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Search: subject_exact:"Methodenlehre der Statistik"
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Drift burst test statistic in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
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2
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386990
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3
Nonparametric autocovariance function estimation
Hyndman, Rob J.
;
Wand, M. P.
-
1996
Persistent link: https://www.econbiz.de/10000942965
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4
Likelihood ratio test for the coefficient of an endogenous variable in a structural equation
Tan, Randolph Gee Kwang
-
1995
Persistent link: https://www.econbiz.de/10000926656
Saved in:
5
Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.
;
Kohn, Robert
;
Shively, Thomas S.
-
1991
Persistent link: https://www.econbiz.de/10000846932
Saved in:
6
A joint test of market segmentation and the mean variance efficiency of an Australian value weighted market portfolio
Wood, Justin J.
-
1990
Persistent link: https://www.econbiz.de/10000847188
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