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  • Search: subject:"Model specification testing"
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Year of publication
Subject
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Estimation theory 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Schätztheorie 2 Statistical theory 2 Statistische Methodenlehre 2 ARCH model 1 ARCH-Modell 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Cointegration 1 Dirac delta function 1 Econometrics 1 Einheitswurzeltest 1 Estimation 1 GARCH model specification testing 1 Hilbert space 1 Induktive Statistik 1 Kointegration 1 Model specification testing 1 Nonparametric methods 1 Nonstationarity 1 Panel 1 Panel study 1 Predictive regression 1 Quantile cointegration 1 Regression analysis 1 Regressionsanalyse 1 Schätzung 1 Series method 1 Statistical inference 1 Statistical test 1 Statistischer Test 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Unit root test 1 Zeitreihenanalyse 1
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Undetermined 3
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3
Author
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Dong, Chaohua 1 Gao, Jiti 1 Liang, Han-Ying 1 Tu, Yundong 1 Wang, Qiying 1 Wang, Xuexin 1
Published in...
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Advanced Studies in Theoretical and Applied Econometrics 1 Econometric reviews 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Modern Series Methods in Econometrics and Statistics
Dong, Chaohua; Gao, Jiti - 2025
This book introduces modern series methods with a focus on applications in econometrics and statistics. It explores how new orthogonal series techniques can address challenges in model building and estimation, particularly for variables with unbounded support, nonparametric nonstationary data,...
Persistent link: https://www.econbiz.de/10015394206
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Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong; Liang, Han-Ying; Wang, Qiying - In: Journal of econometrics 230 (2022) 2, pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
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A general approach to conditional moment specification testing with projections
Wang, Xuexin - In: Econometric reviews 37 (2018) 1/5, pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
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