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  • Search: subject_exact:"Hypothesis testing"
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Year of publication
Subject
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Statistischer Test 6,738 Statistical test 6,736 Theorie 3,070 Theory 3,067 Estimation theory 1,960 Schätztheorie 1,960 Estimation 1,166 Schätzung 1,163 Zeitreihenanalyse 1,076 Time series analysis 1,072 Regressionsanalyse 660 Regression analysis 657 Nichtparametrisches Verfahren 631 Nonparametric statistics 631 Prognoseverfahren 591 Forecasting model 590 Bootstrap-Verfahren 530 Bootstrap approach 529 Statistical theory 513 Statistische Methodenlehre 513 Panel 407 Panel study 406 USA 385 United States 384 Statistical distribution 363 Statistische Verteilung 363 Monte Carlo simulation 354 Monte-Carlo-Simulation 352 Cointegration 344 Kointegration 334 Unit root test 310 Einheitswurzeltest 309 hypothesis testing 305 Stochastic process 297 Stochastischer Prozess 297 Kausalanalyse 268 Causality analysis 267 Structural break 259 Strukturbruch 259 Sampling 244
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Online availability
All
Free 3,032 Undetermined 1,434 CC license 49
Type of publication
All
Book / Working Paper 3,804 Article 3,353 Other 5
Type of publication (narrower categories)
All
Article in journal 2,942 Aufsatz in Zeitschrift 2,942 Working Paper 2,003 Arbeitspapier 1,964 Graue Literatur 1,919 Non-commercial literature 1,919 Aufsatz im Buch 197 Book section 197 Hochschulschrift 125 Thesis 103 Collection of articles written by one author 32 Sammlung 32 Collection of articles of several authors 17 Sammelwerk 17 Forschungsbericht 16 Systematic review 15 Übersichtsarbeit 15 Conference paper 14 Konferenzbeitrag 14 Article 10 Aufsatzsammlung 9 Mikroform 6 Bibliografie enthalten 5 Bibliography included 5 Case study 5 Fallstudie 5 Konferenzschrift 5 Lehrbuch 5 Textbook 5 research-article 5 Conference proceedings 3 Elektronischer Datenträger 3 Reprint 3 Bibliografie 2 CD-ROM, DVD 2 Conference Paper 2 Nachschlagewerk 2 Reference book 2 Accompanied by computer file 1 Advisory report 1
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Language
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English 6,757 Undetermined 258 German 127 French 7 Polish 4 Czech 2 Spanish 2 Finnish 1 Portuguese 1 Russian 1 Swedish 1 Chinese 1
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Author
All
Phillips, Peter C. B. 80 Pesaran, M. Hashem 69 Dufour, Jean-Marie 54 Shaikh, Azeem M. 49 Wolf, Michael 46 Andrews, Donald W. K. 45 Bera, Anil K. 37 Khalaf, Lynda 37 McCracken, Michael W. 36 Perron, Pierre 36 Sun, Yixiao 36 Minford, Patrick 35 Romano, Joseph P. 35 Canay, Ivan A. 34 Chang, Tsangyao 34 Shi, Xiaoxia 34 Rossi, Barbara 33 Dette, Holger 32 McAleer, Michael 32 Otsu, Taisuke 31 Brodeur, Abel 30 Sentana, Enrique 30 Whang, Yoon-jae 30 Baltagi, Badi H. 29 Taylor, Robert 29 Gao, Jiti 28 Moreira, Marcelo J. 28 Wied, Dominik 28 Bugni, Federico A. 27 Linton, Oliver 27 White, Halbert 27 Clark, Todd E. 26 Kurozumi, Eiji 26 Chernozhukov, Victor 25 Leybourne, Stephen James 25 Saikkonen, Pentti 25 Hsu, Yu-Chin 24 Härdle, Wolfgang 24 Lee, Sokbae 24 MacKinnon, James G. 24
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Institution
All
OECD 110 Organisation for Economic Co-operation and Development 68 National Bureau of Economic Research 58 International Monetary Fund (IMF) 43 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 36 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 18 Center for Economic Research <Tilburg> 8 Centre for Analytical Finance <Århus> 8 EconWPA 6 Ekonomiska forskningsinstitutet <Stockholm> 6 Brown University / Department of Economics 5 Columbia University / Department of Economics 5 Department of Economics, Boston University 5 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 5 European Commission / Joint Research Centre 5 Department of Economics and Business, Universitat Pompeu Fabra 4 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 4 Econometrisch Instituut <Rotterdam> 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 International Monetary Fund 4 Lunds Universitet / Nationalekonomiska Institutionen 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 4 University of Cambridge / Department of Applied Economics 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 European University Institute / Department of Economics 3 Gottfried Wilhelm Leibniz Universität Hannover 3 Institut for Nationaløkonomi <Kopenhagen> 3 Institute of Economic Research, Hitotsubashi University 3 Institute of Economics, Academia Sinica 3 Johns Hopkins University / Department of Economics 3 London School of Economics and Political Science 3 Queen Mary College / Department of Economics 3 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 3 Universitat Pompeu Fabra / Departament d'Economia i Empresa 3 University of California Davis / Department of Economics 3 University of Cambridge / Faculty of Economics 3 Université de Montréal / Département de sciences économiques 3 Virginia Polytechnic Institute and State University / Department of Economics 3 C.E.P.R. Discussion Papers 2 Centre for Microdata Methods and Practice (CEMMAP) 2
