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Search: subject:"Lagrange Multiplier"
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Subject
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Lagrange multiplier test
87
Theorie
43
Lagrange multiplier
42
Statistischer Test
37
Schätztheorie
36
Theory
35
Estimation theory
33
Statistical test
33
Zeitreihenanalyse
28
Time series analysis
26
Lagrange Multiplier test
23
Lagrange multiplier tests
23
Wald test
19
Einheitswurzeltest
13
Unit root test
13
ARCH-Modell
12
Lagrange Multiplier Test
12
Monte Carlo simulation
12
Mathematical programming
11
Mathematische Optimierung
11
Panel
11
ARCH model
10
Conditional heteroskedasticity
10
Nonlinear time series
10
Structural break
10
correlation
10
equation
10
statistic
10
statistics
10
Lagrange Multiplier
9
Panel study
9
econometrics
9
equations
9
standard deviation
9
standard errors
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Schätzung
8
Strukturbruch
8
Volatility
8
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Online availability
All
Free
148
Undetermined
87
Type of publication
All
Book / Working Paper
140
Article
128
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Working Paper
36
Graue Literatur
22
Non-commercial literature
22
Arbeitspapier
18
Article
2
Aufsatz im Buch
2
Book section
2
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
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Language
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English
141
Undetermined
127
Author
All
Teräsvirta, Timo
19
Amado, Cristina
12
Baltagi, Badi H.
11
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
Li, Yong
3
McAleer, Michael
3
Rossi, Francesca
3
Song, Seuck Heun
3
Taṣpınar, Süleyman
3
Werker, Bas J. M.
3
van Dijk, Dick
3
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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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
CAMA working paper series
3
Cambridge working papers in economics
3
Discussion paper / Tinbergen Institute
3
Economics Bulletin
3
Economics letters
3
Journal of Econometrics
3
Mathematical Methods of Operations Research
3
Mathematics and Computers in Simulation (MATCOM)
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
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
All
RePEc
166
ECONIS (ZBW)
81
EconStor
20
BASE
1
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1
Testing for spatial lag dependence and homoskedasticity in a random effects panel data model
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
254
(
2025
),
pp. 1-5
Persistent link: https://www.econbiz.de/10015467978
Saved in:
2
Bounded strategies for maximizing the sharpe ratio
Ye, Jiang
;
Wang, Yiwei
;
Raza, Muhammad Wajid
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014305921
Saved in:
3
Hypothesis testing statistics based on posterior output with applications in financial econometrics
Li, Yong
- In:
Financial econometrics : theory and applications
,
(pp. 306-339)
.
2025
Persistent link: https://www.econbiz.de/10015426502
Saved in:
4
Testing the endogeneity of a spatial weight matrix in the weak-tied spatial dynamic panel data model
Lee, Jieun
- In:
Econometric reviews
44
(
2025
)
4
,
pp. 462-511
Persistent link: https://www.econbiz.de/10015196619
Saved in:
5
A test for time-varying smooth transition conditional covariance models in multivariate time series
Sanhaji, Bilel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
29
(
2025
)
4
,
pp. 425-436
Persistent link: https://www.econbiz.de/10015460430
Saved in:
6
Optimisation of the stock structure of a single stock item taking into account stock quantity constraints, using a
lagrange
multiplier
Krzyżaniak, Stanisław
- In:
LogForum : elektroniczne czasopismo naukowe z dziedziny …
18
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013336042
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
8
A comparative mathematical study of the relationship between marginal social cost and pigouvian tax in the presence of commodity and wage taxes : putting ramsey theorem into practice
Ariyawansa, T. S. V.
;
Amirthalingam, K.
- In:
Vidyodaya journal of management : VJM
8
(
2022
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10014233579
Saved in:
9
Impact of efficient resource allocation on economics of a thermal power plant
Gupta, Sorabh
- In:
International journal of productivity and quality …
41
(
2024
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10015065451
Saved in:
10
Nash equilibrium problems of polynomials
Nie, Jiawang
;
Tang, Xindong
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1065-1090
Persistent link: https://www.econbiz.de/10014564930
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