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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Economics letters
80
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
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Oxford bulletin of economics and statistics
22
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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Discussion paper / Tinbergen Institute
21
Journal of official statistics : JOS ; an international quarterly
20
Discussion paper / Center for Economic Research, Tilburg University
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American journal of agricultural economics
18
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Annales d'économie et de statistique
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IMF country report
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Working papers in economics and econometrics
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Acta Universitatis Lodziensis / Folia oeconomica
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European journal of operational research : EJOR
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Revue de statistique appliquée
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Statistics in transition : an international journal of the Polish Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Jahrbücher für Nationalökonomie und Statistik
14
NBER working paper series
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data
Otto, Sven
;
Breitung, Jörg
- In:
Econometric theory
39
(
2023
)
4
,
pp. 659-692
Persistent link: https://www.econbiz.de/10014342231
Saved in:
3
A general class of non-nested test statistics for models defined through moment restrictions
Parente, Paulo M. D. C.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 477-507
Persistent link: https://www.econbiz.de/10011950988
Saved in:
4
Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin
;
Sun, Yixiao
- In:
Econometric theory
34
(
2018
)
5
,
pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
Saved in:
5
Test for parameter instability in dynamic factor models
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
31
(
2015
)
5
,
pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Saved in:
6
Nonparametric tests of moment condition stability
Juhl, Ted
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
1
,
pp. 90-114
Persistent link: https://www.econbiz.de/10009747869
Saved in:
7
The asymptotic distribution of the LIML estimators in a partially identified structural equation
Forchini, Giovanni
- In:
Econometric theory
26
(
2010
)
3
,
pp. 917-930
Persistent link: https://www.econbiz.de/10003992441
Saved in:
8
Weak dependence : models and applications to econometrics
Ango Nze, Patrick
;
Doukhan, Paul
- In:
Econometric theory
20
(
2004
)
6
,
pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
Saved in:
9
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
10
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
11
Testing linear restrictions on cointegrating vectors : sizes and powers of Wald and likelihood ratio tests in finite samples
Haug, Alfred Albert
- In:
Econometric theory
18
(
2002
)
2
,
pp. 505-524
Persistent link: https://www.econbiz.de/10001661312
Saved in:
12
Selection the rank of the cointegration space and the form of the intercept using and information criterion
Aznar Grasa, Antonio
;
Salvador, Manuel
- In:
Econometric theory
18
(
2002
)
4
,
pp. 926-947
Persistent link: https://www.econbiz.de/10001687481
Saved in:
13
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 820-852
Persistent link: https://www.econbiz.de/10001606804
Saved in:
14
On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
1
,
pp. 247-256
Persistent link: https://www.econbiz.de/10001556118
Saved in:
15
Testing for serial correlation of unknown form using wavelet methods
Lee, Jin
;
Hong, Yongmiao
- In:
Econometric theory
17
(
2001
)
2
,
pp. 386-423
Persistent link: https://www.econbiz.de/10001568402
Saved in:
16
Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
Saved in:
17
Consistent model specification tests : Kernel-based tests versus Bierens' ICM tests
Fan, Yanqin
;
Li, Qi
- In:
Econometric theory
16
(
2000
)
6
,
pp. 1016-1041
Persistent link: https://www.econbiz.de/10001548359
Saved in:
18
A consistent test of conditional parametric distributions
Zheng, John Xu
- In:
Econometric theory
16
(
2000
)
5
,
pp. 667-691
Persistent link: https://www.econbiz.de/10001533167
Saved in:
19
Nonparametric significance testing
Lavergne, Pascal
;
Vuong, Quang H.
- In:
Econometric theory
16
(
2000
)
4
,
pp. 576-601
Persistent link: https://www.econbiz.de/10001517339
Saved in:
20
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
21
Consistent specification testing for conditional symmetry
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001238031
Saved in:
22
A consistent nonparametric test of parametric regression models under conditional quantile restrictions
Zheng, John Xu
- In:
Econometric theory
14
(
1998
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10001238032
Saved in:
23
A test of autocorrelation in the presence of heteroskedasticity of unknown form
Whang, Yoon-jae
- In:
Econometric theory
14
(
1998
)
1
,
pp. 87-122
Persistent link: https://www.econbiz.de/10001238033
Saved in:
24
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
- In:
Econometric theory
14
(
1998
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
Saved in:
25
Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
,
pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
Saved in:
26
Revising beliefs in nonidentified models
Poirier, Dale J.
- In:
Econometric theory
14
(
1998
)
4
,
pp. 483-509
Persistent link: https://www.econbiz.de/10001248237
Saved in:
27
Goodness-of-fit tests based on Kernel density estimators with fixed smoothing parameters
Fan, Yanqin
- In:
Econometric theory
14
(
1998
)
5
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001381128
Saved in:
28
Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael
- In:
Econometric theory
13
(
1997
)
6
,
pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
Saved in:
29
Canonical cointegrating regression and testing for cointegration in the presence of /(1) and /(2) variables
Choi, In
- In:
Econometric theory
13
(
1997
)
6
,
pp. 850-876
Persistent link: https://www.econbiz.de/10001236161
Saved in:
30
Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 818-849
Persistent link: https://www.econbiz.de/10001236162
Saved in:
31
Gaussian estimation of a continuous time dynamic model with common stochastic trends
Simos, Theodore
- In:
Econometric theory
12
(
1996
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001205638
Saved in:
32
The encompassing principle and hypothesis testing
Lu, Maozu
- In:
Econometric theory
12
(
1996
)
5
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001214298
Saved in:
33
A new test for nonstationarity against the stable alternative
Abadir, Karim Maher
- In:
Econometric theory
11
(
1995
)
1
,
pp. 81-104
Persistent link: https://www.econbiz.de/10001176351
Saved in:
34
On the existence of moments of ratios of quadratic forms
Roberts, Leigh A.
- In:
Econometric theory
11
(
1995
)
4
,
pp. 750-774
Persistent link: https://www.econbiz.de/10001192726
Saved in:
35
Testing, encompassing, and simulating dynamic econometric models
Gouriéroux, Christian
- In:
Econometric theory
11
(
1995
)
2
,
pp. 195-228
Persistent link: https://www.econbiz.de/10001185255
Saved in:
36
Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
,
pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
Saved in:
37
The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy
- In:
Econometric theory
8
(
1992
)
4
,
pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
Saved in:
38
On testing for the constancy of regression coefficients under random walk and change-point alternatives
Jandhyala, V. K.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 501-517
Persistent link: https://www.econbiz.de/10001137697
Saved in:
39
Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E.
- In:
Econometric theory
8
(
1992
)
4
,
pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
Saved in:
40
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
Saved in:
41
Test consistency with varying sampling frequency
Perron, Pierre
- In:
Econometric theory
7
(
1991
)
3
,
pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
Saved in:
42
The ET dialogue : a conversation on econometric methodology
Hendry, David F.
- In:
Econometric theory
6
(
1990
)
2
,
pp. 171-261
Persistent link: https://www.econbiz.de/10001091192
Saved in:
43
Predictors in dynamic nonlinear models : large-sample behavior
Brown, Bryan W.
- In:
Econometric theory
5
(
1989
)
3
,
pp. 430-452
Persistent link: https://www.econbiz.de/10001079346
Saved in:
44
Worldwide institutional and individual rankings in statistical theory by journal publications over the period 1980 - 1986
Phillips, Peter C. B.
- In:
Econometric theory
4
(
1988
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001049391
Saved in:
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