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subject:"Strukturbruch"
~subject:"Monte Carlo simulation"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Statistischer Test"
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Strukturbruch
Monte Carlo simulation
Statistical test
26
Statistischer Test
26
Estimation theory
14
Schätztheorie
14
Estimation
10
Schätzung
10
Time series analysis
10
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7
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Karul, Cagin
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Kim, Jae H.
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Long, Zhihe
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Maki, Daiki
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Matsuki, Takashi
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Nazlıoğlu, Şaban
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Pouliot, William
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Ren, Tongxian
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Sriananthakumar, Sivagowry
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Economic modelling
Journal of econometrics
34
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22
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17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
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9
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
2
Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William
- In:
Economic modelling
58
(
2016
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
Saved in:
3
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
4
Moran's I test of spatial panel data model : based on bootstrap method
Ren, Tongxian
;
Long, Zhihe
;
Zhang, Rengui
;
Chen, Qingqing
- In:
Economic modelling
41
(
2014
),
pp. 9-14
Persistent link: https://www.econbiz.de/10010438511
Saved in:
5
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sriananthakumar, Sivagowry
- In:
Economic modelling
33
(
2013
),
pp. 126-136
Persistent link: https://www.econbiz.de/10010192022
Saved in:
6
Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break
Matsuki, Takashi
;
Sugimoto, Kimiko
- In:
Economic modelling
34
(
2013
),
pp. 52-58
Persistent link: https://www.econbiz.de/10010360616
Saved in:
7
Tests for cointegration allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
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