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1
Minimax risk in estimating kink threshold and testing continuity
Hidalgo, Javier
;
Lee, Heejun
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 233-259)
.
2023
Persistent link: https://www.econbiz.de/10014313688
Saved in:
2
Three essays in applied macroeconomics and time series analysis
Abi Morshed, Alaa
-
2017
Persistent link: https://www.econbiz.de/10011659838
Saved in:
3
Rough continuous-time processes : theory and applications
Bennedsen, Mikkel
-
2017
Persistent link: https://www.econbiz.de/10011817834
Saved in:
4
Performance of autoregressive tree model in forecasting cancer patients
Kaur, Sukhpal
;
Rakshit, Madhuchanda
- In:
Strategic system assurance and business analytics
,
(pp. 187-200)
.
2020
Persistent link: https://www.econbiz.de/10012240951
Saved in:
5
The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak
- In:
Selected topics in applied econometrics
,
(pp. 139-147)
.
2019
Persistent link: https://www.econbiz.de/10012286977
Saved in:
6
Anti-herding in the Euribor survey
Sirak, Adjmal Sekander
- In:
Essays in financial economics
,
(pp. 32-86)
.
2018
Persistent link: https://www.econbiz.de/10012169608
Saved in:
7
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
8
An alternative to p-values in hypothesis testing with applications in model selection of stock price data
Tran, Hien D.
;
Nguyen, Son P.
;
Le, Hoa T.
;
Pham, Uyen H.
- In:
Robustness in econometrics
,
(pp. 305-319)
.
2017
Persistent link: https://www.econbiz.de/10011801354
Saved in:
9
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
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10
Essays on heterogeneity and non-linearity in panel data and time series models
Salish, Nazarii
-
2016
Persistent link: https://www.econbiz.de/10011591912
Saved in:
11
The walking debt crisis
Wegener, Christoph
;
Kruse, Robinson
;
Basse, Tobias
- In:
Essays on empirical finance in times of crises : …
,
(pp. 14-26)
.
2016
Persistent link: https://www.econbiz.de/10011633905
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12
Testing econometric models with heterogeneous agents : applications in treatment analysis and networks
Dzemski, Andreas
-
2015
Persistent link: https://www.econbiz.de/10011304846
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13
Investigating the convergence hypothesis in the EU : more evidence accounting for structural breaks
Chapsa, Xanthippi
;
Katrakilides, K.
;
Tabakis, Nikolaos M.
- In:
EU crisis and the role of the periphery
,
(pp. 21-39)
.
2015
Persistent link: https://www.econbiz.de/10011279999
Saved in:
14
Sustainability of European fiscal balances - just a statistical artifact?
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 117-149)
.
2014
Persistent link: https://www.econbiz.de/10010480402
Saved in:
15
Size corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
An analysis of long-term influences on financial …
,
(pp. 89-116)
.
2014
Persistent link: https://www.econbiz.de/10010480405
Saved in:
16
Variable selection in cross-section regressions : comparisons and extensions
Deckers, Thomas
- In:
Essays in applied econometrics and behavioral economics
,
(pp. 4-61)
.
2014
Persistent link: https://www.econbiz.de/10010431251
Saved in:
17
On generalized start-up demonstration tests
Zhao, Xian
- In:
Stochastic methods in reliability and risk management : …
,
(pp. 225-239)
.
2014
Persistent link: https://www.econbiz.de/10010239330
Saved in:
18
On the use of the Flexible Fourier Form in unit root tests, endogenous breaks, and parameter instability
Jones, Paul
;
Enders, Walter
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 59-83)
.
2014
Persistent link: https://www.econbiz.de/10011406759
Saved in:
19
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
20
Do efficiency scores depend on input mix? : a statistical test and empirical illustration
Asmild, Mette
;
Hougaard, Jens Leth
;
Kronborg, Dorte
- In:
Including special section: behavioral considerations in …
,
(pp. 37-48)
.
2013
Persistent link: https://www.econbiz.de/10010232579
Saved in:
21
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius
;
Bick, Björn
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 217-268)
.
2013
Persistent link: https://www.econbiz.de/10010412564
Saved in:
22
Return distributions and bootstrap goodness-of-fit tests
Behr, Andreas
;
Diel, Anastasia
;
Morawietz, Magdalene
; …
- In:
Essener Beiträge zur empirischen Wirtschaftsforschung …
,
(pp. 21-37)
.
2012
Persistent link: https://www.econbiz.de/10009513799
Saved in:
23
Structural estimation of the New-Keynesian model : a formal test of backward- and forward-looking behavior
Jang, Tae-Seok
- In:
DSGE models in macroeconomics : estimation, evaluation, …
,
(pp. 421-467)
.
2012
Persistent link: https://www.econbiz.de/10009682773
Saved in:
24
Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008825914
Saved in:
25
Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen
-
2008
Persistent link: https://www.econbiz.de/10003773152
Saved in:
26
Selected contributions to market-based management
Sarstedt, Marko
-
2008
Persistent link: https://www.econbiz.de/10003743726
Saved in:
27
The structure of multiparameter tests
Cavanagh, Christopher L.
;
Rothenberg, Thomas J.
- In:
The refinement of econometric estimation and test …
,
(pp. 163-172)
.
2007
Persistent link: https://www.econbiz.de/10003461855
Saved in:
28
Impact du changement de dirigeant sur des variables sociales : approche comptable des transmissions de PME belges
Colot, Olivier
;
Dupont, Claire
-
2007
Persistent link: https://www.econbiz.de/10003435640
Saved in:
29
Three essays on macroeconometrics
Pincheira, Pablo
-
2006
Persistent link: https://www.econbiz.de/10003973296
Saved in:
30
Essays on theoretical and empirical aspects of structural break models
Yabu, Tomoyoshi
-
2006
Persistent link: https://www.econbiz.de/10003380112
Saved in:
31
Nonparametric testing of an exclusion restriction
Bickel, Peter J.
;
Ritov, Ya'acov
;
Stoker, Thomas Martin
- In:
Identification and inference for econometric models : …
,
(pp. 505-519)
.
2005
Persistent link: https://www.econbiz.de/10003352620
Saved in:
32
Validation of rating systems
Güttler, André
-
2005
Persistent link: https://www.econbiz.de/10003226136
Saved in:
33
Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen
-
2004
Persistent link: https://www.econbiz.de/10003551599
Saved in:
34
Testing for two-step Granger noncausality in trivariate VAR models
Giles, Judith A.
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 371-399)
.
2002
Persistent link: https://www.econbiz.de/10001701983
Saved in:
35
Markov or not Markov - this should be a question
Bickenbach, Frank
(
contributor
);
Bode, Eckhardt
(
contributor
)
- In:
ERSA 2002 Dortmund, [August 27th - 31st] : from …
.
2002
Persistent link: https://www.econbiz.de/10001789309
Saved in:
36
Lag selection in subset VAR models with an application to a US monetary system
Brüggemann, Ralf
;
Lütkepohl, Helmut
-
2001
Persistent link: https://www.econbiz.de/10001615031
Saved in:
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