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~subject:"Statistischer Test"
~subject:"Statistical theory"
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Statistischer Test
Statistical theory
Schätztheorie
48
Estimation theory
46
Theorie
33
Theory
33
Method of moments
29
Momentenmethode
29
Zeitreihenanalyse
14
Time series analysis
12
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9
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9
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9
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7
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7
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7
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7
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7
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6
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6
Statistical test
6
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6
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6
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5
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5
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4
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4
First-order identification failure
4
Heteroscedasticity
4
Heteroskedastizität
4
Korrelation
4
Agriculture
3
Estimation
3
Generalized Method of Moments estimation
3
Kleinste-Quadrate-Methode
3
Landwirtschaft
3
Least squares method
3
Minimum-chi squared estimation
3
Moment condition models
3
Moment-based estimation
3
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2
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English
12
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Hall, Alastair R.
12
Ghysels, Eric
4
Boldea, Otilia
2
Guay, Alain
2
Han, Sanggohn
2
Sen, Amit
2
Dufour, Jean-Marie
1
Pelletier, Denis
1
Sakkas, Nikolaos
1
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International economic review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper series
1
Econometric reviews
1
Econometric theory
1
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1
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ECONIS (ZBW)
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1
Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001096543
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2
A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R.
- In:
Economics letters
21
(
1986
)
2
,
pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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3
A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric
- In:
International economic review
31
(
1990
)
2
,
pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
Saved in:
4
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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5
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
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6
Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.
;
Sen, Amit
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
3
,
pp. 335-348
Persistent link: https://www.econbiz.de/10001410716
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7
Two further aspects of some new tests for structural stability
Sen, Amit
;
Hall, Alastair R.
- In:
Structural change and economic dynamics : SC+ED
10
(
1999
)
3/4
,
pp. 431-443
Persistent link: https://www.econbiz.de/10001645453
Saved in:
8
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
9
Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia
;
Hall, Alastair R.
;
Han, Sanggohn
-
2009
Persistent link: https://www.econbiz.de/10003935269
Saved in:
10
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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