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Theorie
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Magnus, Jan R.
4
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
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76
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17
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ECONIS (ZBW)
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1
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
2
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
3
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
4
A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
Saved in:
5
Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong
(
ed.
);
Tsay, Ruey S.
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439725
Saved in:
6
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
7
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
8
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
9
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
10
Bayesian hypothesis testing in latent variable models
Li, Yong
;
Yu, Jun
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 237-246
Persistent link: https://www.econbiz.de/10009509225
Saved in:
11
Introduction for the annals issue of the Journal of econometrics on "Bayesian models, methods and applications"
Geweke, John
;
Koop, Gary
;
Paap, Richard
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 99-100
Persistent link: https://www.econbiz.de/10009691177
Saved in:
12
Akaike-type criteria and the reliability of inference : model selection versus statistical model specification
Spanos, Aris
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 204-220
Persistent link: https://www.econbiz.de/10008839971
Saved in:
13
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
14
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, C. W. J.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
Saved in:
15
Testing for a unit root in the nonlinear STAR framework
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
Saved in:
16
An equality test across nonparametric regressions
Lavergne, Pascal
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 307-344
Persistent link: https://www.econbiz.de/10001585369
Saved in:
17
Benchmark priors for Bayesian model averaging
Fernández, Carmen
;
Ley, Eduardo
;
Steel, Mark F. J.
- In:
Journal of econometrics
100
(
2001
)
2
,
pp. 381-427
Persistent link: https://www.econbiz.de/10001540943
Saved in:
18
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
Saved in:
19
A numerically stable quadrature procedure for the one-factor random-component discrete choice model
Lee, Lung-fei
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10001432521
Saved in:
20
On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
Saved in:
21
Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
Saved in:
22
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan
;
Magnus, Jan R.
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Saved in:
23
Asymptotic Bayesian analysis based on a limited information estimator
Kwan, Yum-keung
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10001250278
Saved in:
24
Testing the null of stationarity for multiple time series
Choi, In
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
Saved in:
25
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
Saved in:
26
Model specification and endogeneity
Nakamura, Alice Orcutt
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001336947
Saved in:
27
The finite sample properties of simultaneous equations' estimates and estimators : Bayesian and non-Bayesian approaches
Zellner, Arnold
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 185-212
Persistent link: https://www.econbiz.de/10001336948
Saved in:
28
Hypothesis testing with a restricted parameter space
Andrews, Donald W. K.
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 155-199
Persistent link: https://www.econbiz.de/10001234468
Saved in:
29
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
Saved in:
30
Censoring of outcomes and regressors due to survey nonresponse : identification and estimation using weights and imputations
Horowitz, Joel
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10001234513
Saved in:
31
Stability tests in error correction models
Quintos, Carmela E.
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 289-315
Persistent link: https://www.econbiz.de/10001234536
Saved in:
32
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
33
Testing for serial correlation in multivariate regression models
Kyriazidou, Ekaterini
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 193-220
Persistent link: https://www.econbiz.de/10001243493
Saved in:
34
Bayesian and non-Bayesian solutions to analysis of covariance models under heteroscedasticity
Ananda, Malwane M. A.
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001243862
Saved in:
35
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
36
Contracting in space : an application of spatial statistics to discrete-choice models
Pinkse, Joris
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 125-154
Persistent link: https://www.econbiz.de/10001240379
Saved in:
37
A consistent nonparametric test for serial independence
Pinkse, Joris
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
Saved in:
38
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
Saved in:
39
On the robustness of nonlinearity tests to moment condition failure
DeLima, Pedro J. F.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 251-280
Persistent link: https://www.econbiz.de/10001211360
Saved in:
40
Inferring the rank of a matrix
Cragg, John G.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 223-250
Persistent link: https://www.econbiz.de/10001211361
Saved in:
41
Measuring information loss due to inconsistencies in duration data from longitudinal surveys
Romeo, Charles J.
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10001219991
Saved in:
42
Comparing and choosing between two models with a third model in the background
Poirier, Dale J.
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 139-151
Persistent link: https://www.econbiz.de/10001219994
Saved in:
43
Estimation and inference with censored and ordered multinomial response data
Golan, Amos
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001220089
Saved in:
44
Bounding posterior means by model criticism
Iwata, Shigeru
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 239-261
Persistent link: https://www.econbiz.de/10001204709
Saved in:
45
Bayes, Bernoullis, and Basel
Bauwens, Luc
(
contributor
);
Polasek, Wolfgang
(
contributor
); …
- In:
Journal of econometrics
75
(
1996
)
1
Persistent link: https://www.econbiz.de/10001205699
Saved in:
46
Lorenz ordering of generalized beta-II income distributions
Wilfling, Bernd
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 381-388
Persistent link: https://www.econbiz.de/10001194727
Saved in:
47
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
Saved in:
48
Specification testing in panel data with instrumental variables
Metcalf, Gilbert E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 291-307
Persistent link: https://www.econbiz.de/10001194731
Saved in:
49
Robustness to nonnormality of regression F-tests
Ali, Mukhtar M.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 175-205
Persistent link: https://www.econbiz.de/10001194737
Saved in:
50
Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, L. G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 275-299
Persistent link: https://www.econbiz.de/10001198015
Saved in:
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