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type_genre:"Forschungsbericht"
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Search: subject_exact:"Statistischer Test"
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Statistischer Test
15
Statistical test
14
Theorie
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6
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6
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2,810
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1,866
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Dette, Holger
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Steland, Ansgar
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working paper / Department of Econometrics and Business Statistics, Monash University
2
CORE discussion paper : DP
1
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
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1
Weighted average power similar tests for structural change for the Gaussian linear regression model
Forchini, Giovanni
-
2005
Persistent link: https://www.econbiz.de/10003147023
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2
Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian
;
Krämer, Walter
-
2004
Persistent link: https://www.econbiz.de/10001982685
Saved in:
3
Approximating the distribution of the instrumental variables estimator when the concentration parameter is small
Poskitt, Donald Stephen
;
Skeels, Christopher L.
-
2004
Persistent link: https://www.econbiz.de/10002474716
Saved in:
4
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
Saved in:
5
Comparison of separable components in different samples
Neumeyer, Natalie
;
Sperlich, Stefan
-
2003
Persistent link: https://www.econbiz.de/10001813127
Saved in:
6
A power comparison between nonparametric regression tests
Zhang, Chunming
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001813298
Saved in:
7
A note on testing symmetry of the error distribution in linear regression models
Neumeyer, Natalie
;
Dette, Holger
;
Nagel, Eva-Renate
-
2003
Persistent link: https://www.econbiz.de/10001813567
Saved in:
8
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
9
Testing for symmetric error distribution in nonparametric regression models
Neumeyer, Natalie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788640
Saved in:
10
Monitoring structural change in dynamic econometric models
Zeileis, Achim
;
Leisch, Friedrich
;
Kleiber, Christian
; …
-
2002
Persistent link: https://www.econbiz.de/10001742139
Saved in:
11
Testing and dating of structural changes in practice
Zeileis, Achim
;
Kleiber, Christian
;
Krämer, Walter
; …
-
2002
Persistent link: https://www.econbiz.de/10001742246
Saved in:
12
Testing for structural change in the presence of long memory
Krämer, Walter
;
Sibbertsen, Philipp
-
2000
Persistent link: https://www.econbiz.de/10001601950
Saved in:
13
On the existence of moments : with an application to German stock returns
Runde, Ralf
;
Scheffner, Axel
-
1998
Persistent link: https://www.econbiz.de/10000672982
Saved in:
14
Encompassing : formulation, properties and testing
Dhaene, Geert
-
1997
Persistent link: https://www.econbiz.de/10011519886
Saved in:
15
On asymptotically exact testing of nonparametric hypotheses
Lepskii, Oleg V.
-
1993
Persistent link: https://www.econbiz.de/10000875387
Saved in:
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