for Empirical Research in Economics, University of Zürich
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ECONIS (ZBW)
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1
New misspecification tests for multinomial logit models
Fok, Dennis
;
Paap, Richard
-
2019
Persistent link: https://www.econbiz.de/10012019046
Saved in:
2
Using the extremal index for value-at-risk backtesting
Bücher, Axel
;
Posch, Peter N.
;
Schmidtke, Philipp
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011921089
Saved in:
3
Specification testing of production in a stochastic frontier model
Guo, Xu
;
Li, Gao-Rong
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011734817
Saved in:
4
A simple test for causality in volatility
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011624065
Saved in:
5
Higher-order statistics for DSGE models
Mutschler, Willi
-
2016
Persistent link: https://www.econbiz.de/10011569401
Saved in:
6
New backtests for unconditional coverage of the expected shortfall
Löser, Robert
;
Wied, Dominik
;
Ziggel, Daniel
-
2016
Persistent link: https://www.econbiz.de/10011569406
Saved in:
7
A new test for random slope in the hierarchical linear model
Oest, Rutger van
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011346294
Saved in:
8
A completely automated optimization strategy for global minimum-variance portfolios based on a new test for structural breaks
Berens, Tobias
;
Wied, Dominik
;
Ziggel, Daniel
-
2013
Persistent link: https://www.econbiz.de/10009776171
Saved in:
9
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009793510
Saved in:
10
Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing
Messow, Philip
-
2013
Persistent link: https://www.econbiz.de/10009793512
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