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Year of publication
Subject
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Statistischer Test 4,089 Statistical test 3,784 Theorie 2,541 Theory 2,390 USA 1,580 United States 1,548 Schätztheorie 759 Schätzung 758 Estimation theory 731 Estimation 714 Zeitreihenanalyse 679 Time series analysis 641 Regressionsanalyse 387 Regression analysis 384 Nichtparametrisches Verfahren 371 Nonparametric statistics 348 Prognoseverfahren 325 Forecasting model 308 Panel 293 Monte-Carlo-Simulation 283 Monte Carlo simulation 282 Panel study 271 Kointegration 262 Cointegration 258 Bootstrap-Verfahren 238 Bootstrap approach 228 Einheitswurzeltest 210 Unit root test 210 Statistische Verteilung 196 Statistical distribution 185 Strukturbruch 185 Modellierung 182 Structural break 176 Scientific modelling 175 Stochastischer Prozess 175 Stochastic process 163 Börsenkurs 145 ARCH-Modell 144 Kausalanalyse 141 ARCH model 137
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Online availability
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Free 1,334 Undetermined 503
Type of publication
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Article 2,090 Book / Working Paper 1,998 Journal 1
Type of publication (narrower categories)
All
Article in journal 1,902 Aufsatz in Zeitschrift 1,902 Working Paper 1,658 Graue Literatur 1,425 Non-commercial literature 1,425 Arbeitspapier 1,421 Aufsatz im Buch 148 Book section 148 Hochschulschrift 118 Thesis 100 Collection of articles written by one author 30 Sammlung 30 Forschungsbericht 15 Systematic review 15 Übersichtsarbeit 15 Collection of articles of several authors 14 Conference paper 14 Konferenzbeitrag 14 Sammelwerk 14 Dissertation u.a. Prüfungsschriften 10 Lehrbuch 9 Commentary 7 Kommentar 7 Bibliografie enthalten 6 Bibliography included 6 Case study 5 Fallstudie 5 Konferenzschrift 4 Mikroform 4 Reprint 4 Aufsatzsammlung 3 Elektronischer Datenträger 3 Mehrbändiges Werk 3 Multi-volume publication 3 Bibliografie 2 CD-ROM, DVD 2 Conference proceedings 2 Nachschlagewerk 2 Reference book 2 Accompanied by computer file 1
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Language
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English 3,906 German 157 Undetermined 11 French 5 Polish 4 Finnish 2 Spanish 2 Czech 1 Portuguese 1 Swedish 1
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Author
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Chang, Tsangyao 38 Dufour, Jean-Marie 38 Dette, Holger 35 Pesaran, M. Hashem 35 Phillips, Peter C. B. 35 Taylor, Robert 31 Minford, Patrick 27 Khalaf, Lynda 25 Wolf, Michael 25 Baltagi, Badi H. 22 Herwartz, Helmut 21 Sun, Yixiao 21 Lee, Sokbae 20 Leybourne, Stephen James 20 McCracken, Michael W. 20 Rossi, Barbara 20 Krämer, Walter 19 Kurozumi, Eiji 19 Romano, Joseph P. 19 Meenagh, David 18 Su, Liangjun 18 Westerlund, Joakim 18 Gao, Jiti 17 McAleer, Michael 17 Saikkonen, Pentti 17 Sibbertsen, Philipp 17 Wied, Dominik 17 Bera, Anil K. 16 Härdle, Wolfgang 16 Kunst, Robert M. 16 Teräsvirta, Timo 16 White, Halbert 16 Andrews, Donald W. K. 15 Harvey, David I. 15 Kapetanios, George 15 Kleibergen, Frank 15 Shaikh, Azeem M. 15 Yamagata, Takashi 15 Breitung, Jörg 14 Büning, Herbert 14
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 18 Center for Economic Research <Tilburg> 8 Centre for Analytical Finance <Århus> 8 Ekonomiska forskningsinstitutet <Stockholm> 7 Brown University / Department of Economics 5 Columbia University / Department of Economics 5 Econometrisch Instituut <Rotterdam> 4 Nationalekonomiska Institutionen <Lund> 4 University of Cambridge / Department of Applied Economics 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 European University Institute / Department of Economics 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 State University of New York at Albany / Department of Economics 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 Centre for Quantitative Economics & Computing 2 Elinkeinoelämän Tutkimuslaitos 2 Forschungsinstitut zur Zukunft der Arbeit 2 Institute for Fiscal Studies 2 McMaster University / Department of Economics 2 Rutgers University / Department of Economics 2 School of Economics <Hobart, Tasmanien> 2 Social Systems Research Institute 2 Springer Fachmedien Wiesbaden GmbH 2 Universitetet i Oslo / Økonomisk institutt 2 University of Southampton / Department of Economics 2 University of Warwick / Department of Economics 2 University of Western Ontario / Department of Economics 2 Università di Bologna / Dipartimento di Scienze Economiche 2 Basel Committee on Banking Supervision 1 Boston College / Department of Economics 1 Business Information Centre <Toronto> 1
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Published in...
