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  • Search: subject:"Marked empirical process"
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Year of publication
Subject
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Marked empirical process 6 Estimation theory 5 Schätztheorie 5 Fixed point result 4 Forward Search 4 Statistical test 4 Statistischer Test 4 marked empirical process 4 quantile process 4 weighted and marked empirical process 4 U processes 3 VC classes 3 comparison of regression curves 3 ARCH model 2 ARCH-Modell 2 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Regression analysis 2 Regressionsanalyse 2 goodness of fit 2 AR(p) model 1 Binary regression model 1 Bootstrap based test 1 Bootstrap method 1 Buffered AR(p) model 1 Börsenkurs 1 Cointegration 1 Consistency 1 Cramér-von Mises 1 Cramérvon Mises test 1 GARCH model 1 Generalized Method of Moments 1 Goodness-of-fit test 1 Identification 1 Kointegration 1 Kolmogorov-Smirnov 1 Kolmogorov-Smirnov test 1 Likelihood ratio test 1 M-estimation 1
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Online availability
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Free 11 Undetermined 5
Type of publication
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Book / Working Paper 10 Article 6
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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Undetermined 9 English 7
Author
All
Nielsen, Bent 4 Dette, Holger 3 Johansen, Søren 3 Neumeyer, Natalie 3 Cavaliere, Giuseppe 2 Perera, Indeewara 2 Rahbek, Anders 2 Zhu, Ke 2 Braekers, Roel 1 Dikta, Gerhard 1 Dominguez, Manuel 1 Domínguez, Manuel A. 1 Ferger, Dietmar 1 Johansen, Soren 1 Klotsche, Jens 1 Koul, Hira L. 1 Li, Wai Keung 1 Lobato, Ignacio 1 Lobato, Ignacio N. 1 Wang, Qiying 1 Wu, Dongsheng 1 Yi, Tingting 1 Yu, Philip L.H. 1 van Heel, Mareike 1
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Institution
All
Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 School of Economics and Management, University of Aarhus 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
All
CREATES Research Papers 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Discussion papers / Department of Economics, University of Copenhagen 1 Econometric reviews 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of the Korean Statistical Society 1 MPRA Paper 1 Statistics & Decisions 1 Statistics & Probability Letters 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1 Working Papers / Centro de Investigación Económica (CIE), Departamento Académico de Economía 1
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Source
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RePEc 8 ECONIS (ZBW) 5 EconStor 2 Other ZBW resources 1
Showing 1 - 10 of 16
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Specification tests for GARCH processes with nuisance parameters on the boundary
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 197-214
Persistent link: https://www.econbiz.de/10014449910
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Bootstrap based goodness-of-fit tests for binary multivariate regression models
van Heel, Mareike; Dikta, Gerhard; Braekers, Roel - In: Journal of the Korean Statistical Society 51 (2021) 1, pp. 308-335
We consider a binary multivariate regression model where the conditional expectation of a binary variable given a higher-dimensional input variable belongs to a parametric family. Based on this, we introduce a model-based bootstrap (MBB) for higher-dimensional input variables. This test can be...
Persistent link: https://www.econbiz.de/10014501858
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
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Specification testing with estimated variables
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 39 (2020) 5, pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
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Testing for the buffered autoregressive processes
Zhu, Ke; Yu, Philip L.H.; Li, Wai Keung - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates a quasi-likelihood ratio (LR) test for the thresholds in buffered autoregressive processes. Under the null hypothesis of no threshold, the LR test statistic converges to a function of a centered Gaussian process. Under local alternatives, this LR test has nontrivial...
Persistent link: https://www.econbiz.de/10011110083
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Asymptotic analysis of the Forward Search
Nielsen, Bent; Johansen, Søren - Economics Group, Nuffield College, University of Oxford - 2013
The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is...
Persistent link: https://www.econbiz.de/10010823429
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Asymptotic analysis of the Forward Search
Johansen, Søren; Nielsen, Bent - School of Economics and Management, University of Aarhus - 2013
The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is...
Persistent link: https://www.econbiz.de/10010851236
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Asymptotic analysis of the Forward Search
Nielsen, Bent; Johansen, Soren - Department of Economics, Oxford University - 2013
The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data.  This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000).  An asymptotic analysis of the Forward Search is...
Persistent link: https://www.econbiz.de/10011004393
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Asymptotic analysis of the Forward Search
Johansen, Søren; Nielsen, Bent - Økonomisk Institut, Københavns Universitet - 2013
The Forward Search is an iterative algorithm concerned with detection of outliers and other unsuspected structures in data. This approach has been suggested, analysed and applied for regression models in the monograph Atkinson and Riani (2000). An asymptotic analysis of the Forward Search is...
Persistent link: https://www.econbiz.de/10010665213
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Model checks for nonlinear cointegrating regression
Wang, Qiying; Wu, Dongsheng; Zhu, Ke - In: Journal of econometrics 207 (2018) 2, pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
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