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~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bai, Jushan"
~person:"Zhu, Ke"
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Statistical test
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Statistischer Test
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Automatic multifrequency-band test
1
Bootstrap approach
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Heteroscedasticity
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Martingal
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Martingale difference divergence matrix
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Maximum overlap discrete wavelet packet transform
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Bai, Jushan
Zhu, Ke
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Jahrbücher für Nationalökonomie und Statistik
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
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Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
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2
Testing for the martingale difference hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
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3
Tests for skewness, kurtosis, and normality for time series data
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10002583961
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