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Published in...
All
Journal of econometrics 341 Economics letters 172 Econometric reviews 137 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 132 Econometric theory 124 CEMMAP working papers / Centre for Microdata Methods and Practice 94 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 77 The econometrics journal 74 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 67 Applied economics letters 66 Cowles Foundation discussion paper 61 NBER Working Paper 52 Cowles Foundation Discussion Paper 51 Discussion paper series / IZA 47 Working paper 47 Discussion paper / Tinbergen Institute 46 NBER working paper series 46 Journal of applied econometrics 45 Applied economics 44 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 44 OECD Guidelines for the Testing of Chemicals, Section 2 44 OECD Guidelines for the Testing of Chemicals, Section 4 44 Discussion paper / Centre for Economic Policy Research 43 IMF Working Papers 42 Journal of the American Statistical Association : JASA 41 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 40 Discussion papers of interdisciplinary research project 373 36 International journal of forecasting 36 Working paper / National Bureau of Economic Research, Inc. 35 CREATES research paper 33 CESifo working papers 31 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 31 Econometrics : open access journal 31 IZA Discussion Paper 31 Oxford bulletin of economics and statistics 31 Discussion paper / Center for Economic Research, Tilburg University 30 Quantitative economics : QE ; journal of the Econometric Society 28 Journal of banking & finance 26 Working paper / Department of Econometrics and Business Statistics, Monash University 26 Cambridge working papers in economics 25
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Source
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ECONIS (ZBW) 6,773 RePEc 320 EconStor 51 BASE 11 Other ZBW resources 7
Showing 1 - 50 of 7,162
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025
This paper focuses on the estimation and testing of multiple breaks that occur at unknown dates in multivariate long memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating the breaks in the parameters and in the covariance of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015200188
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Power to the researchers : calculating power after estimation
Tian, Jiarui; Coupé, Tom; Khatua, Sayak; Reed, W. Robert; … - In: Review of development economics : an essential resource … 29 (2025) 1, pp. 324-358
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334797
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Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Chen, Xiaohong; Lee, Sokbae; Seo, Myung Hwan; Song, … - 2024
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015149596
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Predictable by construction : assessing forecast directional accuracy of temporal aggregates
McCarthy, Martin; Snudden, Stephen - 2024 - Updated: November 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015123351
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Comparing multivariate distributions : a novel approach using optimal transport-based plots
Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014545370
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How and why alpha should depend on sample size : a Bayesian-frequentist compromise for significance testing
Wulff, Jesper Nydam; Taylor, Luke - In: Strategic Organization 22 (2024) 3, pp. 550-581
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014632880
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Double conditioning : the hidden connection between Bayesian and classical statistics
Manganelli, Simone - 2023
Bayesian decisions are observationally identical to decisions with judgment. Decisions with judgment test whether a judgmental decision is optimal and, in case of rejection, move to the closest boundary of the confidence interval, for a given confidence level. The resulting decisions condition...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013553488
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Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Wagner, Martin - 2023
