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Search: subject:"Lagrange Multiplier"
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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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Article in journal
55
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55
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36
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22
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22
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18
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2
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1
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English
138
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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
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RePEc
166
ECONIS (ZBW)
78
EconStor
20
BASE
1
Showing
51
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265
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51
Improved
Lagrange
Multiplier
Tests in Spatial Autoregressions
Robinson, Peter M
;
Rossi, Francesca
-
Suntory and Toyota International Centres for Economics …
-
2013
For testing lack of correlation against spatial autoregressive alternatives,
Lagrange
multiplier
tests enjoy their …
Persistent link: https://www.econbiz.de/10010729222
Saved in:
52
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
Wirtschaftswissenschaftliche Fakultät, Leibniz …
-
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/10010769225
Saved in:
53
On the Finite Sample Properties of Pre-test Estimators of Spatial Models
Piras, Gianfranco
;
Prucha, Ingmar R.
-
Regional Research Institute (RRI), West Virginia University
-
2013
properties of the pre-test estimators introduced in Florax et al. (2003), which are based on
Lagrange
Multiplier
(LM) tests …
Persistent link: https://www.econbiz.de/10010894327
Saved in:
54
On the Finite Sample Properties of Pre-test Estimators of Spatial Models
Piras, Gianfranco
;
Prucha, Ingmar R.
-
Regional Research Institute (RRI), West Virginia University
-
2013
properties of the pre-test estimators introduced in Florax et al. (2003), which are based on
Lagrange
Multiplier
(LM) tests …
Persistent link: https://www.econbiz.de/10010778458
Saved in:
55
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
School of Economics and Management, University of Aarhus
-
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/10010851190
Saved in:
56
Testing for a Single-Factor Stochastic Volatility in Bivariate Series
Chiba, Masaru
;
Kobayashi, Masahito
- In:
Journal of Risk and Financial Management
6
(
2013
)
1
,
pp. 31-61
This paper proposes the
Lagrange
multiplier
test for the null hypothesis thatthe bivariate time series has only a …
Persistent link: https://www.econbiz.de/10010723461
Saved in:
57
Testing for a single-factor stochastic volatility in bivariate series
Chiba, Masaru
;
Kobayashi, Masahito
- In:
Journal of Risk and Financial Management
6
(
2013
)
1
,
pp. 31-61
This paper proposes the
Lagrange
multiplier
test for the null hypothesis thatthe bivariate time series has only a …
Persistent link: https://www.econbiz.de/10011843239
Saved in:
58
Minimum LM unit root test with one structural break
Lee, Junsoo
;
Strazicich, Mark C.
- In:
Economics Bulletin
33
(
2013
)
4
,
pp. 2483-2492
In this paper, we consider the minimum
Lagrange
Multiplier
(LM) unit root test with one structural break in intercept …
Persistent link: https://www.econbiz.de/10010699229
Saved in:
59
LM
Lagrange
multiplier
Solberger, Martin
;
Zhou, Xingwu
-
2013
Persistent link: https://www.econbiz.de/10010199464
Saved in:
60
A
lagrange
multiplier
-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu
;
Solberger, Martin
-
2013
Persistent link: https://www.econbiz.de/10010199465
Saved in:
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