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  • Search: subject_exact:"Kolmogorov-Smirnov test"
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Year of publication
Subject
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Kolmogorov-Smirnov test 39 Nichtparametrischer Test 34 Nonparametric test 34 Statistical test 13 Statistischer Test 13 Kolmogorov–Smirnov test 12 Stochastic process 12 Stochastischer Prozess 12 Theorie 12 Theory 12 Monte Carlo simulation 9 Bootstrap approach 8 Bootstrap-Verfahren 8 Monte-Carlo-Simulation 8 Estimation theory 7 Kolmogorov-Smirnov Test 7 Schätztheorie 7 Statistical distribution 7 Statistische Verteilung 7 Time series analysis 6 USA 6 United States 6 Zeitreihenanalyse 6 Estimation 5 Modellierung 5 Schätzung 5 Scientific modelling 5 Börsenkurs 4 Einkommensstatistik 4 Empirical process 4 Income statistics 4 Regression analysis 4 Regressionsanalyse 4 Share price 4 Statistical error 4 Statistischer Fehler 4 bootstrap 4 2000-2004 3 Absolute regularity 3 Aktienindex 3
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Online availability
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Free 42 Undetermined 36
Type of publication
All
Article 52 Book / Working Paper 43
Type of publication (narrower categories)
All
Graue Literatur 25 Non-commercial literature 25 Working Paper 25 Arbeitspapier 24 Article in journal 21 Aufsatz in Zeitschrift 21 Aufsatz im Buch 2 Book section 2 Article 1 Collection of articles written by one author 1 Hochschulschrift 1 Lehrbuch 1 Sammlung 1 Textbook 1 Thesis 1 research-article 1
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Language
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English 59 Undetermined 34 Polish 2
Author
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Wilhelm, Daniel 8 Kim, Dongwoo 4 Četverikov, Denis N. 4 Doukhan, Paul 3 Janczura, Joanna 3 Lamadon, Thibaut 3 Lang, Gabriel 3 Leucht, Anne 3 Lise, Jeremy 3 Meghir, Costas 3 Neumann, Michael H. 3 Robin, Jean-Marc 3 Whang, Yoon-Jae 3 Bagga, Rajesh 2 Bondarenko, Oleg 2 Caner, Mehmet 2 Engler, Eric 2 Gupta, Shaveta 2 Hashimoto, Yūko 2 Itō, Takatoshi 2 Jin, Sainan 2 Kalra, Neha 2 Lee, Young Jun 2 Nielsen, Bent 2 Ohnishi, Takaaki 2 Otsu, Taisuke 2 Panny, Wolfgang 2 Park, Joon 2 Schlag, Karl H. 2 Shalit, Haim 2 Takayasu, Hideki 2 Taniguchi, Go 2 Toda, Alexis Akira 2 Todorov, Viktor 2 Watanabe, Tsutomu 2 Weron, Rafal 2 Amsler, Christine 1 Andersen, Torben 1 Andersen, Torben G. 1 Andrada Félix, Julián 1
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Oxford University 1 Département de Sciences Économiques, Université de Montréal 1 Economics Department, Ben Gurion University of the Negev 1 Economics Group, Nuffield College, University of Oxford 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 National Bureau of Economic Research 1 School of Economics and Management, University of Aarhus 1
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Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 8 Journal of econometrics 3 MPRA Paper 3 Studies in Nonlinear Dynamics & Econometrics 3 Computational Statistics & Data Analysis 2 International Econometric Review (IER) 2 International economic review 2 Journal of Applied Statistics 2 Mathematical systems in economics 2 Physica A: Statistical Mechanics and its Applications 2 Schmalenbach Business Review (sbr) 2 Statistical Papers / Springer 2 Statistics & Probability Letters 2 AStA Advances in Statistical Analysis 1 Annals of the Institute of Statistical Mathematics 1 CIRANO Working Papers 1 CREATES Research Papers 1 Cahiers de recherche 1 Carleton economic papers 1 Computational probability applications 1 Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1 Discussion papers / Department of Economics, University of Copenhagen 1 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 ECARES working paper 1 Econometric theory 1 Economia politica : journal of analytical and institutional economics 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics letters 1 Emerging markets and the global economy 1 Equilibrium : quarterly journal of economics and economic policy 1 Global Business Review 1 Global business review 1 International business and economics research journal 1 International journal of economics and financial issues : IJEFI 1 International journal of finance & economics : IJFE 1 International review of financial analysis 1 Journal of Economic Behavior & Organization 1 Journal of Multivariate Analysis 1
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Source
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ECONIS (ZBW) 52 RePEc 38 EconStor 2 Other ZBW resources 2 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 95
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014577033
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015055665
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Capital structure on dividend policy : is there any relationship?
Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 3, pp. 141-144
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014288656
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Labor Market Matching, Wages, and Amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - National Bureau of Economic Research - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635650
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012627489
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The distribution of the tax burden and the income distribution : theory and empirical evidence
Benassi, Corrado; Randon, Emanuela - In: Economia politica : journal of analytical and … 38 (2021) 3, pp. 1087-1103
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012663487
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Two component modified Lilliefors test for normality
Sulewski, Piotr - In: Equilibrium : quarterly journal of economics and … 16 (2021) 2, pp. 429-455
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012604811
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2020 - This version: April 20, 2020
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012217010
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012172745
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2019
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012109829
Saved in:
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Testing for the presence of measurement error in Stata
Lee, Young Jun; Wilhelm, Daniel - 2019
In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012101433
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Testing for the presence of measurement error
Wilhelm, Daniel - 2019
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012101435
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Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period
Ghorbel, Ahmed; Fakhfekh, Mohamed; Jeribi, Ahmed; … - In: The journal of risk finance : JRF 23 (2022) 2, pp. 206-244
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013370537
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Distinguishing barriers to insurance in Thai villages
Kinnan, Cynthia - In: Journal of human resources : JHR 57 (2022) 1, pp. 44-78
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013353122
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Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan; Li, Xiafei; Wei, Yu; Wei, Guiwu - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3694-3712
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013330741
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Testing for the presence of measurement error
Wilhelm, Daniel - 2018
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011878175
Saved in:
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Testing for the presence of measurement error in Stata
Lee, Young Jun; Wilhelm, Daniel - 2018
In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011895115
Saved in:
Cover Image
An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2018
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011812348
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Has the crisis changed the monetary transmission mechanism in Albania? : an application of kernel density estimation technique
Tanku, Altin; Ceca, Kliti - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011800527
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - In: Econometric theory 37 (2021) 3, pp. 495-536
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012593446
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Response bias in voluntary surveys : an empirical analysis of the Canadian census
Nield, Kerry; Nordstrom, Ardyn T. - 2016
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011520288
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Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 215 (2020) 1, pp. 1-34
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012439150
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - In: Economics letters 195 (2020), pp. 1-5
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012509990
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Improved estimation of the memory parameter
Reschenhofer, Erhard; Mangat, Manveer Kaur; Stark, Thomas - In: Theoretical economics letters 10 (2020) 1, pp. 47-68
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012491433
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Nonparametric testing for exogeneity with discrete regressors and instruments
Bech, Katarzyna; Hillier, Grant H. - 2015
This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and instruments. Our interest is in learning about an unknown structural (conditional mean) function. An interesting feature of these models is that under endogeneity the identifying...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010490262
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Who gives direction to statistical testing? : best practice meets mathematically correct tests
Schlag, Karl H. - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011420965
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Testing for unit roots in panel data with boundary crossing counts
Frakas, Peter; Mátyás, László - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011623583
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Who Gives Direction to Statistical Testing? Best Practice Meets Mathematically Correct Tests
Schlag, Karl H. - 2015
We are interested in statistical tests that are able to uncover that one method is better than another one. The Wilcoxon-Mann-Whitney rank-sum and the Wilcoxon sign-rank test are the most popular tests for showing that two methods are different. Yet all of the 32 papers in Economics we surveyed...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013015397
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Validation of index and benchmark assignment : adequacy of capturing tail risk
Prorokowski, Lukasz - In: The journal of risk model validation 13 (2019) 4, pp. 71-105
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012373148
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Alternative tests for correct specification of conditional predictive densities
Rossi, Barbara; Sekhposyan, Tatevik - In: Journal of econometrics 208 (2019) 2, pp. 638-657
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012149374
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Dependent wild bootstrap for the empirical process
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, … - 2014
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011441837
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Dependent wild bootstrap for the empirical process
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, … - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2014
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010833233
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Conditional quantile estimation through optimal quantization
Charlier, Isabelle; Paindaveine, Davy; Saracco, Jérôme - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010376964
