EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"tests of predictability"
Narrow search

Narrow search

Year of publication
Subject
All
canonical correlations 3 contingency tables 3 serial dependence 3 tests of predictability 3 Canonical Correlations 1 Contingency Tables 1 Serial Dependence 1 Tests of Predictability 1
more ... less ...
Online availability
All
Free 3
Type of publication
All
Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 3 Undetermined 1
Author
All
Timmermann, Allan 3 Pesaran, M. Hashem 2 Pesaran, M.H. 1 Pesaran, Mohammad Hashem 1 Timmermann, A. 1
Institution
All
CESifo 1 Faculty of Economics, University of Cambridge 1 Institute for the Study of Labor (IZA) 1
Published in...
All
IZA Discussion Papers 2 CESifo Working Paper Series 1 Cambridge Working Papers in Economics 1
Source
All
RePEc 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Testing dependence among serially correlated multi-category variables
Pesaran, Mohammad Hashem; Timmermann, Allan - 2006
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies - a problem that is particularly important in economics and...
Persistent link: https://www.econbiz.de/10010276251
Saved in:
Cover Image
Testing Dependence among Serially Correlated Multi-category Variables
Pesaran, M. Hashem; Timmermann, Allan - CESifo - 2006
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependenciesāˆ’a problem that is particularly important in economics and...
Persistent link: https://www.econbiz.de/10005406058
Saved in:
Cover Image
Testing Dependence Among Serially Correlated Multi-category Variables
Pesaran, M.H.; Timmermann, A. - Faculty of Economics, University of Cambridge - 2006
The contingency table literature on tests for dependence among discrete multi-category variables assume that draws are independent, and there are no tests that account for serial dependencies ? a problem that is particularly important in economics and finance. This paper proposes a new test of...
Persistent link: https://www.econbiz.de/10005113812
Saved in:
Cover Image
Testing Dependence among Serially Correlated Multi-Category Variables
Pesaran, M. Hashem; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2006
The contingency table literature on tests for dependence among discrete multi-category variables is extensive. Existing tests assume, however, that draws are independent, and there are no tests that account for serial dependencies - a problem that is particularly important in economics and...
Persistent link: https://www.econbiz.de/10005763908
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...