We consider fully modified least squares estimation for systems of cointegrating polynomial regressions, i. e., systems of regressions that include deterministic variables, integrated processes and their powers as regressors. The errors are allowed to be correlated across equations, over time...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013479635
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Instability of factor strength in asset returns
Massacci, Daniele - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014420287
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Familial inference : tests for hypotheses on a family of centres
Thompson, Ryan; Forbes, Catherine Scipione; MacEachern, … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014452555
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Double robust inference for continuous updating GMM
Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190343
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196620
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Nonparametric inference for a triangular system of equations for quantile regression
Kim, Yubin; Lee, Sungwon - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 1-28
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325814
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Valid heteroskedasticity robust testing
Pötscher, Benedikt M.; Preinerstorfer, David - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374599
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025
This paper focuses on the estimation and testing of multiple breaks that occur at unknown dates in multivariate long memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating the breaks in the parameters and in the covariance of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325448
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Under the null of valid specification, pre-tests cannot make post-test inference liberal
Chaisemartin, Clément de; D'Haultfœuille, Xavier - 2025
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015183163
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Robust inference in instrumental variable models
Klooster, Jens - 2025
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A novel approach to predictive accuracy testing in nested environments
Pitarakis, Jean-Yves - 2025
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Testing for threshold effects in the presence of heteroskedasticity and measurement error with an application to Italian strikes
Angelini, Francesco; Castellani, Massimiliano; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015395985
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An IID test for functional time series with applications to high-frequency VIX index data
Huang, Xin; Shang, Han Lin; Siu, Tak Kuen - In: Risks : open access journal 13 (2025) 2, pp. 1-25
To address a key issue in functional time series analysis on testing the randomness of an observed series, we propose an IID test for functional time series by generalizing the Brock-Dechert-Scheinkman (BDS) test, which is commonly used for testing nonlinear independence. Similarly to the BDS...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333723
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Quantile-based test for heterogeneous treatment effects
Chung, EunYi; Olivares, Mauricio - 2025
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Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372710
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On the testability of the anchor-words assumption in topic models
Freyaldenhoven, Simon; Ke, Shikun; Li, Dingyi; Olea, … - 2025
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A test for instrumental variable validity using a correlation restriction
Dzhumashev, Ratbek; Tursunalieva, Ainura - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015401069
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Overinference from weak signals and underinference from strong signals
Augenblick, Ned; Lazarus, Eben; Thaler, Michael - In: The quarterly journal of economics 140 (2025) 1, pp. 335-401
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Spatial unit roots in regressions : a practitioner's guide and a stata package
Becker, Sascha O.; Boll, P. David; Voth, Hans-Joachim - 2025
Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Müller and Watson (2024) to test for and correct for spatial unit roots. We also introduce a suite of Stata commands (-spur-) implementing these techniques. Our commands exactly...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191744
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A test for endogeneity in regressions
Marvell, Thomas B. - 2025
Textbook theory predicts that t-ratios decline towards zero in regressions when there is increasing collinearity between two independent variables. This article shows that this rarely happens if the two variables are endogenous, and coefficients increase greatly with more collinearity. The...
