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~subject:"Autokorrelation"
~subject:"Strukturbruch"
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Search: subject_exact:"Statistischer Test"
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Autokorrelation
Strukturbruch
Statistischer Test
6,708
Statistical test
6,386
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2,910
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1,699
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Sun, Yixiao
20
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16
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13
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12
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12
Phillips, Peter C. B.
11
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11
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10
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9
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9
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9
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9
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
Lobato, Ignacio N.
5
McAleer, Michael
5
Rao, Yao
5
Su, Chi-Wei
5
Bahmani-Oskooee, Mohsen
4
Boldea, Otilia
4
Chen, Bin
4
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4
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4
Hadri, Kaddour
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7
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6
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Columbia economics discussion paper series / Department of Economics, Columbia University
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
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International journal of forecasting
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
3
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3
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ECONIS (ZBW)
482
EconStor
15
USB Cologne (EcoSocSci)
1
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81
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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82
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
83
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
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84
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
85
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
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86
Testing serial correlations in high-dimensional time series via extreme value theory
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 106-117
Persistent link: https://www.econbiz.de/10012439650
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87
Performance of autoregressive tree model in forecasting cancer patients
Kaur, Sukhpal
;
Rakshit, Madhuchanda
- In:
Strategic system assurance and business analytics
,
(pp. 187-200)
.
2020
Persistent link: https://www.econbiz.de/10012240951
Saved in:
88
Optimal tests for parameter breaking process in conditional quantile models
Lee, Dong Jin
- In:
The Japanese economic review : the journal of the …
71
(
2020
)
3
,
pp. 479-510
Persistent link: https://www.econbiz.de/10012304908
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89
Specification tests for spatial panel data models
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
; …
-
2020
Persistent link: https://www.econbiz.de/10012271721
Saved in:
90
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
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