Search Results

Determinants of Dropout and Child School Enrollment: A Case Study from Rural Islamabad,
Uzma Naz, Zainab Ejaz and Naveed Khan, in Journal of Quantitative Methods (2019)
Keywords: school dropouts; probit; determinants modeling; rural Pakistan

Fixed, Random, or Something in Between? – A Variant of HAUSMAN's Specification Test for Panel Data Estimators,
Manuel Frondel and Colin Vance, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2010)
Keywords: Specification tests, fuel price elasticity

ANOVA în cercetrările de marketing,
Cornelia Tomescu Dumitrescu, from University Library of Munich, Germany (2007)
Keywords: ANOVA, Market cars research, Snedecor test

On the inconsistency of the Breusch-Pagan test,
Asad Zaman, from University Library of Munich, Germany (1995)
Keywords: heteroskedasticity; Breusch-Pagan test; test consistency; F test

Testing Performace of Random Access Memory Using Linear Models,
Filip Tošenovský, from University Library of Munich, Germany (2008)
Keywords: RAM memory, linear model, analysis of covariance, deviance

Testing Independence for a Large Number of High–Dimensional Random Vectors,
Jiti Gao, Guangming Pan and Yanrong Yang, from University Library of Munich, Germany (2013)
Keywords: Central limit theorem, Covariance stationary time series, Empirical spectral distribution, Independence test, Large dimensional sample covariance matrix; Linear spectral statistics.

Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test,
Diethelm Wuertz and Helmut Katzgraber, from University Library of Munich, Germany (2009)
Keywords: Jarque-Bera; Lagrange Multiplier

A Residual-Based Cointegration test with a Fourier Approximation,
Veli Yilanci, from University Library of Munich, Germany (2019)
Keywords: cointegration test; Fourier function; structural breaks.

Significance test in nonstationary logit panel model with serially correlated dependent variable,
Chia-Shang J. Chu, Nan Liu and Lina Zhang, in Economics Letters (2017)
Keywords: Nonstationary panel logit; Serial correlation; Significance test;

On testing for structural break of coefficients in factor-augmented regression models,
Sanpan Chen, Guowei Cui and Jianhua Zhang, in Economics Letters (2017)
Keywords: Structural break test; Factor-augmented regression model; Asymptotic null distribution;

High-dimensional test for alpha in linear factor pricing models with sparse alternatives,
Long Feng, Wei Lan, Binghui Liu and Yanyuan Ma, in Journal of Econometrics (2022)
Keywords: High dimensionality; Linear factor pricing model; Securities in stock markets; Sparse alternatives; Tests for alpha;

Two component modified Lilliefors test for normality,
Piotr Sulewski, in Equilibrium. Quarterly Journal of Economics and Economic Policy (2021)
Keywords: Kolmogorov-Smirnov test, Goodness-of-fit test, Lilliefors test, Monte Carlo method

Big data analytics in economics: What have we learned so far, and where should we go from here?,
Norman Swanson and Weiqi Xiong, in Canadian Journal of Economics (2018)

Testing for more positive expectation dependence with application to model comparison,
Michel Denuit, Julien Trufin and Thomas Verdebout, in Insurance: Mathematics and Economics (2021)
Keywords: Expectation dependence; Concentration curve; Lorenz curve; Autocalibration; Convex order; Balance correction;

Testing for (in)finite moments,
Lorenzo Trapani, in Journal of Econometrics (2016)
Keywords: Finite moments; Randomised tests; Chover-type Law of the Iterated Logarithm; Strong Law of Large Numbers;

Omnibus Tests for Multivariate Normality of Observations and Residuals,
Carlos Urzúa, from Tecnológico de Monterrey, Campus Ciudad de México (1996)
Keywords: test, multivariate normality, maximum entropy

A two-stage procedure for partially identified models,
Hiroaki Kaido and Halbert White, in Journal of Econometrics (2014)
Keywords: Partial identification; Set estimation; Two-stage estimation; Effros-measurability;

A dual approach to inference for partially identified econometric models,
Hiroaki Kaido, in Journal of Econometrics (2016)
Keywords: Partial identification; Criterion function; Support function;

