15 Treffer für Schlagwort = "Statistischer Test"

• Comparing cartel behavior: a simulation analysis with the system of cartel markers (SCM) Preißler-Jebe, Jan Hendrik ; Blanckenburg, Korbinian von ; Geist, Alexander Münster, 2010

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

• Detecting heteroskedasticity in nonparametric regression using weighted empirical processes Chown, Justin ; Müller, Ursula U. Dortmund : Universitätsbibliothek Dortmund, [2016]

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• Efficient tests for bio-equivalence in functional data Dette, Holger ; Kokot, Kevin Dortmund : Universitätsbibliothek Dortmund, 2020

• Higher-order statistics for DSGE models Mutschler, Willi Münster : Center for Quantitative Economics, 2015

• 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

• New backtests for unconditional coverage of the expected shortfall Löser, Robert ; Wied, Dominik ; Ziggel, Daniel Dortmund : Universitätsbibliothek Dortmund, October 13, 2016

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• Robust inference under timevarying volatility a real-time evaluation of professional forecasters Demetrescu, Matei ; Hanck, Christoph ; Kruse, Robinson [Dortmund] : SFB 823, 2021

• Statistical inference for high dimensional panel functional time series Zhou, Zhou ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [February 2020]

• Sup-ADF-style bubble-detection methods under test Monschang, Verena ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2019

• Testing relevant hypotheses in functional time series via self-normalization Dette, Holger ; Kokot, Kevin ; Volgushev, Stanislav Dortmund : Universitätsbibliothek Dortmund, September 14, 2018

• Using the extremal index for value-at-risk backtesting Bücher, Axel ; Posch, Peter N. ; Schmidtke, Philipp Dortmund : Universitätsbibliothek Dortmund, October 15, 2018