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Statistical Papers, Tập 54, Số 4, 2013
Mục lục:
STTNội dung
1Editors' introduction / Philipp Sibbertsen, Rafael Weißbach
2When bubbles burst: econometric tests based on structural breaks / Jörg Breitung, Robinson Kruse
3A toolbox of permutation tests for structural change / Achim Zeileis, Torsten Hothorn
4On the application of new tests for structural changes on global minimum-variance portfolios / Dominik Wied, Daniel Ziggel, Tobias Berens
5Fractional integration versus level shifts: the case of realized asset correlations / Philip Bertram, Robinson Kruse, Philipp Sibbertsen
6Consistent estimation for discretely observed Markov jump processes with an absorbing state / Alexander Kremer, Rafael Weißbach
7Rate-optimal tests for jumps in diffusion processes / Taesuk Lee, Mico Loretan, Werner Ploberger
8Nonlinear IV panel unit root testing under structural breaks in the error variance / Matei Demetrescu, Christoph Hanck
9Testing for cross-sectional dependence in a panel factor model using the wild bootstrap F test / Badi H. Baltagi, Chihwa Kao, Sanggon Na
10EEG in the diagnostics of Alzheimer's disease / M. Waser and others184-196
11Let us do the twist again / Oskar Maria Baksalary, Götz Trenkler, Erkki Liski
12On moment indeterminacy of the Benini income distribution / Christian Kleiber
13Reducing confidence bands for simulated impulse responses / Helmut Lütkepohl
14Julio Angel Pardo Llorente, 1960--2013 (Associate Editor of Statistical Papers) / Leandro Pardo, María del Carmen Pardo