Multiple hypothesis testing of market risk forecasting models,
Francesco Paolo Esposito and Mark Cummins, from University Library of Munich, Germany (2015)
Keywords: value-at-risk, expected shortfall, bootstrap multiple hypothesis testing, generalized familywise error rate, multiple comparison map

Testing the hypothesis of a doubly exchangeable covariance matrix for elliptically contoured distributions,
Carlos Coelho and Anuradha Roy, from College of Business, University of Texas at San Antonio (2014)

Testing of hypothesis of a block compound symmetric covariance matrix,
Carlos Coelho and Anuradha Roy, from College of Business, University of Texas at San Antonio (2013)
Keywords: characteristic function, composition of hypothesis, distribution of likelihood ratio statistics, near-exact distributions, product of independent Beta random variables, sum of independent Gamma random variables.

Testing the Equality of Mean Vectors for Paired Doubly Multivariate Observations,
Anuradha Roy and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2013)
Keywords: Blocked compound symmetry; Paired doubly multivariate data; a natural extension of the Hotelling’s T2 statistic

Tests regarding parameters of several independent gamma populations,
Ram Tripathi, from College of Business, University of Texas at San Antonio (2009)
Keywords: Gamma distribution, minimum chi-square, general linear hypothesis, shape and scale parameters, multiple groups.

An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models,
Thomas Parker, from University Library of Munich, Germany (2010)
Keywords: Test of linear restrictions, Generalized beta distribution, Small-sample probability distribution, Regression model

Une modalité d'éviter les tables des centiles dans la cas des régions de confiance et des tests statistiques,
Daniel Ciuiu, from University Library of Munich, Germany (2004)
Keywords: confidence regions; statistical tests

Finite-sample inference methods for autoregressive\ processes: an approach based on truncated pivotal autoregression,
jean-marie Dufour et Malika Neifar, from Econometric Society (2004)
Keywords: \QTR{bf}{ }Time series; autoregressive process; multiple unit root; exact inference; test; confidence region; power analysis; Monte Carlo experience.

A Specification Test for Time Series Models by a Normality,
Jin-Chuan Duan, from Econometric Society (2004)
Keywords: Consistency, Power, Size

Unit Root Tests with Markov-Switching,
Randolph, Qin Xiao and Tan Gee Kwang, from Econometric Society (2004)
Keywords: unit root, three states markov switching, explosive rational bubbles

Subvector inference when the true parameter vector may be near or at the boundary,
Philipp Ketz, in Journal of Econometrics (2018)
Keywords: Boundary; Asymptotic normality; Admissibility; Random coefficients;

Finite-sample exact tests for linear regressions with bounded dependent variables,
Olivier Gossner and Karl Schlag, in Journal of Econometrics (2013)
Keywords: Nonparametric linear regression; Exact test; Heteroskedasticity;

Factor model for assessing the state of the digital economy,
Aleksandr P. Sukhodolov, Ilya A. Slobodnyak and Valentina A. Marenko, in Journal of New Economy (2019)
Keywords: digital economy; cognitive model; cognitive map; simulation experiment

A Simple Specification Test for Models with Many Conditional Moment Inequalities,
Mathieu Marcoux, Thomas Russell and Yuanyuan Wan, from University of Toronto, Department of Economics (2023)
Keywords: Misspecification, Moment Inequality, Partial identification, Specification Testing

Martingale Tests of Value-at-Risk,
Peter Christoffersen and Jeremy Berkowitz, from Econometric Society (2004)
Keywords: risk management, backtesting, stochastic volatility

Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach,
Jin-Ting Zhang, Jia Guo and Bu Zhou, in Journal of Econometrics (2024)
Keywords: Data heterogeneity; Multi-sample test for equal distributions; Maximum mean discrepancy; Three-cumulant matched chi-square-approximation; Gaussian kernel;

A robust test for multivariate normality,
Kristian Jönsson, in Economics Letters (2011)
Keywords: Normality testing; Finite sample; Size distortion;

