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Statistical test
170
Statistischer Test
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Jahrbücher für Nationalökonomie und Statistik
Economics letters
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ECONIS (ZBW)
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151
Equivalence results in chi-square tests
MaCurdy, Thomas E.
;
Ryu, Keunkwan
- In:
Economics letters
80
(
2003
)
3
,
pp. 329-336
Persistent link: https://www.econbiz.de/10001801197
Saved in:
152
A note about model selection and tests for non-nested contingent valuation models
Genius, Margarita
;
Strazzera, Elisabetta
- In:
Economics letters
74
(
2002
)
3
,
pp. 363-370
Persistent link: https://www.econbiz.de/10001654094
Saved in:
153
An exact invariant variance ratio test
Shively, Philip A.
- In:
Economics letters
75
(
2002
)
3
,
pp. 347-353
Persistent link: https://www.econbiz.de/10001667189
Saved in:
154
Leading indicators of German business cycles : an assessment of properties : eine Beurteilung ihrer Eigenschaften
Fritsche, Ulrich
;
Stephan, Sabine
- In:
Jahrbücher für Nationalökonomie und Statistik
222
(
2002
)
3
,
pp. 289-315
Persistent link: https://www.econbiz.de/10001668830
Saved in:
155
Prognosegehalt von Ifo-Geschäftserwartungen und ZEW-Konjunkturerwartungen : ein ökonometrischer Vergleich
Hüfner, Felix P.
;
Schröder, Michael
- In:
Jahrbücher für Nationalökonomie und Statistik
222
(
2002
)
3
,
pp. 316-336
Persistent link: https://www.econbiz.de/10001668839
Saved in:
156
Testing the distribution of error components in panel data models
Gilbert, Scott
- In:
Economics letters
77
(
2002
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001698610
Saved in:
157
A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Economics letters
76
(
2002
)
2
,
pp. 213-221
Persistent link: https://www.econbiz.de/10001690295
Saved in:
158
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:
159
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Saved in:
160
Endogenous thresholds ad tests for asymmetry in US prime rate movements
Tkacz, Greg
- In:
Economics letters
73
(
2001
)
2
,
pp. 207-211
Persistent link: https://www.econbiz.de/10001613721
Saved in:
161
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:
162
Criterion-based inference for GMM in autoregressive panel data models
Bond, Stephen
;
Bowsher, Clive
;
Windmeijer, Frank
- In:
Economics letters
73
(
2001
)
3
,
pp. 379-388
Persistent link: https://www.econbiz.de/10001635106
Saved in:
163
The robustness of tests for seasonal differencing to structural breaks
Lopes, Artur C. B. da Silva
- In:
Economics letters
71
(
2001
)
2
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001569100
Saved in:
164
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:
165
Monotonic improved critical values for two X 2 asymptotic criteria
Cribari-Neto, Francisco
;
Ferrari, Silvia L. de
- In:
Economics letters
71
(
2001
)
3
,
pp. 307-316
Persistent link: https://www.econbiz.de/10001574249
Saved in:
166
A simple and efficient test for Zipf's law
Urzúa, Carlos M.
- In:
Economics letters
66
(
2000
)
3
,
pp. 257-260
Persistent link: https://www.econbiz.de/10001448933
Saved in:
167
Quantiles for t-statistics based on M-estimators of unit roots
Abadir, Karim Maher
;
Lucas, André
- In:
Economics letters
67
(
2000
)
2
,
pp. 131-137
Persistent link: https://www.econbiz.de/10001471315
Saved in:
168
Testing for a break at an unknown change-point : a test with known size in small samples
Greene, Clinton A.
- In:
Economics letters
64
(
1999
)
1
,
pp. 13-16
Persistent link: https://www.econbiz.de/10001399159
Saved in:
169
A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming
- In:
Economics letters
65
(
1999
)
3
,
pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
Saved in:
170
A clarifying note on the effects of linear approximation on hypothesis testing
Bhattacharyya, D. K.
- In:
Economics letters
17
(
1985
)
3
,
pp. 231-235
Persistent link: https://www.econbiz.de/10001907763
Saved in:
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