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~subject:"Stochastic process"
~subject:"Strukturbruch"
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Stochastic process
Strukturbruch
Statistischer Test
6,333
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Linton, Oliver
17
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14
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13
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12
Taylor, Robert
12
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10
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10
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9
Su, Chi-Wei
9
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8
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7
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7
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5
Hall, Alastair R.
5
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Rao, Yao
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4
Bahmani-Oskooee, Mohsen
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1
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14
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7
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6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
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5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
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Econometric theory
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Econometrics : open access journal
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The empirical economics letters : a monthly international journal of economics
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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
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Oxford bulletin of economics and statistics
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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91
A robust test for predictability with unknown persistence
Liu, Guannan
;
Yao, Shuang
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Saved in:
92
A new structural break test for panels with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
- In:
The econometrics journal
23
(
2020
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
Saved in:
93
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
94
A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del
;
Llorente, Guillermo
;
Rivero, Carlos
- In:
Computational economics
56
(
2020
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
Saved in:
95
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012321115
Saved in:
96
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
Saved in:
97
Forecasting volatility in bitcoin market
Segnon, Mawuli
;
Bekiros, Stelios
- In:
Annals of finance
16
(
2020
)
3
,
pp. 435-462
Persistent link: https://www.econbiz.de/10012496404
Saved in:
98
A modified Wilcoxon test for change points in long-range dependent time series
Wenger, Kai Rouven
;
Less, Vivien
- In:
Economics letters
192
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508757
Saved in:
99
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
100
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael
;
SenGupta, Indranil
- In:
Annals of finance
16
(
2020
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
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