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Search: subject:"Lagrange Multiplier tests"
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Lagrange multiplier tests
24
Statistischer Test
9
Statistical test
8
Theorie
8
Theory
7
Financial crisis
5
Finanzkrise
5
Panel data
5
Lagrange Multiplier tests
4
Model selection
4
autocorrelation
4
lagrange multiplier tests
4
standard deviation
4
standard errors
4
Ansteckungseffekt
3
Cokurtosis
3
Contagion effect
3
Coskewness
3
Covolatility
3
Estimation theory
3
Schätztheorie
3
Specification testing
3
correlation
3
covariance
3
equation
3
equations
3
heteroscedasticity
3
heteroskedasticity
3
random effects
3
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3
statistic
3
statistics
3
Aktienmarkt
2
Co-skewness
2
Currency crisis
2
Durbin-Hausman tests
2
Economic models
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European financial crisis
2
Forecasting
2
Panel
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Free
21
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English
22
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Baltagi, Badi H.
8
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
Liu, Long
2
MacKinnon, James G.
2
Robinson, Peter
2
Alejo, Javier
1
Bartolini, Leonardo
1
Bilias, Yannis
1
Bodnar, Gordon M.
1
Chen, Shiyuan
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
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
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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
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Center for Policy Research Working Papers
4
IMF Working Papers
4
CAMA working paper series
3
Econometric reviews
2
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
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics letters
1
Estudios de Economía Aplicada
1
FRU Working Papers
1
Journal of Econometrics
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Journal of banking & finance
1
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1
Psychometrika
1
Quantitative finance
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Queen's Economics Department Working Paper
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STICERD - Econometrics Paper Series
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The econometrics journal
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RePEc
21
ECONIS (ZBW)
10
EconStor
4
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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
Oracally efficient estimation and specification testing of partially linear additive spatial autoregressive models
Chen, Shiyuan
;
Song, Xiaojun
;
Yu, Jihai
- In:
Econometric reviews
44
(
2025
)
8
,
pp. 1120-1143
Persistent link: https://www.econbiz.de/10015554885
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
8
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:
9
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:
10
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
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