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Search: subject:"Extremum tests"
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Estimation theory
8
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8
Statistical theory
7
Statistische Methodenlehre
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Generalized extremum tests
6
Statistical test
6
Statistischer Test
6
Extremum tests
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Kalman filter
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Wiener-Kolmogorov filter
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Higher-order identifiability
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higher-order identifiability
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likelihood ratio test
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Mincer equations
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Multivariate Verteilung
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Multivariate distribution
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Singular information matrix
2
Spectral maximum likelihood
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State space model
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Statistical distribution
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Statistische Verteilung
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Time series analysis
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Zeitreihenanalyse
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Zustandsraummodell
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singular information matrix
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spectral maximum likelihood
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Correlation
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Like-lihoodratio test
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Mincerequations
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Non-Gaussian copulas
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Predictive regressions
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Skew normal distributions
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nonGaussian copulas
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skew normal distributions
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Sentana, Enrique
10
Amengual, Dante
6
Bei, Xinyue
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Fiorentini, Gabriele
4
Carrasco, Marine
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Centro de Estudios Monetarios y Financieros (CEMFI)
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1
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
- In:
Journal of econometrics
248
(
2025
),
pp. 1-24
Persistent link: https://www.econbiz.de/10015556437
Saved in:
2
Highly irregular serial correlation tests
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2023
Persistent link: https://www.econbiz.de/10014383929
Saved in:
3
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
SERIEs : Journal of the Spanish Economic Association
7
(
2016
)
1
,
pp. 121-178
is singular under the null, we derive one-sided
extremum
tests
, which are asymptotically equivalent to likelihood ratio …
Persistent link: https://www.econbiz.de/10011458802
Saved in:
4
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2023
Persistent link: https://www.econbiz.de/10013499445
Saved in:
5
Score-type tests for normal mixtures
Amengual, Dante
;
Bei, Xinyue
;
Carrasco, Marine
; …
-
2022
Persistent link: https://www.econbiz.de/10013540684
Saved in:
6
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012208314
Saved in:
7
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
SERIEs - Journal of the Spanish Economic Association
7
(
2016
)
1
,
pp. 121-178
is singular under the null, we derive one-sided
extremum
tests
, which are asymptotically equivalent to likelihood ratio …
Persistent link: https://www.econbiz.de/10011650316
Saved in:
8
Hypothesis tests with a repeatedly singular information matrix
Amengual, Dante
;
Bei, Xinyue
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012210436
Saved in:
9
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
10
NEGLECTED SERIAL CORRELATION TESTS IN UCARIMA MODELS
Fiorentini, Gabriele
;
Sentana, Enrique
-
Centro de Estudios Monetarios y Financieros (CEMFI)
-
2014
the null we derive
extremum
tests
that are asymptotically equivalent to likelihood ratio tests, which become one …
Persistent link: https://www.econbiz.de/10010943310
Saved in:
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