A robustified Jarque–Bera test for multivariate normality,
Namhyun Kim, in Economics Letters (2016)
Keywords: Goodness of fit test; Jarque–Bera test; Mardia’s test; Multivariate normality; Power comparison;

Variation-based tests for volatility misspecification,
Alex Papanicolaou and Kay Giesecke, in Journal of Econometrics (2016)
Keywords: Volatility testing; Diffusion processes; Goodness-of-fit tests;

Rank-based max-sum tests for mutual independence of high-dimensional random vectors,
Hongfei Wang, Binghui Liu, Long Feng and Yanyuan Ma, in Journal of Econometrics (2024)
Keywords: Asymptotic independence; Fixed effects panel data regression models; High dimensionality; Max-sum tests; Rank-based tests;

How cluster-robust inference is changing applied econometrics,
James MacKinnon, in Canadian Journal of Economics (2019)

Fractional integration and the augmented dickey-fuller test,
Walter Krämer, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1997)
Keywords: Dickey-Fuller Test, fractional alternatives

On testing for the mean vector of a multivariate distribution with generalized and {2}-inverses,
Pierre Duchesne and Christian Francq, from University Library of Munich, Germany (2010)
Keywords: two-inverses; generalized Wald's method; generalized inverses; multivariate analysis; singular normal distribution

On the Power of Invariant Tests for Hypotheses on a Covariance Matrix,
David Preinerstorfer and Benedikt Pötscher, from University Library of Munich, Germany (2014)
Keywords: power function, invariant test, autocorrelation, spatial correlation, zero-power trap, indistinguishability, Durbin-Watson test, Cliff-Ord test

Convenient Specification Tests for Logit and Probit Models,
Russell Davidson and James MacKinnon, from Economics Department, Queen's University (1982)
Keywords: binary response model, LM test, logit, probit

Artificial Regressions,
James MacKinnon and Russell Davidson, from Economics Department, Queen's University (1999)
Keywords: Heteroskedasticity, Gauss-Newton Regression, Specification Test

Reply to Deirdre McCloskey and Stephen Ziliak on Statistical Significance,
Thomas Mayer, in Econ Journal Watch (2013)
Keywords: Significance tests, t’s, p’s, confidence intervals, Ziliak, McCloskey, oomph

Spatial Unit Roots,
Ulrich Müller and Mark Watson, from Verein für Socialpolitik / German Economic Association (2023)

Robust Inference by Sub-sampling,
Nasreen Nawaz, from University Library of Munich, Germany (2019)
Keywords: HAC, Spatial Correlation, Robust, Inference

A Multivariate GARCH Model with Time-Varying correlations,
Y. K. Tse and Albert Tsui, from University Library of Munich, Germany (2000)
Keywords: BEKK model, constant correlation, Monte Carlo method, multivariate GARCH model, maximum likelihood estimate, varying correlation

Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k,
William Horrace, from University Library of Munich, Germany (2002)
Keywords: Multivariate normal distribution, multiple comparisons, simultaneous confidence intervals

A Permutation-based Combination of Sign Tests for Assessing Habitat Selection,
Lorenzo Fattorini, Caterina Pisani, Francesco Riga and Marco Zaccaroni, from Department of Economics, University of Siena (2011)
Keywords: compositional data analysis, Johnson’s second order selection, Johnson’s third order selection, Monte Carlo studies, multiple testing, random habitat use.

Inference about realized volatility using infill subsampling,
Ilze Kalnina and Oliver Linton, from London School of Economics and Political Science, LSE Library (2007)
Keywords: Realised Volatility; Semimartingale; Subsampling; Infill Asymptotic Scheme

Estimating quadratic variation consistently in the presence of correlated measurement error,
Ilze Kalnina and Oliver Linton, from London School of Economics and Political Science, LSE Library (2006)
Keywords: Endogenous noise; Market Microstructure; Realised Volatility; Semimartingale

Robust Tests for White Noise and Cross-Correlation,
Violetta Dalla, Liudas Giraitis and Peter Phillips, from Queen Mary University of London, School of Economics and Finance (2020)
Keywords: Serial correlation, cross-correlation, heteroskedasticity, martingale

