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Year of publication
Subject
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Rank test 30 rank test 23 Cointegration 19 Statistischer Test 19 Statistical test 18 Theorie 18 Theory 17 Estimation theory 16 Schätztheorie 16 Ranking-Verfahren 15 Ranking method 14 Kointegration 13 Time series analysis 13 Zeitreihenanalyse 13 Estimation 12 Schätzung 12 Wilcoxon signed-rank test 10 cointegration rank test 9 Nichtparametrisches Verfahren 7 Nonparametric statistics 7 Wilcoxon signed rank test 7 common factors 7 Einheitswurzeltest 6 Event study 6 Panel 6 Panel study 6 Unit root test 6 continuously updated GMM 6 cross-sectional dependence 6 model misspecification 6 panel cointegration rank test 6 CAPM 5 asset pricing 5 bootstrap 5 maximum likelihood 5 unidentified models 5 Bootstrap approach 4 Bootstrap-Verfahren 4 Börsenkurs 4 Capital income 4
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Online availability
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Free 69 Undetermined 44 CC license 6
Type of publication
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Article 71 Book / Working Paper 61
Type of publication (narrower categories)
All
Article in journal 36 Aufsatz in Zeitschrift 36 Working Paper 26 Arbeitspapier 15 Graue Literatur 14 Non-commercial literature 14 Article 5 Thesis 2
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Language
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English 81 Undetermined 50 German 1
Author
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Arsova, Antonia 8 Hallin, Marc 8 Karaman Örsal, Deniz Dilan 8 Kan, Raymond 7 Robotti, Cesare 7 Gospodinov, Nikolaj 5 Schreiber, Sven 4 Chang, Pao-Li 3 Chang, Tsangyao 3 Guay, Alain 3 Klein, Ingo 3 Kock, Anders Bredahl 3 Larsson, Rolf 3 Ledwina, Teresa 3 Lee, Myoung-Jae 3 Lyhagen, Johan 3 Pynnönen, Seppo 3 Su, Chi-Wei 3 Teräsvirta, Timo 3 Werker, Bas J.M. 3 Akker, Ramon van den 2 Bertsatos, Gerassimos 2 Breitung, Jörg 2 Cassart, Delphine 2 Chambers, Marcus J. 2 Doll, Monika 2 Garel, Bernard 2 Gospodinov, Nikolay 2 Hofmann, Erik 2 Kenjegaliev, Amangeldi 2 Kolari, James W. 2 Lee, Myoung-jae 2 Lyssiotou, Panayiota 2 Mangold, Benedikt 2 Misra, Subhas Chandra 2 Mondal, Amitava 2 Neto, David 2 Paindaveine, Davy 2 Pashardes, Panos 2 Prasad, Ramesh 2
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 School of Economics and Management, University of Aarhus 3 HAL 2 School of Economics, Singapore Management University 2 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 2 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, European University Institute 1 Department of Economics, Leicester University 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 1 Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno 1 East Asian Bureau of Economic Research (EABER) 1 Econometric Society 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Facoltà di Economia, Università degli Studi dell'Insubria 1 Federal Reserve Bank of Atlanta 1 Institut d'Economie et Econométrie, Université de Genève 1 Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet 1 International Centre for Economic Research (ICER) 1 International Institute of Social and Economic Sciences 1 Rimini Centre for Economic Analysis (RCEA) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 1
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Published in...
