An alternative to the BDS test integration across the correlation integral

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Econometric reviews
1. Verfasser: Kočenda, Evžen (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2001
Schlagworte:
Zeitreihenanalyse > Stochastischer Prozess > Chaostheorie > Nichtparametrisches Verfahren > Statistischer Test > Theorie > Korrelation > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices 2018 Hatefi, S. M.
A multivariate volatility vine copula model 2018 Brechmann, E. C.
Information theoretic methods in small domain estimation 2018 Bernardini Papalia, Rosa
The “wrong skewness” problem in stochastic frontier models : a new approach 2018 Hafner, Christian
Parameter estimation in multivariate logit models with many binary choices 2018 Bel, Koen
Bayesian model averaging for dynamic panels with an application to a trade gravity model 2018 Chen, Huigang
Structural change tests for GEL criteria 2018 Guay, Alain
Robust inference for predictability in smooth transition predictive regressions 2018 Kiliç, Rehim
Estimation of time-invariant effects in static panel data models 2018 Pesaran, M. Hashem
Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model 2018 Bartolucci, Francesco
A discrete/continuous choice model on a nonconvex budget set 2018 Miyawaki, Koji
Modeling and forecasting realized covariance matrices with accounting for leverage 2018 Anatolyev, Stanislav
A general approach to conditional moment specification testing with projections 2018 Wang, Xuexin
Granger-causal analysis of GARCH models : a Bayesian approach 2018 Woźniak, Tomasz
Robust parametric tests of constant conditional correlation in a MGARCH model 2018 Shadat, Wasel
Extremal dependence tests for contagion 2018 Fry-McKibbin, Renée
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 2018 Gospodinov, Nikolaj
More efficient local polynomial regression with random-effects panel data models 2018 Yang, Ke
Testing for a unit root in a nonlinear quantile autoregression framework 2018 Li, Haiqi
Fixed T dynamic panel data estimators with multifactor errors 2018 Juodis, Artūras
Alle Artikel auflisten