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~subject:"USA"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Case study"
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Search: subject_exact:"Hypothesis testing"
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USA
Statistical test
195
Statistischer Test
195
Theorie
102
Theory
102
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37
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37
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25
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25
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24
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24
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14
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Anderson, Theodore W.
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1
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1
Bode, Eckhardt
1
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1
Diel, Anastasia
1
Dolado, Juan J.
1
Gonzalo, Jesús
1
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1
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1
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1
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1
Kraft, Holger
1
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1
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1
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An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
DSGE models in macroeconomics : estimation, evaluation, and new developments
1
ERSA 2002 Dortmund, [August 27th - 31st] : from industry to advanced services : perspectives of European metropolitan regions ; congress CD-ROM ; [42nd Congress of the European Regional Science Association]
1
Essays in honor of Peter C. B. Phillips
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
Essener Beiträge zur empirischen Wirtschaftsforschung : Festschrift für Prof. Dr. Walter Assenmacher
1
Progress in financial markets research
1
Quantitative marketing techniques and analyses
1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
State space and unobserved component models : theory and applications
1
Surveys in economic dynamics
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
1
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A cusum test for common trends in large heterogeneous panels
Hidalgo, Javier
;
Lee, Jungyoon
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 303-345)
.
2014
Persistent link: https://www.econbiz.de/10010442859
Saved in:
2
Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 89-116)
.
2014
Persistent link: https://www.econbiz.de/10010480405
Saved in:
3
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
4
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 217-268)
.
2013
Persistent link: https://www.econbiz.de/10010412564
Saved in:
5
A goodness-of-fit test for AR(1) models and power against state-space alternatives
Anderson, Theodore W.
;
Stephens, Michael A.
- In:
State space and unobserved component models : theory …
,
(pp. 92-101)
.
2004
Persistent link: https://www.econbiz.de/10009719929
Saved in:
6
Return distributions and bootstrap goodness-of-fit tests
Behr, Andreas
;
Diel, Anastasia
;
Morawietz, Magdalene
; …
- In:
Essener Beiträge zur empirischen Wirtschaftsforschung …
,
(pp. 21-37)
.
2012
Persistent link: https://www.econbiz.de/10009513799
Saved in:
7
A statistical test of chaotic purchasing power parity dynamics
Serletis, Apostolos
;
Shahmoradi, Asghar
- In:
Progress in financial markets research
,
(pp. 103-120)
.
2012
Persistent link: https://www.econbiz.de/10009678553
Saved in:
8
Structural estimation of the New-Keynesian model : a formal test of backward- and forward-looking behavior
Jang, Tae-Seok
- In:
DSGE models in macroeconomics : estimation, evaluation, …
,
(pp. 421-467)
.
2012
Persistent link: https://www.econbiz.de/10009682773
Saved in:
9
Simple wald tests of the fractional integration parameter : an overview of new results
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
The methodology and practice of econometrics : a …
,
(pp. 300-321)
.
2009
Persistent link: https://www.econbiz.de/10003857849
Saved in:
10
The significance of statistical significance tests in marketing research
Sawyer, Alan G.
;
Peter, Jerome Paul
-
2009
Persistent link: https://www.econbiz.de/10003794414
Saved in:
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