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  • Search: subject:"Lagrange Multiplier"
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Year of publication
Subject
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Lagrange multiplier test 85 Lagrange multiplier 42 Theorie 42 Statistischer Test 35 Schätztheorie 34 Theory 34 Estimation theory 31 Statistical test 31 Zeitreihenanalyse 27 Time series analysis 25 Lagrange Multiplier test 23 Lagrange multiplier tests 23 Wald test 18 Einheitswurzeltest 13 Unit root test 13 Lagrange Multiplier Test 12 ARCH-Modell 11 Mathematical programming 11 Mathematische Optimierung 11 Conditional heteroskedasticity 10 Nonlinear time series 10 Panel 10 Structural break 10 correlation 10 equation 10 statistic 10 statistics 10 ARCH model 9 Lagrange Multiplier 9 Monte Carlo simulation 9 econometrics 9 equations 9 standard deviation 9 standard errors 9 Nichtparametrisches Verfahren 8 Nonparametric statistics 8 Panel study 8 Schätzung 8 Strukturbruch 8 autocorrelation 8
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Online availability
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Free 148 Undetermined 85
Type of publication
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Book / Working Paper 140 Article 125
Type of publication (narrower categories)
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Article in journal 55 Aufsatz in Zeitschrift 55 Working Paper 36 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 18 Article 2 Aufsatz im Buch 1 Book section 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammlung 1 Thesis 1
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Language
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English 138 Undetermined 127
Author
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Teräsvirta, Timo 19 Amado, Cristina 12 Baltagi, Badi H. 10 Kobayashi, Masahito 8 Franses, Philip Hans 6 Andrews, Donald W.K. 5 Fry-McKibbin, Renée 5 Hsiao, Cody Yu-Ling 5 Bera, Anil K. 4 Christensen, Bent Jesper 4 Davidson, Russell 4 Hallin, Marc 4 Herwartz, Helmut 4 Iacone, Fabrizio 4 Kruse, Robinson 4 Lucas, André 4 MacKinnon, James G. 4 Martin, Vance 4 Moolio, Pahlaj 4 Nielsen, Morten Ørregaard 4 Sibbertsen, Philipp 4 Taylor, Robert 4 Thiele, Stephen 4 Akker, Ramon van den 3 Bresson, Georges 3 Brinkhuis, Jan 3 Chiba, Masaru 3 Dijk, Dick van 3 Doğan, Osman 3 Egger, Peter 3 Francq, Christian 3 He, Ming 3 Li, Gang 3 McAleer, Michael 3 Rossi, Francesca 3 Song, Seuck Heun 3 Taṣpınar, Süleyman 3 Werker, Bas J. M. 3 van Dijk, Dick 3 Anatolyev, Stanislav 2
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Institution
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International Monetary Fund (IMF) 11 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 School of Economics and Management, University of Aarhus 7 Cowles Foundation for Research in Economics, Yale University 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Center for Policy Research, Maxwell School 5 Erasmus University Rotterdam, Econometric Institute 5 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 5 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 4 EconWPA 3 Econometric Society 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Economics Department, Queen's University 2 Faculty of Economics, University of Cambridge 2 Regional Research Institute (RRI), West Virginia University 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Tilburg University, Center for Economic Research 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 CESifo 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Economics, Boston College 1 Department of Economics, Florida International University 1 Economic Research Institute, College of Business and Economics 1 Ekonomiska forskningsinstitutet <Stockholm> 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Handelshögskolan, Örebro Universitet 1 Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Institutionen för Nationalekonomi, Umeå Universitet 1 International Conferences on Panel Data 1 London School of Economics (LSE) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 School of Economics, Singapore Management University 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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IMF Working Papers 11 SSE/EFI Working Paper Series in Economics and Finance 9 Econometric Reviews 7 CREATES Research Papers 6 Cowles Foundation Discussion Papers 6 MPRA Paper 6 Psychometrika 6 Center for Policy Research Working Papers 5 Econometric Institute Report 5 Econometric Institute Research Papers 5 Econometric reviews 5 Computational Statistics 4 Econometrics 4 Journal of econometrics 4 NIPE Working Papers 4 CAMA working paper series 3 Cambridge working papers in economics 3 Discussion paper / Tinbergen Institute 3 Economics Bulletin 3 Journal of Econometrics 3 Mathematical Methods of Operations Research 3 Mathematics and Computers in Simulation (MATCOM) 3 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 3 Annals of finance 2 CORE Discussion Papers 2 Cambridge Working Papers in Economics 2 Computational Optimization and Applications 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Discussion paper / Center for Economic Research, Tilburg University 2 Econometric Society 2004 Australasian Meetings 2 Economics letters 2 Empirical Economics 2 Estudios de Economía Aplicada 2 GSBE research memoranda 2 IWH Discussion Papers 2 IZA Discussion Papers 2 Iranian Economic Review 2 Journal of Economic Dynamics and Control 2 Journal of Global Optimization 2 Journal of Risk and Financial Management 2
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Source
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RePEc 166 ECONIS (ZBW) 78 EconStor 20 BASE 1
Showing 91 - 100 of 265
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Modelling Volatility by Variance Decomposition
Amado, Cristina; Teräsvirta, Timo - Núcleo de Investigação em Políticas Económicas … - 2011
decomposition of the variance is developed. It is heavily dependent on Lagrange multiplier type misspeci.cation tests. Finite …
Persistent link: https://www.econbiz.de/10008794581
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A new proof of the Lagrange multiplier rule
Brinkhuis, Jan; Protasov, Vladimir - In: Operations research letters 44 (2016) 3, pp. 400-402
Persistent link: https://www.econbiz.de/10011506162
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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - In: Journal of empirical finance 38 (2016), pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
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Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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Are bilateral real exchange rates stationary? : revisiting the evidence from India
Ghosh, Soumya Kanti; Nath, Hiranya K. - In: Theoretical economics letters 6 (2016) 5, pp. 1196-1204
Persistent link: https://www.econbiz.de/10011585918
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Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 190 (2016) 1, pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
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The South African monetary policy and inflation targeting as a nominal anchor : does the monetary policy become more effective?
Umar, Mohammed; Dahalan, Jauhari; Mukhriz Izraf Azman Aziz - In: International journal of monetary economics and finance 9 (2016) 4, pp. 401-416
Persistent link: https://www.econbiz.de/10011657606
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
. We generalize the approach of Wang and Kockelman (2007) and propose joint and conditional Lagrange Multiplier tests for …
Persistent link: https://www.econbiz.de/10010274576
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Computing and estimating information matrices of weak arma models
Boubacar Mainassara, Yacouba; Carbon, Michel; Francq, … - Volkswirtschaftliche Fakultät, … - 2010
Numerous time series admit "weak" autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences. The statistical inference of this general class of models requires the estimation of generalized Fisher...
Persistent link: https://www.econbiz.de/10008777386
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