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Search: subject:"Lagrange Multiplier tests"
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Lagrange multiplier tests
23
Statistischer Test
8
Statistical test
7
Theorie
7
Theory
6
Financial crisis
5
Finanzkrise
5
Model selection
4
Panel data
4
autocorrelation
4
lagrange multiplier tests
4
standard deviation
4
standard errors
4
Ansteckungseffekt
3
Cokurtosis
3
Contagion effect
3
Coskewness
3
Covolatility
3
Lagrange Multiplier tests
3
Specification testing
3
correlation
3
covariance
3
equation
3
equations
3
heteroscedasticity
3
heteroskedasticity
3
random effects
3
specification testing
3
statistic
3
statistics
3
Aktienmarkt
2
Co-skewness
2
Currency crisis
2
Durbin-Hausman tests
2
Economic models
2
Estimation theory
2
European financial crisis
2
Forecasting
2
SUR
2
Schock
2
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Free
21
Undetermined
11
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Book / Working Paper
22
Article
11
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Working Paper
7
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5
Aufsatz in Zeitschrift
5
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3
Graue Literatur
3
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3
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English
20
Undetermined
13
Author
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Baltagi, Badi H.
7
Fry-McKibbin, Renée
5
Hsiao, Cody Yu-Ling
5
Herwartz, Helmut
4
Martin, Vance
4
Bresson, Georges
3
Song, Seuck Heun
3
Bera, Anil K.
2
Davidson, Russell
2
MacKinnon, James G.
2
Robinson, Peter
2
Alejo, Javier
1
Bartolini, Leonardo
1
Bilias, Yannis
1
Bodnar, Gordon M.
1
Doğan, Osman
1
Dungey, Mardi
1
Fry, Renee
1
Gardner, E. H.
1
Giuliano, Paola
1
Glas, Cees
1
González-Hermosillo, Brenda
1
Hautsch, Nikolaus
1
Jung, Byoung Cheol
1
KOSFELD, R.
1
Koh, Won
1
Kouassi, Eugene
1
Kwon, Jae Hyeok
1
Kymn, Kern O.
1
LAURIDSEN, J.
1
Linden, Wim
1
Liu, Long
1
Montes-Rojas, Gabriel
1
Mougoué, Mbodja
1
Perraudin, W. R. M.
1
Pirotte, Alain
1
Robinson, P.M.
1
Robinson, Peter M
1
Ruiz-Arranz, Marta
1
Sosa Escudero, Walter
1
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Center for Policy Research, Maxwell School
4
International Monetary Fund (IMF)
4
Centre for Microdata Methods and Practice (CEMMAP)
1
Economics Department, Queen's University
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Institute for the Study of Labor (IZA)
1
International Conferences on Panel Data
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Økonomisk Institut, Københavns Universitet
1
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Center for Policy Research Working Papers
4
IMF Working Papers
4
CAMA working paper series
3
Empirical Economics
2
IZA Discussion Papers
2
10th International Conference on Panel Data, Berlin, July 5-6, 2002
1
AStA Advances in Statistical Analysis
1
CeMMAP working papers
1
Econometric reviews
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Estudios de Economía Aplicada
1
FRU Working Papers
1
Journal of Econometrics
1
Journal of banking & finance
1
Journal of econometric methods
1
Psychometrika
1
Quantitative finance
1
Queen's Economics Department Working Paper
1
STICERD - Econometrics Paper Series
1
The econometrics journal
1
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1
cemmap working paper
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RePEc
21
ECONIS (ZBW)
8
EconStor
4
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1
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10012504446
Saved in:
2
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746864
Saved in:
3
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
Persistent link: https://www.econbiz.de/10011746865
Saved in:
4
Adjustments of Rao's score test for distributional and local parametric misspecifications
Bera, Anil K.
;
Bilias, Yannis
;
Yoon, Mann J.
; …
- In:
Journal of econometric methods
9
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012197297
Saved in:
5
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
6
Joint tests of contagion with applications
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10012194667
Saved in:
7
Detecting underestimates of risk in VaR models
Thiele, Stephen
- In:
Journal of banking & finance
101
(
2019
),
pp. 12-20
Persistent link: https://www.econbiz.de/10012162586
Saved in:
8
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 626-649
Persistent link: https://www.econbiz.de/10012040398
Saved in:
9
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
Saved in:
10
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
-
Institute for the Study of Labor (IZA)
-
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/10008682245
Saved in:
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