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Year of publication
Subject
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Statistischer Test 6,168 Statistical test 5,846 Theorie 2,784 Theory 2,633 Schätztheorie 1,544 Estimation theory 1,515 Schätzung 980 Estimation 935 Zeitreihenanalyse 902 Time series analysis 864 Nichtparametrisches Verfahren 578 Nonparametric statistics 554 Prognoseverfahren 513 Regressionsanalyse 499 Forecasting model 496 Regression analysis 495 USA 445 Bootstrap-Verfahren 415 United States 412 Bootstrap approach 405 Statistische Verteilung 373 Panel 366 Statistical distribution 362 Panel study 344 Kointegration 311 Cointegration 307 Monte-Carlo-Simulation 287 Monte Carlo simulation 286 Stochastischer Prozess 273 Stochastic process 261 Strukturbruch 259 Structural break 249 Einheitswurzeltest 245 Unit root test 245 Modellierung 229 Kapitaleinkommen 225 Capital income 223 Scientific modelling 222 Autokorrelation 212 Börsenkurs 207
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Online availability
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Free 2,446 Undetermined 1,088
Type of publication
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Book / Working Paper 3,288 Article 2,879 Journal 1
Type of publication (narrower categories)
All
Article in journal 2,693 Aufsatz in Zeitschrift 2,693 Working Paper 2,086 Arbeitspapier 1,848 Graue Literatur 1,823 Non-commercial literature 1,823 Aufsatz im Buch 183 Book section 183 Hochschulschrift 127 Thesis 104 Collection of articles written by one author 32 Sammlung 32 Collection of articles of several authors 19 Sammelwerk 19 Conference paper 17 Konferenzbeitrag 17 Forschungsbericht 15 Systematic review 15 Übersichtsarbeit 15 Dissertation u.a. Prüfungsschriften 10 Lehrbuch 10 Textbook 9 Bibliografie enthalten 8 Bibliography included 8 Konferenzschrift 6 Aufsatzsammlung 5 Case study 5 Fallstudie 5 Mikroform 4 Reprint 4 Conference proceedings 3 Elektronischer Datenträger 3 Mehrbändiges Werk 3 Multi-volume publication 3 Bibliografie 2 CD-ROM, DVD 2 Handbook 2 Handbuch 2 Nachschlagewerk 2 Reference book 2
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Language
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English 5,978 German 164 Undetermined 10 French 6 Polish 4 Finnish 2 Spanish 2 Czech 1 Portuguese 1 Swedish 1
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Author
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Phillips, Peter C. B. 68 Pesaran, M. Hashem 59 Dufour, Jean-Marie 58 Dette, Holger 41 Wolf, Michael 38 Khalaf, Lynda 37 Chang, Tsangyao 36 Minford, Patrick 36 Romano, Joseph P. 35 Sentana, Enrique 35 Shaikh, Azeem M. 33 Andrews, Donald W. K. 32 Sun, Yixiao 31 Linton, Oliver 29 McCracken, Michael W. 29 Taylor, Robert 29 Whang, Yoon-jae 29 Rossi, Barbara 28 Shi, Xiaoxia 27 Wied, Dominik 27 Baltagi, Badi H. 26 Bera, Anil K. 26 MacKinnon, James G. 26 McAleer, Michael 26 Canay, Ivan A. 25 Perron, Pierre 25 Lee, Sokbae 24 White, Halbert 24 Krämer, Walter 23 Bugni, Federico A. 22 Hsu, Yu-Chin 22 Kunst, Robert M. 22 Wickens, Michael R. 22 Clark, Todd E. 21 Doko Tchatoka, Firmin 21 Kapetanios, George 21 Meenagh, David 21 Su, Liangjun 21 Xu, Yongdeng 21 Chernozhukov, Victor 20
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Institution
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OECD 110 Organisation for Economic Co-operation and Development 69 National Bureau of Economic Research 37 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 31 Center for Economic Research <Tilburg> 8 Centre for Analytical Finance <Århus> 8 Ekonomiska forskningsinstitutet <Stockholm> 6 Brown University / Department of Economics 5 Columbia University / Department of Economics 5 Econometrisch Instituut <Rotterdam> 5 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 4 European University Institute / Department of Economics 4 Nationalekonomiska Institutionen <Lund> 4 University of Cambridge / Department of Applied Economics 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Institut for Nationaløkonomi <Kopenhagen> 3 Institut für Schweizerisches Bankwesen <Zürich> 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 California, San Diego / 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 Elinkeinoelämän Tutkimuslaitos 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institute for Fiscal Studies 2 Jingji-Yanjiusuo <Taipeh> 2 McMaster University / Department of Economics 2 Rheinische Friedrich-Wilhelms-Universität Bonn 2 Rutgers University / Department of Economics 2 School of Economics <Hobart, Tasmanien> 2 Social Systems Research Institute 2 Springer Fachmedien Wiesbaden 2 State University of New York at Albany / Department of Economics 2 Südafrikanische Union / Department of Agriculture 2
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Published in...
