UB Paderborn / Katalog / Suche / in CDI

Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

Journal of business & economic statistics, 2018-10, Vol.36 (4), p.672-683

2018

Link zum Volltext

Verfügbarkeit prüfen

Optimum lot inspection based on lognormal reliability tests

International journal of production research, 2023-03, Vol.61 (5), p.1424-1435

Fernández, Arturo J.

2023

Link zum Volltext

Verfügbarkeit prüfen

On Testing Equal Conditional Predictive Ability Under Measurement Error

Journal of business & economic statistics, 2023-04, Vol.41 (2), p.364-376

2023

Link zum Volltext

Verfügbarkeit prüfen

Process quality recheck for Gamma quality characteristic from supplier products: a case study on radio-frequency power

International journal of production research, 2023-03, Vol.61 (6), p.1849-1865

2023

Link zum Volltext

Verfügbarkeit prüfen

Likelihood Ratio Tests for Lorenz Dominance

Journal of business & economic statistics, 2024-01, Vol.42 (1), p.64-75

2024

Link zum Volltext

Verfügbarkeit prüfen

A Robust Generalization of the Rao Test

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.868-879

2022

Link zum Volltext

Verfügbarkeit prüfen

Two-Sample Testing for Tail Copulas with an Application to Equity Indices

Journal of business & economic statistics, 2024, Vol.42 (1), p.147-159

2024

Link zum Volltext

Verfügbarkeit prüfen

A Test for Superior Predictive Ability

Journal of business & economic statistics, 2005-10, Vol.23 (4), p.365-380

Hansen, Peter Reinhard

2005

Link zum Volltext

Verfügbarkeit prüfen

Combining p-values for Multivariate Predictive Ability Testing

Journal of business & economic statistics, 2023-07, Vol.41 (3), p.765-777

2023

Link zum Volltext

Verfügbarkeit prüfen

Instrument Validity Tests With Causal Forests

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.605-614

2022

Link zum Volltext

Verfügbarkeit prüfen

Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

Journal of business & economic statistics, 2022-06, Vol.40 (3), p.937-949

2022

Link zum Volltext

Verfügbarkeit prüfen

Unified Tests for a Dynamic Predictive Regression

Journal of business & economic statistics, 2021-07, Vol.39 (3), p.684-699

2021

Link zum Volltext

Verfügbarkeit prüfen

Post-selection Inference of High-dimensional Logistic Regression Under Case-Control Design

Journal of business & economic statistics, 2023-04, Vol.41 (2), p.624-635

2023

Link zum Volltext

Verfügbarkeit prüfen

Skilled Mutual Fund Selection: False Discovery Control Under Dependence

Journal of business & economic statistics, 2023-04, Vol.41 (2), p.578-592

2023

Link zum Volltext

Verfügbarkeit prüfen

Multifrequency-Band Tests for White Noise Under Heteroscedasticity

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.799-814

2022

Link zum Volltext

Verfügbarkeit prüfen

Nonparametric Specification Testing of Conditional Asset Pricing Models

Journal of business & economic statistics, 2022-10, Vol.40 (4), p.1455-1469

2022

Link zum Volltext

Verfügbarkeit prüfen

Asymptotically Valid Bootstrap Inference for Proxy SVARs

Journal of business & economic statistics, 2022-10, Vol.40 (4), p.1876-1891

2022

Link zum Volltext

Verfügbarkeit prüfen

A Two-Step Method for Testing Many Moment Inequalities

Journal of business & economic statistics, 2022-06, Vol.40 (3), p.1070-1080

2022

Link zum Volltext

Verfügbarkeit prüfen

Quantile Correlation-based Variable Selection

Journal of business & economic statistics, 2022-06, Vol.40 (3), p.1081-1093

2022

Link zum Volltext

Verfügbarkeit prüfen

Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models

Journal of business & economic statistics, 2022-06, Vol.40 (3), p.980-994

2022

Link zum Volltext

Verfügbarkeit prüfen

Testing for Common Trends in Nonstationary Large Datasets

Journal of business & economic statistics, 2022, Vol.40 (3), p.1107-1122

2022

Link zum Volltext

Verfügbarkeit prüfen

Extremal Dependence-Based Specification Testing of Time Series

Journal of business & economic statistics, 2023-10, Vol.41 (4), p.1274-1287

Hoga, Yannick

2023

Link zum Volltext

Verfügbarkeit prüfen

LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.629-650

2022

Link zum Volltext

Verfügbarkeit prüfen

The Locally Gaussian Partial Correlation

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.924-936

2022

Link zum Volltext

Verfügbarkeit prüfen

Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter

Journal of business & economic statistics, 2022, Vol.40 (3), p.1057-1069

2022

Link zum Volltext

Verfügbarkeit prüfen

Menü

Weitere Dienste

Einstellungen

Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

Optimum lot inspection based on lognormal reliability tests

On Testing Equal Conditional Predictive Ability Under Measurement Error

Process quality recheck for Gamma quality characteristic from supplier products: a case study on radio-frequency power

Likelihood Ratio Tests for Lorenz Dominance

A Robust Generalization of the Rao Test

Two-Sample Testing for Tail Copulas with an Application to Equity Indices

A Test for Superior Predictive Ability

Combining p-values for Multivariate Predictive Ability Testing

Instrument Validity Tests With Causal Forests

Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests

Unified Tests for a Dynamic Predictive Regression

Post-selection Inference of High-dimensional Logistic Regression Under Case-Control Design

Skilled Mutual Fund Selection: False Discovery Control Under Dependence

Multifrequency-Band Tests for White Noise Under Heteroscedasticity

Nonparametric Specification Testing of Conditional Asset Pricing Models

Asymptotically Valid Bootstrap Inference for Proxy SVARs

A Two-Step Method for Testing Many Moment Inequalities

Quantile Correlation-based Variable Selection

Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models

Testing for Common Trends in Nonstationary Large Datasets

Extremal Dependence-Based Specification Testing of Time Series

LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series

The Locally Gaussian Partial Correlation

Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter

Aktive Filter

Suchergebnisse filtern