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Statistischer Test
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Econometric theory
Essays in honor of Joon Y. Park : econometric theory
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111
Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos
;
Zitikis, Ričardas
- In:
Econometric theory
22
(
2006
)
3
,
pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
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112
A test for stationarity versus trends and unit roots for a wide class of dependent errors
Giraitis, Liudas
;
Leipus, Remigijus
;
Philippe, Anne
- In:
Econometric theory
22
(
2006
)
6
,
pp. 989-1029
Persistent link: https://www.econbiz.de/10003396931
Saved in:
113
A consistent diagnostic test for regression models using projections
Escanciano, J. Carlos
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1030-1051
Persistent link: https://www.econbiz.de/10003396934
Saved in:
114
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
Saved in:
115
A proof of the power of Kim's test against stationary processes with structural breaks
Belaire-Franch, Jorge
- In:
Econometric theory
21
(
2005
)
6
,
pp. 1172-1176
Persistent link: https://www.econbiz.de/10003193588
Saved in:
116
Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
4
,
pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
Saved in:
117
Optimal tests for nested model selection with underlying parameter instability
Rossi, Barbara
- In:
Econometric theory
21
(
2005
)
5
,
pp. 962-990
Persistent link: https://www.econbiz.de/10003101950
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