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Journal of econometrics 309 Economics letters 152 Econometric reviews 129 Econometric theory 112 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 112 CEMMAP working papers / Centre for Microdata Methods and Practice 97 Applied economics letters 73 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 71 The econometrics journal 70 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 65 Cowles Foundation discussion paper 56 Discussion paper / Centre for Economic Policy Research 44 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 44 Discussion paper series / IZA 43 OECD Guidelines for the Testing of Chemicals, Section 2 43 Applied economics 42 Journal of applied econometrics 42 OECD Guidelines for the Testing of Chemicals, Section 4 42 Discussion paper / Tinbergen Institute 41 Journal of the American Statistical Association : JASA 40 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 37 Cowles Foundation Discussion Paper 35 International journal of forecasting 35 Working paper / National Bureau of Economic Research, Inc. 35 Working paper 33 CREATES research paper 32 Discussion paper / Center for Economic Research, Tilburg University 31 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 31 Discussion papers of interdisciplinary research project 373 31 NBER Working Paper 31 NBER working paper series 31 IZA Discussion Papers 30 Oxford bulletin of economics and statistics 30 Working Paper 29 CESifo working papers 28 Cambridge working papers in economics 28 Econometrics : open access journal 26 Technical Report 26 Economic modelling 25 SFB 649 discussion paper 24
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Source
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ECONIS (ZBW) 5,887 EconStor 238 USB Cologne (EcoSocSci) 35 USB Cologne (business full texts) 8
Showing 1 - 50 of 6,168
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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...
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Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics
Drton, Mathias; Hallin, Marc; Han, Fang - 2023
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A note on testing AR and CAR for event studies
Nguyen, Phuong Anh; Wolf, Michael - 2023
Return event studies generally involve several companies but there are also cases when only one company is involved. This makes the relevant testing problems, abnormal return (AR) and cumulative abnormal return (CAR), more difficult since one cannot exploit the multitude of companies (by using a...
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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...
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Score-type tests for normal mixtures
Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2023
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Variable selection in high dimensional linear regressions with parameter instability
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023
This paper is concerned with the problem of variable selection when the marginal effects of signals on the target variable as well as the correlation of the covariates in the active set are allowed to vary over time, without committing to any particular model of parameter instabilities. It poses...
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Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2023
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.; Krajina, Andrea - 2023
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New methods for testing, prediction, and estimation with applications to finance
2023
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A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing
Hillier, Grant H.; O'Brien, Raymond J. - 2022 - This version: December 2021
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, a linear combination of independent chi-squared variates) is, except in special cases, quite complicated. This has led to many proposals for approximating the distribution by a more tractable...
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An entropy-based approach for nonparametrically testing simple probability distribution hypotheses
Mittelhammer, Ron C.; Judge, George G.; Henry, Miguel - In: Econometrics : open access journal 10 (2022) 1, pp. 1-19
In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing methodology relies on the characteristic function of the...
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Précisions importantes sur le backtesting comparatif de la VaR
Hassani, Samir Saissi - 2022
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 1-28
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD‐validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
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Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
Mogstad, Magne; Romano, Joseph P.; Shaikh, Azeem M.; … - 2022
It is often desired to rank different populations according to the value of some feature of each population. For example, it may be desired to rank neighborhoods according to some measure of intergenerational mobility or countries according to some measure of academic achievement. These rankings...
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Local polynomial regression for spatial data on Rd
Kurisu, Daisuke; Matsuda, Yasumasa - 2022
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Power to the researchers : calculating power after estimation
Tian, Alex; Coupé, Tom; Khatua, Sayak; Reed, W. Robert; … - 2022
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Weak identification of long memory with implications for inference
Li, Jia; Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - 2022
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Test design under falsification
Perez-Richet, Eduardo; Skreta, Basilikē - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1109-1142
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An optimal test for strategic interaction in social and economic network formation between heterogeneous agents
Pelican, Andrin; Graham, Bryan S. - 2022
Consider a setting where N players, partitioned into K observable types, form a directed network. Agents' preferences over the form of the network consist of an arbitrary network benefit function (e.g., agents may have preferences over their network centrality) and a private component which is...
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Encompassing tests for nonparametric regressions
Lapenta, Elia; Lavergne, Pascal - 2022
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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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A test for kronecker product structure covariance matrix
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - 2022
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2022
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Score-type tests for normal mixtures
Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013540684
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Instrument validity tests with causal forests
Farbmacher, Helmut; Guber, Raphael; Klaaßen, Sven - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 605-614
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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
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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...
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Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato; Silvestrini, Andrea - 2022
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How sampling high- and low-quality products affects enjoyment
Stuppy, Anika; Van den Bergh, Bram - In: Psychology & marketing 39 (2022) 4, pp. 726-740
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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...
