EconStor >

Search Results

 
for  

Results 41-50 of 433.


Item hits:

DateTitle Authors
2012 On tests for linearity against STAR models with deterministic trendsKaufmann, Hendrik / Kruse, Robinson / Sibbertsen, Philipp
2012 Multiple point hypothesis test problems and effective numbers of testsDickhaus, Thorsten / Stange, Jens
2008 A nonlinear unit root test in the presence of an unknown breakPopp, Stephan
2008 Is double trouble?: how to combine cointegration testsBayer, Christian / Hanck, Christoph
2009 Nearly efficient likelihood ratio tests for seasonal unit rootsJansson, Michael / Nielsen, Morten Ørregaard
2001 Bootstrap tests: How many bootstraps?Davidson, Russell / MacKinnon, James
2007 Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri / Sibbertsen, Philipp
2008 A Study on spurious long memory in nonlinear time series modelsKuswanto, Heri / Sibbertsen, Philipp
2001 Artificial regressionsDavidson, Russell / MacKinnon, James
2012 Simultaneous test procedures in terms of p-value copulaeDickhaus, Thorsten / Gierl, Jakob

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Next