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Journal of econometrics 177 Economics letters 120 Econometric reviews 89 Econometric theory 81 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 71 Applied economics letters 63 CEMMAP working papers / Centre for Microdata Methods and Practice 61 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 56 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 53 The econometrics journal 52 Discussion paper / Centre for Economic Policy Research 42 Discussion paper series / IZA 38 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 36 Working paper / National Bureau of Economic Research, Inc. 36 Cowles Foundation discussion paper 35 Applied economics 34 Discussion paper / Tinbergen Institute 34 Journal of applied econometrics 32 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 31 Oxford bulletin of economics and statistics 31 IZA Discussion Papers 30 Working Paper 29 CREATES research paper 27 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 27 Technical Report 26 Discussion paper / Center for Economic Research, Tilburg University 24 International journal of forecasting 24 Economic modelling 22 CESifo working papers 20 Journal of the American Statistical Association : JASA 20 Working paper 20 SFB 649 discussion paper 19 Discussion papers of interdisciplinary research project 373 18 Journal of financial econometrics : official journal of the Society for Financial Econometrics 18 Macroeconomic dynamics 16 The review of economics and statistics 16 Working paper / Department of Econometrics and Business Statistics, Monash University 16 Econometric Institute research papers 15 IHS economics series : working paper 15 Journal of banking & finance 15
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Source
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ECONIS (ZBW) 3,809 EconStor 237 USB Cologne (EcoSocSci) 35 USB Cologne (business full texts) 8
Showing 1 - 50 of 4,089
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A study of discontinuity effects in regression inference based on web-augmented mixed mode surveys
Burgard, Jan Pablo; Krause, Joscha; Münnich, Ralf T. - 2020
We consider a situation where the sample design of a survey is modified over time in order to save resources. The former design is a classical large-scale survey. The new design is a mixed mode survey where a smaller classical sample is augmented by records of an online survey. For the online...
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Modelling non-stationary "big data"
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
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Rate-optimality of consistent distribution-free tests of independence based on center-outward ranks and signs
Shi, Hongjian; Hallin, Marc; Drton, Mathias; Han, Fang - 2020
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A non-Bayesian approach to scientific inference on treatment-effects
Banerjee, Subrato; Torgler, Benno - 2020
Because the use of p-values in statistical inference often involves the rejection of a hypothesis on the basis of a number that itself assumes the hypothesis to be true, many in the scientific community argue that inference should instead be based on the hypothesis' actual probability...
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How deadly is COVID-19? : understanding the difficulties with estimation of its fatality rate
Atkeson, Andrew - 2020
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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin; Valdés, Gonzalo - 2020
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Bootstrapping quasi likelihood ratio tests under misspecification
Bertail, Patrice; Lavergne, Pascal - 2020
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Arbitrage pricing, weak beta, strong beta : identification-robust and simultaneous inference
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2020
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How deadly is COVID-19? : understanding the difficulties with estimation of its fatality rate
Atkeson, Andrew - 2020
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Should the randomistas (continue to) rule?
Ravallion, Martin - 2020
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Frequency-domain evidence for climate change
Mangat, Manveer Kaur; Reschenhofer, Erhard - In: Econometrics : open access journal 8 (2020) 3/28, pp. 1-15
The goal of this paper is to search for conclusive evidence against the stationarity of the global air surface temperature, which is one of the most important indicators of climate change. For this purpose, possible long-range dependencies are investigated in the frequency-domain. Since...
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Variable selection and forecasting in high dimensional linear regressions with structural breaks
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2020
This paper is concerned with problem of variable selection and forecasting in the presence of parameter instability. There are a number of approaches proposed for forecasting in the presence of breaks, including the use of rolling windows or exponential down-weighting. However, these studies...