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Dependent wild bootstrap for the empirical process
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, … - 2014
In this paper, we propose a model-free bootstrap method for the empirical process under absolute regularity. More precisely, consistency of an adapted version of the so-called dependent wild bootstrap, that was introduced by Shao (2010) and is very easy to implement, is proved under minimal...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011490345
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Testing the Martingale Hypothesis
Phillips, Peter C.B.; Jin, Sainan - Cowles Foundation for Research in Economics, Yale University - 2013
We propose new tests of the martingale hypothesis based on generalized versions of the Kolmogorov-Smirnov and Cramer-von Mises tests. The tests are distribution free and allow for a weak drift in the null model. The methods do not require either smoothing parameters or bootstrap resampling for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010895646
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The Fine Structure of Equity-Index Option Dynamics
Andersen, Torben G.; Bondarenko, Oleg; Todorov, Viktor; … - School of Economics and Management, University of Aarhus - 2013
We analyze the high-frequency dynamics of S&P 500 equity-index option prices by constructing an assortment of implied volatility measures. This allows us to infer the underlying fine structure behind the innovations in the latent state variables driving the movements of the volatility surface....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010851229
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A consistent nonparametric bootstrap test of exogeneity
Lee, Jinhyung - 2013
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010241588
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The distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test statistics for exponential populations with estimated parameters
Evans, Diane L.; Drew, John H.; Leemis, Lawrence M. - In: Computational probability applications, (pp. 165-190). 2017
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011595099
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A nonparametric test for comparing valuation distributions in first-price auctions
Liu, Nianqing; Luo, Yao - In: International economic review 58 (2017) 3, pp. 857-887
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011860311
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Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao; Wang, Xia; Wang, Shouyang - In: International economic review 58 (2017) 4, pp. 1227-1277
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011860376
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A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
Caner, Mehmet - In: International Econometric Review (IER) 3 (2011) 2, pp. 13-21
We propose a pretest, bootstrap Kolmogorov-Smirnov test, to differentiate between weak and nearly-weak asymptotics. This is based on bootstrapping Wald Continuous Updating Estimator (CUE) based test. Since Wald CUE test has different limits under weak and nearly-weak cases this can be used in a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012610937
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Goodness-of-fit testing for the marginal distribution of regime-switching models
Janczura, Joanna; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2011
In this paper we propose a new goodness-of-fit testing scheme for the marginal distribution of regime-switching models. We consider models with an observable (like threshold autoregressions), as well as, a latent state process (like Markov regime-switching). The test is based on the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009203622
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A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics
Caner, Mehmet - In: International Econometric Review (IER) 3 (2011) 2, pp. 13-21
We propose a pretest, bootstrap Kolmogorov-Smirnov test, to differentiate between weak and nearly-weak asymptotics. This is based on bootstrapping Wald Continuous Updating Estimator (CUE) based test. Since Wald CUE test has different limits under weak and nearly-weak cases this can be used in a...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009320843
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Historical financial analogies of the current crisis
Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - 2011
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009684365
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Wnioskowanie statystyczne w przykładach i zadaniach
Balcerowicz-Szkutnik, Maria; Sojka, Elżbieta; … - 2016 - Wydanie II uzupelnione i poprawione
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011526500
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Is the Behaviour of Tourism Services Consumers Different According to Gender? Quantitative Research in the Centre Development Region
KULCSÁR, Erika - In: Ovidius University Annals, Economic Sciences Series X (2010) 1, pp. 1091-1095
As shown by the relevant literature the consumer behaviour of women differs from that of men. Women go shopping not necessary from need, but for the feeling of delight, the shopping is not in rush, they go shopping in the company of friends, spending hours in shops selecting very carefully; in...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008855070
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Goodness-of-fit testing for regime-switching models
Janczura, Joanna; Weron, Rafal - Volkswirtschaftliche Fakultät, … - 2010
In this paper we propose a novel goodness-of-fit testing scheme for regime-switching models. We consider models with an observable, as well as, a latent state process. The test is based on the Kolmogorov-Smirnov supremum-distance statistic and the concept of the weighted empirical distribution...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008595627
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THE BIVARIATE ANALYSIS BETWEEN THE VARIABLES THAT DEFINE THE INVESTIGATED TOURIST POPULATION IN THE CENTER DEVELOPMENT REGION AND THE OTHER IMPORTANT TOURIST VARIABLES
Erika, Assist. Ph.D Kulcsár - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2010) 14, pp. 110-117
In the marketing research the instances when we need to examine the relationship between two variables are frequent. Knowing the relationship between the two variables involves the use of tests that can be parametric and nonparametric. This paper includes the non-parametric tests used in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008462768
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Testing monotonicity of regression functions : an empirical process approach
Birke, Melanie; Neumeyer, Natalie - 2010
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008839878
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008841895
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