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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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Free
148
Undetermined
85
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All
Book / Working Paper
140
Article
125
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All
Article in journal
55
Aufsatz in Zeitschrift
55
Working Paper
36
Graue Literatur
22
Non-commercial literature
22
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18
Article
2
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1
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1
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1
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1
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English
138
Undetermined
127
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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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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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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
41
-
50
of
265
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date (oldest first)
41
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
Cowles Foundation for Research in Economics, Yale University
-
2014
An influential paper by Kleibergen (2005) introduces
Lagrange
multiplier
(LM) and conditional likelihood ratio …
Persistent link: https://www.econbiz.de/10011103450
Saved in:
42
Adequacy of
Lagrange
Multiplier
Test
Lee, Lee , Mei-Yu
- In:
European Economic Letters
3
(
2014
)
2
,
pp. 32-35
This paper examines the distribution of the
Lagrange
multiplier
test, LM test, and focuses on what factors affect the …
Persistent link: https://www.econbiz.de/10011085119
Saved in:
43
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
YANG, Yukai
-
Center for Operations Research and Econometrics (CORE), …
-
2014
. I design a new family of
Lagrange-multiplier
tests against the alternative hypothesis that the innovations are time …
Persistent link: https://www.econbiz.de/10011094066
Saved in:
44
Improved
Lagrange
multiplier
tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
-
London School of Economics (LSE)
-
2014
For testing lack of correlation against spatial autoregressive alternatives,
Lagrange
multiplier
tests enjoy their …
Persistent link: https://www.econbiz.de/10011125890
Saved in:
45
Spillover Effects of Chinese Stock Markets
Yang, Ginny ju-ann
;
Chang, Koyin
;
Ying, Yung-Hsiang
; …
- In:
Economics Bulletin
34
(
2014
)
1
,
pp. 200-205
) based on the
Lagrange
multiplier
(LM) principle was also adapted to test for non-causality in the variance of stock indexes …
Persistent link: https://www.econbiz.de/10010737504
Saved in:
46
Testing Constancy of the Error Covariance Matrix in Vector Models against Parametric Alternatives using a Spectral Decomposition
Yang, Yukai
-
School of Economics and Management, University of Aarhus
-
2014
. I design a new family of
Lagrange-multiplier
tests against the alternative hypothesis that the innovations are time …
Persistent link: https://www.econbiz.de/10010851225
Saved in:
47
A Fast Solution for the
Lagrange
Multiplier
-Based Electric Power Network Parameter Error Identification Model
Guo, Ye
;
Wu, Wenchuan
;
Zhang, Boming
;
Sun, Hongbin
- In:
Energies
7
(
2014
)
3
,
pp. 1288-1299
The
Lagrange
multiplier
-based method is an effective network parameter error identification method. However, two full …
Persistent link: https://www.econbiz.de/10010748018
Saved in:
48
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
49
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
integer integration does not apply to the case of fractional integration. We propose a
Lagrange
Multiplier
-type test whose …
Persistent link: https://www.econbiz.de/10010332627
Saved in:
50
Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models
Li, Dao
;
He, Changli
-
2013
This paper studies a special class of vector smooth-transition autoregressive (VS- TAR) models containing common nonlinear features (CNFs). To test the existence of CNFs in a VSTAR model, a triangular representation for such a system containing CNFs is proposed. A procedure of testing CNFs in a...
Persistent link: https://www.econbiz.de/10012654377
Saved in:
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