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Search: subject_exact:"Regressionskoeffizient"
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Statistischer Test
Regression analysis
208
Regressionsanalyse
208
Estimation theory
94
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94
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49
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49
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33
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33
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Godfrey, L. G.
2
Orme, Chris D.
2
Anatolyev, Stanislav
1
Cai, Zongwu
1
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1
Chen, Gamai
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economics letters
Journal of econometrics
59
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Econometric reviews
23
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
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14
Cowles Foundation Discussion Paper
13
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12
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1
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
2
Artificial regression test diagnostics for impact measures in spatial models
Deng, Mingyu
;
Wang, Mingxi
- In:
Economics letters
217
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013465488
Saved in:
3
Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin
;
Zhang, Zhengyi
;
Cai, Zongwu
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
Saved in:
4
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
5
Is MORE LESS? : the role of data augmentation in testing for structural breaks
Rao, Yao
;
McCabe, Brendan Peter Martin
- In:
Economics letters
155
(
2017
),
pp. 131-134
Persistent link: https://www.econbiz.de/10011821631
Saved in:
6
On testing for structural break of coefficients in factor-augmented regression models
Chen, Sanpan
;
Cui, Guowei
;
Zhang, Jianhua
- In:
Economics letters
161
(
2017
),
pp. 141-145
Persistent link: https://www.econbiz.de/10011904543
Saved in:
7
Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi
;
Zheng, Chaowen
;
Guo, Yu
- In:
Economics letters
148
(
2016
),
pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
Saved in:
8
Class-size effects in Japanese schools : a spline regression approach
Hojo, Masakazu
- In:
Economics letters
120
(
2013
)
3
,
pp. 583-587
Persistent link: https://www.econbiz.de/10010187168
Saved in:
9
A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele
- In:
Economics letters
117
(
2012
)
3
,
pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
Saved in:
10
Pitfalls in market timing test
Chu, Chia-shang James
;
Lu, Liping
;
Shi, Zhentao
- In:
Economics letters
103
(
2009
)
3
,
pp. 123-126
Persistent link: https://www.econbiz.de/10003854870
Saved in:
11
A Hausman-type test to detect the presence of influential outliers in regression analysis
Dehon, Catherine
;
Gassner, Marjorie
;
Verardi, Vincenzo
- In:
Economics letters
105
(
2009
)
1
,
pp. 64-67
Persistent link: https://www.econbiz.de/10003899359
Saved in:
12
Tests in contingency tables as regression tests
Anatolyev, Stanislav
;
Kosenok, Grigory
- In:
Economics letters
105
(
2009
)
2
,
pp. 189-192
Persistent link: https://www.econbiz.de/10003899832
Saved in:
13
Tests of bias in log-periodogram regression
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Economics letters
102
(
2009
)
2
,
pp. 83-86
Persistent link: https://www.econbiz.de/10003818334
Saved in:
14
Double-Length Regression tests for testing functional forms and spatial error dependence
Le, Canh Quang
;
Li, Dong
- In:
Economics letters
101
(
2008
)
3
,
pp. 253-257
Persistent link: https://www.econbiz.de/10003801388
Saved in:
15
An alternative series based consistent model specification test
Sun, Yun
;
Li, Qi
- In:
Economics letters
93
(
2006
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10003380146
Saved in:
16
Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
82
(
2004
)
2
,
pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
Saved in:
17
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Economics letters
83
(
2004
)
3
,
pp. 307-312
Persistent link: https://www.econbiz.de/10002049074
Saved in:
18
Tests of transformation in nonlinear regression
Yang, Zhenlin
;
Chen, Gamai
- In:
Economics letters
84
(
2004
)
3
,
pp. 391-398
Persistent link: https://www.econbiz.de/10002139549
Saved in:
19
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
76
(
2002
)
3
,
pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
Saved in:
20
A modified CUSUM test for orthogonal structural changes
Luger, Richard
- In:
Economics letters
73
(
2001
)
3
,
pp. 301-306
Persistent link: https://www.econbiz.de/10001635085
Saved in:
21
Structural change tests under regression misspecifications
Yang, Jian
- In:
Economics letters
70
(
2001
)
3
,
pp. 311-317
Persistent link: https://www.econbiz.de/10001549891
Saved in:
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