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Advances on permutation multivariate analysis of variance for big data
Bonnini, Stefano; Assegie, Getnet Melak - In: Statistics in transition : an international journal of … 23 (2022) 2, pp. 163-183
In many applications of the multivariate analyses of variance, the classic parametric solutions for testing hypotheses of equality in population means or multisample and multivariate location problems might not be suitable for various reasons. Multivariate multisample location problems lack a...
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Inference on consensus ranking of distributions
Kaplan, David M. - 2022
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Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos; Petrova, Katerina - 2022
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Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos; Petrova, Katerina - 2022
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Always valid inference : continuous monitoring of A/B tests
Johari, Ramesh; Koomen, Pete; Pekelis, Leonid; Walsh, David - In: Operations research 70 (2022) 3, pp. 1806-1821
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
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A robust test for weak instruments with multiple endogenous regressors
Lewis, Daniel J.; Mertens, Karel - 2022
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Permutation tests on returns to scale and common production frontiers in nonparametric models
Rønn-Nielsen, Anders; Kronborg, Dorte; Asmild, Mette - 2022
Permutation techniques, where one recompute the test statistic over permutations of data, have a long history in statistics and have become increasingly useful as the availability of computational power has increased. Until now, no permutation tests for examining returns to scale assumptions,...
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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
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A robust test for weak instruments with multiple endogenous regressors
Lewis, Daniel J.; Mertens, Karel - 2022
We extend the popular bias-based test of Stock and Yogo (2005) for instrument strength in linear instrumental variables regressions with multiple endogenous regressors to be robust to heteroskedasticity and autocorrelation. Equivalently, we extend the robust test of Montiel Olea and Pflueger...
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A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo; Montanari, Angela - In: Computational economics 59 (2022) 3, pp. 935-966
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Adjusted-range based self-normalized tests for correlation constancy
Hong, Yongmiao; Sun, Jiajing; Chen, Jia; McCabe, Brendan - 2022
This paper proposes an adjusted-range based self-normalized tests for changes in correlation coefficient and correlation matrix. Unlike the self-normalization approach proposed by Lobato (2001) and Shao (2010), which relies on the variance of a partial sum process as the self-normalizer, here we...
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Non-stationary A/B Tests : Optimal Variance Reduction, Bias Correction, and Valid Inference
Wu, Yuhang; Zhang, Guangyu; Zheng, Zeyu; Zhang, Zuohua; … - 2022
We develop an analytical framework to appropriately model and adequately analyze A/B tests in presence of nonparametric non-stationarities in the targeted business metrics. A/B tests, also known as online randomized controlled experiments, have been used at scale by data-driven enterprises to...
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Unified and Robust Lagrange Multiplier Type Tests for Cross-Sectional Independence in Large Panel Data Models
Huang, Zhenhong; Li, Zhaoyuan; Yao, Jeff - 2022
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence. We propose a unified test procedure and its power enhancement version, which show robustness for a wide class of panel model contexts. Specifically, the two procedures are applicable...
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Combining p-values for Multivariate Predictive Ability Testing
Spreng, Lars; Urga, Giovanni - 2022
In this paper, we propose an intersection-union test for multivariate forecast accuracy based on the combination of a sequence of univariate tests. The testing framework evaluates a global null hypothesis of equal predictive ability using any number of univariate forecast accuracy tests under...
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Sequential Hypothetical Testing for Derivative Models
Juan, Frank; Wang, Hungjen - 2022
As George Box [1976] put it, "all models are wrong but some are useful." This is especially true for derivative models, As sown during the 2008 financial crisis, most collaterized debt obligation (CDO) models failed to reflect the true risk of those structures. Therefore, one always faces the...
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Extensive Hypothesis Testing for Estimation of Mixed-Logit Models
Paz, Alexander; Beeramoole, Prithvi Bhat; Arteaga, Cristian - 2022
Estimation of discrete outcome specifications involves significant hypothesis testing, including multiple modelling decisions which could affect results and interpretation. Model development is generally time-bound, and decisions largely rely on experience, knowledge of the problem context and...
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A Panel Bounds Testing Procedure
Bertsatos, Georgios; Sakellaris, Plutarchos; Tsionas, Mike - 2022
We propose a bounds testing procedure (BTP) with a battery of tests for the existence of a non-degenerate co-integrating relationship in levels, for long panels. It is a natural extension to panel data of the respective approach in time series as described by Pesaran, Shin and Smith (2001) and...
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Important facts on comparative backtesting of Value at Risk
Saissi Hassani, Samir - 2022
VaR remains important in market risk management as Basel keeps most of the backtesting based on 1% VaR. Comparative backtesting as practiced in the current literature suffers from a major double problem. On the one hand, the score functions, although strictly consistent, may assign very good or...
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