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Identification-robust inequality analysis
Dufour, Jean-Marie; Flachaire, Emmanuel; Khalaf, Lynda; … - 2020
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Testing unconfoundedness assumption using auxiliary variables
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
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Inferences for partially conditional quantile treatment effect model
Cai, Zongwu; Fang, Ying; Lin, Ming; Tang, Shengfang - 2020
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2020
Lobato and Robinson (1998) develop semiparametric tests for the null hypothesis that a series is weakly autocorrelated, or I(0), about a constant level, against fractionally integrated alternatives. These tests have the advantage that the user is not required to specify a parametric model for...
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A more powerful subvector Anderson Rubin test in linear instrumental variables regression
Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 487-526
We study subvector inference in the linear instrumental variables model assuming homoskedasticity but allowing for weak instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by the number of parameters not under test,...
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Normality tests for latent variables
Almuzara, Martín; Amengual, Dante; Sentana, Enrique - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 981-1017
We exploit the rationale behind the Expectation Maximization algorithm to derive simple to implement and interpret LM normality tests for the innovations of the latent variables in linear state space models against generalized hyperbolic alternatives, including symmetric and asymmetric Student...
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Backtesting Value-at-Risk and expected shortfall in the presence of estimation error
Barendse, Sander; Kole, Erik; Dijk, Dick van - 2019
We investigate the effect of estimation error on backtests of (multi-period) expected shortfall (ES) forecasts. These backtests are based on first order conditions of a recently introduced family of jointly consistent loss functions for Value-at-Risk (VaR) and ES. We provide explicit expressions...
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Risk model validation : an intraday VaR and ES approach using the multiplicative component GARCH
Summinga-Sonagadu, Ravi; Narsoo, Jason - In: Risks : open access journal 7 (2019) 1/10, pp. 1-23
In this paper, we employ 99% intraday value-at-risk (VaR) and intraday expected shortfall (ES) as risk metrics to assess the competency of the Multiplicative Component Generalised Autoregressive Heteroskedasticity (MC-GARCH) models based on the 1-min EUR/USD exchange rate returns. Five...
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New misspecification tests for multinomial logit models
Fok, Dennis; Paap, Richard - 2019
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Fixed and long time span jump tests : new Monte Carlo and empirical evidence
Cheng, Mingmian; Swanson, Norman R. - In: Econometrics : open access journal 7 (2019) 1/13, pp. 1-32
Numerous tests designed to detect realized jumps over a fixed time span have been proposed and extensively studied in the financial econometrics literature. These tests differ from “long time span tests” that detect jumps by examining the magnitude of the jump intensity parameter in the data...
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Permutation entropy and information recovery in nonlinear dynamic economic time series
Henry, Miguel; Judge, George G. - In: Econometrics : open access journal 7 (2019) 1/10, pp. 1-16
The focus of this paper is an information theoretic-symbolic logic approach to extract information from complex economic systems and unlock its dynamic content. Permutation Entropy (PE) is used to capture the permutation patterns-ordinal relations among the individual values of a given time...
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A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng; Sun, Yixiao - University of California, San Diego / Department of … - 2019
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Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals’ characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
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Inference in experiments with matched pairs
Bai, Yuehao; Romano, Joseph P.; Shaikh, Azeem M. - 2019
This paper studies inference for the average treatment effect in randomized controlled trials where treatment status is determined according to a "matched pairs" design. By a "matched pairs" design, we mean that units are sampled i.i.d. from the population of interest, paired according to...
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Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix
Grant, Nicky L.; Smith, Richard J. - 2019 - This Draft: January 2019
The particular concern of this paper is the construction of a confidence region with pointwise asymptotically correct size for the true value of a parameter of interest based on the generalized Anderson-Rubin (GAR) statistic when the moment variance matrix is singular. The large sample behaviour...
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - 2019
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A comparison of semiparametric tests for fractional cointegration
Leschinski, Christian; Voges, Michelle; Sibbertsen, Philipp - 2019
There are various competing procedures to determine whether fractional cointegration is present in a multivariate time series, but no standard approach has emerged. We provide a synthesis of this literature and conduct a detailed comparative Monte Carlo study to guide empirical researchers in...
