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Search: subject:"Lagrange Multiplier"
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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
All
Free
148
Undetermined
85
Type of publication
All
Book / Working Paper
140
Article
125
Type of publication (narrower categories)
All
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
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1
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1
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English
138
Undetermined
127
Author
All
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
All
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
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241
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241
Stepwise variable selection in factor analysis
Kano, Yutaka
;
Harada, Akira
- In:
Psychometrika
65
(
2000
)
1
,
pp. 7-22
Persistent link: https://www.econbiz.de/10005184115
Saved in:
242
Gauss-Newton, Milliken-Graybill, and exact misspecification testing using artificial regressions
Stewart, Kenneth G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 233-240
Persistent link: https://www.econbiz.de/10001483710
Saved in:
243
Testing for Consistency using Artificial Regressions
Davidson, Russell
;
MacKinnon, James G.
-
1987
of slightly modified versions of any artificial linear regression that can be used to calculate
Lagrange
multiplier
tests …
Persistent link: https://www.econbiz.de/10011940426
Saved in:
244
Inference in Econometric Models with Structural Change
Andrews, Donald W.K.
;
Fair, Ray C.
-
Cowles Foundation for Research in Economics, Yale University
-
1987
of nonlinear models, estimated by a variety of different procedures. Wald,
Lagrange
multiplier
-like, and likelihood ratio …
Persistent link: https://www.econbiz.de/10004990696
Saved in:
245
Testing for Consistency using Artificial Regressions
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
1987
of slightly modified versions of any artificial linear regression that can be used to calculate
Lagrange
multiplier
tests …
Persistent link: https://www.econbiz.de/10005653049
Saved in:
246
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
Cribari-Neto, F.
;
Zarkos, S. G.
- In:
Econometric Reviews
18
(
1999
)
2
,
pp. 211-228
This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests in the linear heteroskedastic model. We consider four different bootstrapping schemes, three of them specifically tailored to handle heteroskedasticity. Our results show that...
Persistent link: https://www.econbiz.de/10005511950
Saved in:
247
LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, August 1997, and the International Congress on Modelling and Simulation MODSIM97, University of Tasmania, December 1997.1
Toda, Hiro Y.
;
McKenzie, C.R.
- In:
Mathematics and Computers in Simulation (MATCOM)
48
(
1999
)
4
,
pp. 457-468
The purpose of this paper is to derive the asymptotic distributions of some
Lagrange
Multiplier
(LM) tests for unit …
Persistent link: https://www.econbiz.de/10010749222
Saved in:
248
Modification indices for the 2-PL and the nominal response model
Glas, Cees
- In:
Psychometrika
64
(
1999
)
3
,
pp. 273-294
Persistent link: https://www.econbiz.de/10005603338
Saved in:
249
Testing for Seasonal Stability in Unemployment Series: International Evidence
Banik, Shipra
;
Silvapulle, Param
- In:
Empirica
26
(
1999
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10005719067
Saved in:
250
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods
Lucas, Andre
- In:
Econometric Reviews
17
(
1998
)
2
,
pp. 185-214
This paper considers
Lagrange
Multiplier
(LM) and Likelihood Ratio (LR) tests for determining the cointegrating rank of …
Persistent link: https://www.econbiz.de/10005511936
Saved in:
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