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Search: subject_exact:"Teststatistik"
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Schätzung
Statistical test
136
Statistischer Test
136
Theorie
70
Theory
70
Estimation theory
46
Schätztheorie
46
Time series analysis
32
Zeitreihenanalyse
32
Nichtparametrisches Verfahren
24
Nonparametric statistics
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Regression analysis
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Einheitswurzeltest
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Forecasting model
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Heteroscedasticity
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Statistical theory
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Unit root test
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ARCH model
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ARCH-Modell
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Autokorrelation
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Method of moments
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Anderson, Heather M.
1
Ascheberg, Marius
1
Bandi, Federico M.
1
Bick, Björn
1
Bonaccolto, Giovanni
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Corradi, Valentina
1
De Peretti, Philippe
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1
Hentati-Kaffel, Rania
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Inoue, Atsushi
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Kraft, Holger
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Kratz, Marie
1
Kurz, Christopher J.
1
León Valle, Ángel Manuel
1
Liao, Yin
1
Lok, Yen H.
1
McNeil, Alexander J.
1
Paterlini, Sandra
1
Pei, Pei
1
Su, Liangjun
1
Ullah, Aman
1
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Econometric theory
Journal of banking & finance
Journal of econometrics
32
Applied economics letters
31
Economics letters
21
Discussion paper series / IZA
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Discussion paper / Centre for Economic Policy Research
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
IZA Discussion Paper
11
Journal of applied econometrics
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Economic modelling
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Econometric reviews
9
International journal of forecasting
9
NBER working paper series
9
The econometrics journal
9
NBER Working Paper
8
Journal of empirical finance
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Quantitative economics : QE ; journal of the Econometric Society
6
SFB 649 discussion paper
6
Cambridge working papers in economics
5
Computational economics
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
5
Econometrics : open access journal
5
OECD Guidelines for the Testing of Chemicals, Section 4
5
Reihe Quantitative Ökonomie : Ökon
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The empirical economics letters : a monthly international journal of economics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers in economics and econometrics
5
Working papers series in theoretical and applied economics
5
American journal of agricultural economics
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ECONIS (ZBW)
13
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1
A nonparametric test of significant variables in gradients
Yao, Feng
;
Wang, Taining
- In:
Econometric theory
37
(
2021
)
5
,
pp. 959-1003
Persistent link: https://www.econbiz.de/10012656390
Saved in:
2
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
3
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
4
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
5
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
6
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
7
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
8
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
9
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
10
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
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