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  • Search: subject:"Unobservable errors"
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Parameter estimation uncertainty 2 Serial dependence 2 Unobservable errors 2 Empirical characteristic function 1 Empirical processes 1 Estimation 1 Estimation theory 1 Generalized spectral test 1 Location-scale model 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Panel data 1 Permutation test 1 Schätztheorie 1 Schätzung 1 Statistical test 1 Statistischer Test 1 Time series analysis 1 Zeitreihenanalyse 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Du, Zaichao 2 Escanciano, Juan Carlos 1
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Computational Statistics & Data Analysis 1 Econometric reviews 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A nonparametric distribution-free test for serial independence of errors
Du, Zaichao; Escanciano, Juan Carlos - In: Econometric reviews 34 (2015) 6/10, pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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Testing for serial independence of panel errors
Du, Zaichao - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 248-261
A test for the serial independence of errors in panel data models is proposed. The test is based on the difference between the joint empirical characteristic function of residuals at different lags and the product of their marginal empirical characteristic functions. The test is...
Persistent link: https://www.econbiz.de/10010871337
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