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Assessing the statistical significance of inequality differences : the problem of heavy tails
Hérault, Nicolas; Jenkins, Stephen - 2025
Because finite sample inference for inequality indices based on asymptotic methods or the standard bootstrap does not perform well, Davidson and Flachaire (Journal of Econometrics, 2007) and Cowell and Flachaire (Journal of Econometrics, 2007) proposed inference based on semiparametric methods...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415322
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Multiplier effect of energy infrastructure on GRDP : horizon in 3 production areas in East Kalimantan-Indonesia
Lestari, Diana; Hasid, Zamruddin; Busari, Arfiah; … - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 6, pp. 127-136
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
All parameters in structural vector autoregressive (SVAR) models are locally identified when the structural shocks are independent and follow non-Gaussian distributions. Unfortunately, standard inference methods that exploit such features of the data for identification fail to yield correct...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013417421
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307413
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Testing the presence of implicit hiring quotas with application to German universities
Janys, Lena - 2022
Women are underrepresented in academia in general and economics in particular. I introduce a test to detect an under-researched form of hiring bias: implicit quotas. I derive a test under the null hypothesis of gender-blind hiring that requires no additional information about individual hires...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013194261
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Robust inference for non-Gaussian SVAR models
Hoesch, Lukas; Lee, Adam; Mesters, Geert - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226606
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Power to the researchers : calculating power after estimation
Tian, Alex; Coupé, Tom; Khatua, Sayak; Reed, W. Robert; … - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013545805
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The cointegrated VAR model with deterministic structural breaks
Gosińska, Emilia; Welfe, Aleksander - In: Central European journal of economic modelling and … 14 (2022) 3, pp. 335-350
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Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013464645
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Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Chen, Xiaohong; Lee, Sokbae; Seo, Myung Hwan; Song, … - 2024
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015193947
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Three-sided testing to establish practical significance : a tutorial
Isager, Peder; Fitzgerald, Jack - 2024
Researchers may want to know whether an observed statistical relationship is either meaningfully negative, meaningfully positive, or small enough to be considered practically equivalent to zero. Such a question can not be addressed with standard null hypothesis significance testing, nor with...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015173760
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A random forests-based hedonic price model accounting for spatial autocorrelation
Tepe, Emre - In: Journal of geographical systems : geographical … 26 (2024) 4, pp. 511-540
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015182180
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Investor sentiment or information content? : a simple test for investor sentiment proxies
Lee, Geul; Ryu, Doojin - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-25
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015134987
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Testing for Granger causality in heterogeneous panels with cross-sectional dependence
Nazlıoğlu, Şaban; Karul, Cagin - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1541-1579
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015141986
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Validating the rapid validity testing concept across regions
Peña Häufler, Birgit; Globocnik, Dietfried; Salomo, Sören - In: Creativity and innovation management 33 (2024) 4, pp. 620-638
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015144169
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MITICA experimental testing : loading test
Gkoktsi, Kyriaki (contributor); Tirelli, Daniel (contributor) - Europäische Kommission / Gemeinsame Forschungsstelle - 2024
This report is part of the 2-year exploratory research project MITICA (MonItoring Transport Infrastructures with Connected and Automated vehicles). It presents the experimental loading testing undertaken on the Reinforced Concrete (RC) platform that represents the full-scale bridge-like...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015277664
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Using predictive methods to assess observation and measure importance
Briggs, William - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 354-365
Purpose - This study aims to find suitable replacements for hypothesis testing and variable-importance measures. Design/methodology/approach - This study explores under-used predictive methods. Findings - The study's hypothesis testing can and should be replaced by predictive methods. It is the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015163495
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A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Kurth, Patrick; Nendel, Max; Streicher, Jan - In: Risks : open access journal 12 (2024) 8, pp. 1-28
We present a statistical test for the long-term calibration in rating systems that can deal with overlapping time windows as required by the guidelines of the European Banking Authority (EBA), which apply to major financial institutions in the European System. In accordance with regulation,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065887
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Heckman sample selection estimators under heteroskedasticity
Carlson, Alyssa; Zhao, Wei - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130330
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A hotelling spatial scan statistic for functional data : application to economic and climate data
Smida, Zaineb; Laurent, Thibault; Cucala, Lionel - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015097462
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P-hacking and significance stars
Naguib, Costanza - 2024
In mid-2016, all journals of the American Economic Association (AEA) stopped including significance stars in their regression tables. This policy aimed to reduce the emphasis on statistical significance and shift focus toward the broader economic importance of research findings. This study...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015149328
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Does the fiscal theory of the price level explain US postwar behaviour?
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2024
We implement a quantitative empirical test of the fiscal theory of the price level (FTPL) model via indirect inference, comparing it to a standard New Keynesian model. The FTPL alternative creates a serious instability problem because it triggers a 'doom loop'in which inflation pushes up...
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