Thünens Theorie des 'naturgemäßen Lohns': Zur Entdeckung des Grenzproduktivitätsprinzips in der Theorie der funktionellen Einkommensverteilung,
Robert Stelter, from University of Rostock, Institute of Economics (2008)
Keywords: naturgemäßer Lohn, Johann Heinrich von Thünen, Grenzproduktivität

Testing for more positive expectation dependence with application to model comparison,
Michel Denuit, Julien Trufin and Thomas Verdebout, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2021)
Keywords: Expectation dependence ; Concentration curve ; Lorenz curve ; Autocalibration ; Convex order ; Balance correction

Conditional Independence test for categorical data using Poisson log-linear model,
Michail Tsagris, from University Library of Munich, Germany (2017)
Keywords: Conditional independence, categorical data, Poisson log-linear models

Effects of perceived risks and benefits in the formation of the consumption privacy paradox: a study of the use of wearables in people practicing physical activities,
Renata Benigna Gonçalves and Júlio César Bastos Figueiredo, in Electronic Markets (2022)
Keywords: Privacy paradox, Paradox scale, Metric, Paradoxical consumption, Wearables

Null hypothesis significance tests. A mix-up of two different theories: the basis for widespread confusion and numerous misinterpretations,
Jesper W. Schneider, in Scientometrics (2015)
Keywords: Null hypothesis significance test, Fisher’s significance test, Neyman–Pearson’s hypothesis test, Statistical inference, Scientometrics

Evaluation of Brazilian research output in education: confronting international and national contexts,
Eliseo Reategui, Alause Pires, Michel Carniato and Sergio Roberto Kieling Franco, in Scientometrics (2020)
Keywords: Research assessment, Education, QUALIS, CAPES, Brazil

Open access initiatives in European universities: analysis of their implementation and the visibility of publications in the YERUN network,
Daniela Filippo and Jorge Mañana-Rodríguez, in Scientometrics (2020)
Keywords: Open access, YERUN network, Bibliometric analysis, Document analysis

A simple nonparametric test for the existence of finite moments,
Igor Fedotenkov, from University Library of Munich, Germany (2015)
Keywords: Heavy tails, tail index, finite moment, test, consistency

Hypothesis testing in econometrics,
Joseph P. Romano, Azeem Shaikh and Michael Wolf, from Institute for Empirical Research in Economics - University of Zurich (2009)
Keywords: Asymptotics, multiple testing, optimality, resampling

Testing Under Local Misspecification and Artificial Regressions,
Walter Sosa Escudero, Anil K. Bera and Gabriel Montes Rojas, from Universidad de San Andres, Departamento de Economia (2009)
Keywords: specification tests, LM tests, artificial regression

Reprint of: Robust inference on correlation under general heterogeneity,
Liudas Giraitis, Yufei Li and Peter C.B. Phillips, in Journal of Econometrics (2024)
Keywords: Serial correlation; Cross-correlation; Heteroskedasticity; Martingale differences;

Higher Order Properties of the Wild Bootstrap Under Misspecification,
Patrick Kline and Andres Santos, from National Bureau of Economic Research, Inc (2011)

Inference for Linear Conditional Moment Inequalities,
Isaiah Andrews, Jonathan Roth and Ariel Pakes, from National Bureau of Economic Research, Inc (2019)

An Empirical Likelihood Ratio Test for Normality,
Lauren Bin Dong and David Giles, from Department of Economics, University of Victoria (2004)
Keywords: Empirical likelihood, Monte Carlo simulation, testing for normality, size and power

An Extension of the Class of Regularly Varying Functions,
Meitner Cadena and Marie Kratz, from ESSEC Research Center, ESSEC Business School (2014)
Keywords: asymptotic behavior - domains of attraction; extreme value theory; Karamata’s representation theorem; Karamata’s theorem; Karamata’s tauberian theorem; measurable functions; von Mises’ conditions; Peter and Paul distribution; regularly varying function

An F -type multiple testing approach for assessing randomness of linear mixed models,
Marco Barnabani, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2019)
Keywords: Linear Mixed Models; Hypothesis testing; Comparison of matrices; F-distribution; Beta binomial distribution.