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Impossible inference in econometrics : theory and applications
Bertanha, Marinho; Moreira, Marcelo J. - 2019 - This version: November 14, 2018
This paper studies models in which hypothesis tests have trivial power, that is, power smaller than size. This testing impossibility, or impossibility type A, arises when any alternative is not distinguishable from the null. We also study settings where it is impossible to have almost surely...
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Efficiency loss of asymptotically efficient tests in an instrumental variables regression
Moreira, Marcelo J.; Ridder, Geert - 2019
In a model with endogenous regressors, heteroskedastic and autocorrelated (HAC) errors and weak instruments, tests that depend on the data only through the Anderson-Rubin (AR) and Lagrange Multiplier (LM) statistics ignore important information on the regression coefficients. This is in contrast...
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Inference under covariate-adaptive randomization with multiple treatments
Bugni, Federico A.; Canay, Ivan A.; Shaikh, Azeem M. - 2019
This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study in this setting inference about the average effect of one or more treatments relative to other treatments or a control. As in Bugni...
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Validity of weak-form market efficiency in Central and Eastern European Countries (CEECs) : evidence from linear and nonlinear unit root tests
Erdas, Mehmet Levent - In: Národohospodářský obzor : časopis věnovaný … 19 (2019) 4, pp. 399-428
This paper aims to focus weekly stock market prices from the CEECs (Lithuania, Hungary, Romania, Croatia, Slovenia, Poland, Bulgaria, the Slovak Republic, Latvia, Estonia, and the Czech Republic) markets for evidence of weak-form market efficiency. This is complemented by the use of...
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
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The impact of internet on the youth leadership
Ahmmed, Md. Mortuza; Salim, Zahir Raihan - In: Business ethics and leadership : BEL 3 (2019) 3, pp. 99-106
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Does measure of financial development matter for economic growth in India?
Tripathy, Nalini Prava - In: Quantitative finance and economics 3 (2019) 3, pp. 508-525
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Administrative data linking and statistical power problems in randomized experiments
Tahamont, Sarah; Jelveh, Zubin; Chalfin, Aaron; Yan, Shi; … - 2019
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Optimal data collection for randomized control trials
Carneiro, Pedro M.; Lee, Sokbae; Wilhelm, Daniel - 2019
In a randomized control trial, the precision of an average treatment effect estimator and the power of the corresponding t-test can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. To design the...
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A note on specification testing in some structural regression models
Beckert, Walter - 2019
There exists a useful framework for jointly implementing Durbin-Wu-Hausman exogeneity and Sargan-Hansen overidenti cation tests, as a single arti cial regression. This note sets out the framework for linear models and discusses its extension to non-linear models. It also provides an empirical...
Persistent link: https://ebtypo.dmz1.zbw/10012008229
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Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identifi ed parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters....
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Partially heterogeneous tests for granger non-causality in panel data
Juodis, Artūras; Karavias, Yiannis - 2019
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On (bootstrapped) cointegration tests in partial systems
Schreiber, Sven - 2019
As applied cointegration analysis faces the challenge that (a) potentially relevant variables are unobservable and (b) it is uncertain which covariates are relevant, partial systems are often used and potential (stationary) covariates are ignored. Recently it has been argued that a nominally...
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu, Denisa; Hurlin, Christophe; Leymarie, Jérémy; … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012101182
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Inference for linear conditional moment inequalities
Andrews, Isaiah; Roth, Jonathan; Pakes, Ariel - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012130995
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Comparing forecast accuracy in small samples
Döhrn, Roland - 2019
The Diebold-Mariano-Test has become a common tool to compare the accuracy of macroeconomic forecasts. Since these are typically model-free forecasts, distribution free tests might be a good alternative to the Diebold-Mariano-Test. This paper suggests a permutation test. Stochastic simulations...
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Persistent link: https://ebtypo.dmz1.zbw/10012134397
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Fixed effects testing in high-dimensional linear mixed models
Bradic, Jelena; Claeskens, Gerda; Gueuning, Thomas - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012234699
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank A. G. - 2019
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Inference on winners
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - 2019
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On permutation location-scale tests
Polko-Zając, Dominika - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 153-166
Statisticians are constantly looking for methods of statistical inference that would be both effective and would require meeting as few assumptions as possible. Permutation tests seem to fit here, as using them makes it possible to perform statistical inference in situations where classical...
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An introduction to flexible methods for policy evaluation
Huber, Martin - 2019
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