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subject:"Schätztheorie"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Schätztheorie
Statistical test
70
Statistischer Test
70
Theorie
34
Theory
34
Estimation theory
23
Time series analysis
20
Zeitreihenanalyse
20
Nichtparametrisches Verfahren
14
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Estimation
10
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10
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Kointegration
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Einmahl, John H. J.
5
Werker, Bas J. M.
4
Akker, Ramon van den
3
Drost, Feike C.
2
Andreou, Elena
1
Bera, Anil K.
1
Can, Sami Umut
1
Chen, Yi-ting
1
Chuffart, Thomas
1
Chumacero, Rómulo A.
1
Cuestas, Juan Carlos
1
Deschamps, Jean-Philippe
1
Doğan, Osman
1
Flachaire, Emmanuel
1
Gantner, Maria
1
Genugten, Ben B. van der
1
Gil-Alaña, Luis A.
1
Hallin, Marc
1
Harvey, David I.
1
Im, KyungSo
1
Krajina, Andrea
1
Laeven, Roger J. A.
1
Lee, Cheng-Feng
1
Lee, Hyejin
1
Lee, Junsoo
1
Leybourne, Stephen James
1
Lin, Chang-ching
1
Liu, Wei
1
Maynard, Alex S.
1
McKeague, Ian W.
1
Moors, Johannes J. A.
1
Nijman, Theodore E.
1
Péguin-Feissolle, Anne
1
Raats, V. M.
1
Seo, Byeongseon
1
Silvennoinen, Annastiina
1
Taṣpınar, Süleyman
1
Teräsvirta, Timo
1
Tsai, Li Ju
1
Tsong, Ching-Chuan
1
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Center for Economic Research <Tilburg>
3
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Discussion paper / Center for Economic Research, Tilburg University
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
150
Econometric reviews
56
Economics letters
46
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric theory
42
The econometrics journal
36
Cowles Foundation discussion paper
31
Cowles Foundation Discussion Paper
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Econometrics : open access journal
19
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics letters
14
Discussion paper / Tinbergen Institute
14
Economic modelling
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
CREATES research paper
12
Journal of the American Statistical Association : JASA
12
CEMFI working paper
11
OECD Guidelines for the Testing of Chemicals, Section 2
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Cambridge working papers in economics
10
Discussion paper
10
Discussion papers of interdisciplinary research project 373
10
Journal of time series econometrics
10
Discussion paper series / IZA
9
Journal of financial econometrics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
ECARES working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
IZA Discussion Paper
7
Journal of applied econometrics
7
NBER Working Paper
7
Oxford bulletin of economics and statistics
7
Working papers series in theoretical and applied economics
7
Computational economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
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ECONIS (ZBW)
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1
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
2
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
3
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
4
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
5
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
6
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
7
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
Saved in:
8
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
9
More powerful cointegration tests with non-normal errors
Lee, Hyejin
;
Lee, Junsoo
;
Im, KyungSo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 397-413
Persistent link: https://www.econbiz.de/10011339425
Saved in:
10
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483609
Saved in:
11
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
12
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
13
Empirical likelihood based hypothesis testing
Einmahl, John H. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063
Saved in:
14
Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
Saved in:
15
Testing for bivariate spherical symmetry
Einmahl, John H. J.
;
Gantner, Maria
-
2010
Persistent link: https://www.econbiz.de/10003992218
Saved in:
16
A powerful test for linearity when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Xiao, Bin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009513628
Saved in:
17
On the robustness of symmetry tests for stock returns
Chen, Yi-ting
;
Lin, Chang-ching
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009513634
Saved in:
18
Efficient estimation of autoregression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Drost, Feike C.
(
contributor
); …
-
2008
-
Rev. version of CentER Discussion Paper 2007-23
Persistent link: https://www.econbiz.de/10003752414
Saved in:
19
A new application of exact nonparametric methods to long-horizon predictability tests
Liu, Wei
;
Maynard, Alex S.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009512621
Saved in:
20
Tests for independence in nonparametric regression
Einmahl, John H. J.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003377532
Saved in:
21
On the power of absolute convergence tests
Chumacero, Rómulo A.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003558968
Saved in:
22
Testing for selectivity bias in panel data models
Verbeek, Marno
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000786807
Saved in:
23
Joint tests for regularity and autocorrelation in allocation systems
Deschamps, Jean-Philippe
-
1990
Persistent link: https://www.econbiz.de/10000797047
Saved in:
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