Two-sample intraclass correlation coefficient tests for matrix-valued data,
Yuli Liang, Chengcheng Hao and Deliang Dai, from Linnaeus University, School of Business and Economics, Department of Economics and Statistics (2024)
Keywords: Kronecker covariance structure; Higher order asymptotics; Ratio of F distributions

Testing for Weak Identification in Possibly Nonlinear Models,
Barbara Rossi and Atsushi Inoue, from Duke University, Department of Economics (2010)
Keywords: GMM, Shrinkage, Weak Identification

Power in High-dimensional testing Problems,
Anders Kock and David Preinerstorfer, from ULB -- Universite Libre de Bruxelles (2017)
Keywords: high-dimensional testing problems; power enhancement principle; power enhancement component; asymptotic enhanceability; marginal LAN

Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency,
Yoosoon Chang, from Rice University, Department of Economics (2002)

Bootstrapping Unit Root Tests with Covariates,
Yoosoon Chang, Robin Sickles and Wonho Song, from Rice University, Department of Economics (2001)

Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T,
Yoosoon Chang and Wonho Song, from Rice University, Department of Economics (2005)

Nonlinear IV Panel Unit Root Tests,
Yoosoon Chang, from Rice University, Department of Economics (2003)

Taking a New Contour: A Novel View on Unit Root Test,
Yoosoon Chang and Joon Park, from Rice University, Department of Economics (2004)

Taking a New Contour: A Novel Approach to Panel Unit Root Tests,
Yoosoon Chang, from Rice University, Department of Economics (2004)

Nonstationary Nonlinear Heteroskedasticity in Regression,
Joon Park and Heetaik Chung, from Rice University, Department of Economics (2005)

The choice between two hypothesis tests,
Erik Ruist, from Stockholm School of Economics (2007)
Keywords: sign test; t test; two-dimensional criterion

Nonlinearity and Temporal Dependence,
Xiaohong Chen, Lars Hansen and Marine Carrasco, from Yale University, Department of Economics (2008)

Inconsistency of a Unit Root Test against Stochastic Unit Root Processes,
Daisuke Nagakura, from Institute for Monetary and Economic Studies, Bank of Japan (2009)
Keywords: Locally Best Invariant Test, Consistency, Dickey-Fuller Test, LBI, RCA, STUR

Robust inference on correlation under general heterogeneity,
Liudas Giraitis, Yufei Li and Peter Phillips, in Journal of Econometrics (2024)
Keywords: Serial correlation; Cross-correlation; Heteroskedasticity; Martingale differences;

multiple testing,
Joseph P. Romano, Azeem Shaikh and Michael Wolf, from Palgrave Macmillan (2010)
Keywords: Multiple Testing, Familywise Error Rate, real estate finance, Resampling

Hypothesis Testing in Econometrics,
Joseph P. Romano, Azeem Shaikh and Michael Wolf, in Annual Review of Economics (2010)
Keywords: asymptotics, multiple testing, optimality, resampling

Consistent Model Specification Testing,
James Davidson and Andreea Halunga, from University of Exeter, Department of Economics (2013)
Keywords: speci?cation testing; quasi-maximum likelihood estimators; generalized method of moments estimators.

Higher order properties of the wild bootstrap under misspecification,
Patrick Kline and Andres Santos, in Journal of Econometrics (2012)
Keywords: Wild bootstrap; Misspecification; Edgeworth expansion;

The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter,
Arif Zaman, Asad Zaman and Atiq Rehman, in International Econometric Review (IER) (2017)
Keywords: Power Envelope, Location Parameter, Stringent Test.

Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances,
Linda F. DeBenedictis, and David Giles, from Department of Economics, University of Victoria (1998)
Keywords: Specification Analysis; RESET test; Autocorrelation

Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions,
Kenneth Stewart, from Department of Economics, University of Victoria (1998)
Keywords: Specification testing; Milliken-Graybill Theorem; Gauss- Newton regression