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subject:"Schätztheorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Schätztheorie
Statistical test
120
Statistischer Test
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Theorie
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43
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33
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Lan, Wei
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
150
Econometric reviews
56
Economics letters
46
CEMMAP working papers / Centre for Microdata Methods and Practice
45
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
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Economic modelling
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of the American Statistical Association : JASA
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OECD Guidelines for the Testing of Chemicals, Section 2
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
10
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Discussion papers of interdisciplinary research project 373
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Journal of time series econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECARES working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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7
NBER Working Paper
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Oxford bulletin of economics and statistics
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Working papers series in theoretical and applied economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
Saved in:
2
Likelihood ratio tests for lorenz dominance
Chang, Shen-Da
;
Cheng, Philip E.
;
Liou, Michelle
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 64-75
Persistent link: https://www.econbiz.de/10014449827
Saved in:
3
Identification-robust inference with simulation-based pseudo-matching
Antoine, Bertille
;
Khalaf, Lynda
;
Kichian, Maral
;
Lin, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10014448156
Saved in:
4
Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan
;
Xie, Jinhan
;
Han, Ruijian
;
Tang, Niansheng
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 624-635
Persistent link: https://www.econbiz.de/10014448384
Saved in:
5
Extremal dependence-based specification testing of time series
Hoga, Yannick
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1274-1287
Persistent link: https://www.econbiz.de/10014448632
Saved in:
6
Inference in sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 126-139
Persistent link: https://www.econbiz.de/10013540652
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7
A projective approach to conditional independence test for dependent processes
Zhou, Yeqing
;
Zhang, Yaowu
;
Zhu, Liping
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 398-407
Persistent link: https://www.econbiz.de/10012804124
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8
Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
Saved in:
9
A robust generalization of the Rao test
Basu, Ayanendranath
;
Ghosh, Abhik
;
Martin, Nirian
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 868-879
Persistent link: https://www.econbiz.de/10013534573
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10
The locally Gaussian partial correlation
Otneim, Håkon
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 924-936
Persistent link: https://www.econbiz.de/10013534580
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11
A two-step method for testing many moment inequalities
Bai, Yuehao
;
Santos, Andres
;
Shaikh, Azeem M.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1070-1080
Persistent link: https://www.econbiz.de/10013539439
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12
Testing for common trends in nonstationary large datasets
Barigozzi, Matteo
;
Trapani, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1107-1122
Persistent link: https://www.econbiz.de/10013539462
Saved in:
13
Estimation and inference for multi-kink quantile regression
Zhong, Wei
;
Wan, Chuang
;
Zhang, Wenyang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1123-1139
Persistent link: https://www.econbiz.de/10013539465
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14
Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten
;
Lunsford, Kurt G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1876-1891
Persistent link: https://www.econbiz.de/10013540527
Saved in:
15
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
16
Empirical likelihood ratio tests of conditional moment restrictions with unknown functions
Tao, Jing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 282-293
Persistent link: https://www.econbiz.de/10012424519
Saved in:
17
Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely
;
Inoue, Atsushi
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012424523
Saved in:
18
An inverse norm sign test of location parameter for high-dimensional data
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 807-815
Persistent link: https://www.econbiz.de/10012587984
Saved in:
19
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
20
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
21
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
22
Asymptotically uniform tests after consistent model selection in the linear regression model
McCloskey, Adam
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 810-825
Persistent link: https://www.econbiz.de/10012313372
Saved in:
23
Testing missing at random using instrumental variables
Breunig, Christoph
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
Saved in:
24
Goodness-of-fit test in multivariate jump diffusion models
Zhang, Shulin
;
Zhou, Qian M.
;
Zhu, Dongming
;
Song, …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012176627
Saved in:
25
Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
Saved in:
26
Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic
Tabord-Meehan, Max
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 671-680
Persistent link: https://www.econbiz.de/10012179005
Saved in:
27
A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
Saved in:
28
Testing conditional mean independence under symmetry
Chen, Tao
;
Ji, Yuanyuan
;
Zhou, Yahong
;
Zhu, Pingfang
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 615-627
Persistent link: https://www.econbiz.de/10012249219
Saved in:
29
Small-sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models
Pustejovsky, James E.
;
Tipton, Elizabeth
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 672-683
Persistent link: https://www.econbiz.de/10012249231
Saved in:
30
Uniform test for predictive regression with AR errors
Li, Chenxue
;
Li, Deyuan
;
Peng, Liang
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
Saved in:
31
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
32
Using the bootstrap to test for symmetry under unknown dependence
Psaradakis, Zacharias G.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 406-415
Persistent link: https://www.econbiz.de/10011691652
Saved in:
33
Testing hypotheses in nonparametric models of production
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 435-456
Persistent link: https://www.econbiz.de/10011691659
Saved in:
34
Testing the diagonality of a large covariance matrix in a regression setting
Lan, Wei
;
Luo, Ronghua
;
Tsai, Chih-Ling
;
Wang, Hansheng
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 76-86
Persistent link: https://www.econbiz.de/10011389730
Saved in:
35
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
Saved in:
36
Inference for local autocorrelations in locally stationary models
Zhao, Zhibiao
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 296-306
Persistent link: https://www.econbiz.de/10011390046
Saved in:
37
Testing the martingale hypothesis
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 537-554
Persistent link: https://www.econbiz.de/10010488434
Saved in:
38
Automatic specification testing for vector autoregressions and multivariate nonlinear time series models
Escanciano, Juan Carlos
;
Lobato, Ignacio N.
;
Zhu, Lin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 426-437
Persistent link: https://www.econbiz.de/10010337859
Saved in:
39
A robust test for weak instruments
Olea, José Luis Montiel
;
Pflueger, Carolin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 358-369
Persistent link: https://www.econbiz.de/10009785968
Saved in:
40
Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
Saved in:
41
A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
Saved in:
42
Specification analysis in equations with stochastic regressors
Magdalinos, Michael A.
;
Kandilorou, Helen
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10001568820
Saved in:
43
Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
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