5 Treffer für Jahr = "2011"

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Improved GMM estimation of panel data models with spatially correlated error components Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Misspecification testing in a class of conditional distributional models Rothe, Christoph ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011