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subject:"Schätztheorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
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Schätztheorie
Statistical test
444
Statistischer Test
444
Estimation theory
193
Theorie
192
Theory
192
Time series analysis
96
Zeitreihenanalyse
96
Regression analysis
71
Regressionsanalyse
71
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70
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70
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58
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Estimation
49
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49
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39
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39
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193
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Sun, Yixiao
6
Cai, Zongwu
5
Escanciano, Juan Carlos
4
Hsiao, Cheng
4
Su, Liangjun
4
White, Halbert
4
Andrews, Donald W. K.
3
Lan, Wei
3
Lavergne, Pascal
3
Li, Qi
3
Moreira, Marcelo J.
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Rossi, Barbara
3
Shi, Xiaoxia
3
Tsai, Chih-Ling
3
Varneskov, Rasmus Tangsgaard
3
Zhu, Ke
3
Andersen, Torben
2
Antoine, Bertille
2
Armstrong, Timothy B.
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Breunig, Christoph
2
Caner, Mehmet
2
Chen, Tao
2
Demetrescu, Matei
2
Doko Tchatoka, Firmin
2
Fosten, Jack
2
Francq, Christian
2
Gao, Jiti
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Guggenberger, Patrik
2
Gutknecht, Daniel
2
Hausman, Jerry A.
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
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Inoue, Atsushi
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric reviews
56
Economics letters
46
CEMMAP working papers / Centre for Microdata Methods and Practice
45
Econometric theory
42
The econometrics journal
36
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31
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24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Econometrics : open access journal
19
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18
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14
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14
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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
Discussion paper / Center for Economic Research, Tilburg University
12
Journal of the American Statistical Association : JASA
12
CEMFI working paper
11
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 / Department of Econometrics and Business Statistics, Monash University
11
Cambridge working papers in economics
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10
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10
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9
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8
ECARES working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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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
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
193
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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
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
5
Wald, QLR, and score tests when parameters are subject to linear inequality constraints
Fan, Yanqin
;
Shi, Xuetao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2005-2026
Persistent link: https://www.econbiz.de/10014471442
Saved in:
6
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
7
State-domain change point detection for nonlinear time series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
8
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
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9
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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11
Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille
;
Lavergne, Pascal
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014434375
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12
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Van de Sijpe, Nicolas
;
Windmeijer, Frank
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10014434384
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13
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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14
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
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15
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
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16
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:
17
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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18
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
Saved in:
19
A test of the selection on observables assumption using a discontinuously distributed covariate
Khalil, Umair
;
Yıldız, Neşe
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 423-450
Persistent link: https://www.econbiz.de/10013461913
Saved in:
20
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
21
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:
22
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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23
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
Saved in:
24
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
Saved in:
25
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:
26
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
Saved in:
27
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:
28
Goodness-of-fit testing for time series models via distance covariance
Wan, Phyllis
;
Davis, Richard A.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 4-24
Persistent link: https://www.econbiz.de/10013441619
Saved in:
29
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
30
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
31
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
32
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
33
Testing the eigenvalue structure of spot and integrated covariance
Dovonon, Prosper
;
Taamouti, Abderrahim
;
Williams, Julian
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 363-395
Persistent link: https://www.econbiz.de/10013441888
Saved in:
34
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:
35
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:
36
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:
37
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012618800
Saved in:
38
Optimal linear instrumental variables approximations
Escanciano, Juan Carlos
;
Li, Wei
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 223-246
Persistent link: https://www.econbiz.de/10012618821
Saved in:
39
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 516-538
Persistent link: https://www.econbiz.de/10012619733
Saved in:
40
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
41
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:
42
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:
43
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
44
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
Saved in:
45
An improved bootstrap test for restricted stochastic dominance
Lok, Thomas M.
;
Tabri, Rami V.
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10013275388
Saved in:
46
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
47
Permutation test for heterogeneous treatment effects with a nuisance parameter
Chung, EunYi
;
Olivares, Mauricio
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 148-174
Persistent link: https://www.econbiz.de/10013275430
Saved in:
48
Estimating dynamic treatment effects in event studies with heterogeneous treatment effects
Sun, Liyang
;
Abraham, Sarah
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10013275431
Saved in:
49
Matching estimators with few treated and many control observations
Ferman, Bruno
- In:
Journal of econometrics
225
(
2021
)
2
,
pp. 295-307
Persistent link: https://www.econbiz.de/10013275441
Saved in:
50
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
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