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Annals of the Institute of Statistical Mathematics 4 Computational Statistics & Data Analysis 4 Metrika 4 Working Paper Series in Economics 4 CREATES Research Papers 3 ECARES working paper 3 Journal for Economic Forecasting 3 SSE/EFI Working Paper Series in Economics and Finance 3 University of Lüneburg Working paper series in economics 3 Applied economics 2 Document de travail 2 Econometric reviews 2 IWQW discussion paper series 2 Jena Economic Research Papers 2 Journal of Multivariate Analysis 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Logistics 2 Mudra : journal of finance and accounting 2 Post-Print / HAL 2 ULB Institutional Repository 2 Working Paper 2 Working Papers / School of Economics, Singapore Management University 2 Working papers 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Cahiers du Département d'Econométrie 1 China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University 1 Cowles Foundation Discussion Papers 1 Czech Journal of Economics and Finance (Finance a uver) 1 DEGIT Conference Papers 1 Discussion Paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion Papers in Economics 1 Discussion paper 1 Econometric Society 2004 Australasian Meetings 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics 1 Econometrics : open access journal 1 Economic change and restructuring : empirical and policy research on the transitional and emerging economies 1 Economics Letters 1 Economics Working Papers / Department of Economics, European University Institute 1
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Source
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RePEc 63 ECONIS (ZBW) 51 EconStor 16 BASE 2
Showing 1 - 10 of 132
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Consequences of Covid-19 outbreak on Indian listed SMEs : sector-specific analysis in the context of performance perspectives
Prasad, Ramesh; Mondal, Amitava - In: Rajagiri management journal 19 (2025) 2, pp. 86-97
during the pandemic (2020-21) using the Wilcoxon signed-rank test.The performance of Indian SMEs has been notably affected by …
Persistent link: https://www.econbiz.de/10015554092
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Consequences of Covid-19 outbreak on Indian listed SMEs: Sector-specific analysis in the context of performance perspectives
Prasad, Ramesh; Mondal, Amitava - In: Rajagiri Management Journal (RAMJ) 19 (2025) 2, pp. 86-97
during the pandemic (2020-21) using the Wilcoxon signed-rank test.The performance of Indian SMEs has been notably affected by …
Persistent link: https://www.econbiz.de/10015606904
Saved in:
Cover Image
Differences in total factor productivity and the pattern of international trade
Bertsatos, Gerassimos; Tsounis, Nicholas - In: Economies : open access journal 12 (2024) 4, pp. 1-19
In this work, we develop a trade model that explains the pattern of trade between countries based on differences in total factor productivity (TFP) while also accounting for differences in relative factor endowments. The novelty stems from the introduction of production functions derived by...
Persistent link: https://www.econbiz.de/10014635942
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Consistent distribution-free affine-invariant tests for the validity of independent component models
Hallin, Marc; Meintanis, Simos G.; Nordhausen, Klaus - 2024
Persistent link: https://www.econbiz.de/10014473311
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Differences in total factor productivity and the pattern of international trade
Bertsatos, Gerassimos; Tsounis, Nicholas - In: Economies 12 (2024) 4, pp. 1-19
In this work, we develop a trade model that explains the pattern of trade between countries based on differences in total factor productivity (TFP) while also accounting for differences in relative factor endowments. The novelty stems from the introduction of production functions derived by...
Persistent link: https://www.econbiz.de/10015469082
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Children's say in the household
Sözbir, Ömer F. - In: Journal of development economics 179 (2026), pp. 1-20
Persistent link: https://www.econbiz.de/10015560944
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Developing employability skills in vulnerable youth : designing logic model framework and outcome evaluation using quasi-experiment
Gupta, Pallavi; Datta, Ambarish; Kothe, Satyanarayan Kishan - In: World development sustainability 2 (2023), pp. 1-12
This paper introduces a simple framework for developing work-based technical skills and enhancing employability skills in vulnerable youth from disadvantaged backgrounds. The purpose is to ascertain that sustainable skills development is not just provision of technical skills but also developing...
Persistent link: https://www.econbiz.de/10014517572
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Examining rational bubbles in global natural gas prices : evidence from frequency domain estimates
Lawal, Adedoyin Isola; Oseni, Ezekiel; Lawal-Adedoyin, … - In: Energy strategy reviews 44 (2022), pp. 1-7
employing Fourier unit root tests and a nonparametric rank test for cointegration. Data comprises monthly data on the three …. The rank test estimates at 0.009677, 0.009872, and 0.009657 at 1% significant level for the pre-COVID-19 sample period …
Persistent link: https://www.econbiz.de/10014514550
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-13
proposed rank test is well specified in testing CARs and is robust towards both complete and partial overlapping event windows. …
Persistent link: https://www.econbiz.de/10013201452
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Non-parametric statistic for testing cumulative abnormal stock returns
Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13
proposed rank test is well specified in testing CARs and is robust towards both complete and partial overlapping event windows. …
Persistent link: https://www.econbiz.de/10013168738
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