[go: up one dir, main page]

  EconPapers    
Economics at your fingertips  
 
3904 documents matched the search for C12 C38 F31 in JEL-codes.
Go to document

Search Results

Show results as a single list without preview.
Modify Search New Search
Customize tabs

1112131415161718191FirstFirst

Determinants of Entrepreneurial Intentions at Universities. Warsaw University of Technology Case (Determinanty przedsiebiorczosci na uczelniach technicznych. Studium przypadku Politechniki Warszawskiej),
Adam Müller and Dariusz Parzych, in Problemy Zarzadzania (2018)
Keywords: entrepreneurial education, entrepreneurial intentions, technical universities, quantitative research, students survey
Downloads

Development induced displacement: A data mining approach towards vulnerability and impoverishment risks,
Latha Ravindran and Rahul Kumar, in International Journal of Development and Conflict (2019)
Keywords: Development-induced Displacement, Data mining, Cluster Analysis, Vulnerability, Impoverishment.
Downloads

EXAMINING THE UNIVERSITY STUDENTS' ENVIRONMENTAL PROTECTION COMMITMENTS AND ENVIRONMENT-FRIENDLY CONSUMPTION BEHAVIORS,
Veysel Yilmaz and Talha Arslan, in Anadolu University Journal of Social Sciences (2011)
Keywords: Environmental sensitivity, Environment-friendly consumption, Environmental protection commitment.
Downloads

Testing for Nonlinear Granger Causality in the Price-Volume Relations of Taiwan's Stock and Foreign Exchange Markets,
Shyh-Wei Chen and Chun-Wei Chen, in Journal of Economics and Management (2006)
Keywords: stock market, foreign exchange market, nonlinear Granger causality, heteroscedasticity
Downloads

ESTIMADORES OBTENIDOS DE LA HIPÓTESIS DE EFICIENCIA ESPECULATIVA EN EL MERCADO CAMBIARIO,
Roberto Hernández-Paniagua, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2003)
Keywords: Paridad de tasas de interés, Arbitraje internacional
Downloads

TESTS OF PURCHASING POWER PARITY WITH STRUCTURAL BREAK IN THE MEXICAN ECONOMY,
Noé Arón Fuentes and Alberto Godínez Plascencia, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2004)
Keywords: Purchasing Power Parity (PPP), Structural Breaks, Mexico
Downloads

The Contribution of Observed and Unobserved Fundamentals to Exchange Rate Movements in Iran,
Karim Eslamloueyan and Hamideh Yazdanpanah , in Journal of Money and Economy (2013)
Keywords: Nominal exchange rate, Observable fundamental factor, Unobservable fundamental factors, State-space model, Bayesian analysis
Downloads

Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies,
Samih Antoine Azar, in International Journal of Economics and Financial Issues (2013)
Keywords: US dollar; mean aversion; persistence of shocks; market efficiency; martingale; structural breaks; ARIMA; GARCH
Downloads

CLUSTERS AS AN OPPORTUNITY FOR DEVELOPMENT OF FAMILY ENTERPRISES,
Paula Pyp³acz, in Polish Journal of Management Studies (2013)
Keywords: family enterprise, cluster, innovation
Downloads

A Supervised Multiclass Classifier for an Autocoding System,
Yukako Toko, Kazumi Wada and Mariko Kawano, in Romanian Statistical Review (2017)
Keywords: Coding, Text classification, Naive Bayes, Machine learning
Downloads

Power of Principal Component Association Tests,
Jesper Stafford, in Journal of Economics and Econometrics (2019)
Keywords: Omnibus test, Power analysis, Dimension reduction
Downloads

Análisis exploratorio de estructuras temporales desde la óptica de tablas múltiples. Una aplicación // Exploratory Analysis of Temporal Structures from the Multiple Tables Optic. An Application,
M. Isabel Landaluce Calvo, in Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration (2016)
Keywords: series temporales, análisis factorial, tablas multiples, time series, factorial analysis, multiple tables
Downloads

Functional Principal Components Analysis on the Exemple of the Achievements of Students in the Years 2009-2017,
Sztemberg-Lewandowska Mirosława, in Econometrics. Advances in Applied Data Analysis (2019)
Keywords: level of students’ knowledge, functional data, longitudinal data, functional principal components analysis
Downloads

The Effect of Service Clusters on the Sustainable Economic Development,
Lezgovko Michail and Lezgovko Aleksandra, in Economics and Culture (2018)
Keywords: Clusterization, sustainable economy, development
Downloads

TEXT MINING – PREREQUISITE FOR KNOWLEDGE MANAGEMENT SYSTEMS,
Dragoº Marcel Vespan, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: text mining, knowledge systems, information retrieval
Downloads

TEXT MINING TECHNOLOGY TO SUPPORT ENTERPRISE KNOWLEDGE MANAGEMENT,
Domenico Consoli, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009)
Keywords: knowledge management, text mining, unstructured information, enterprise information system.
Downloads

DATA MINING LANGUAGES STANDARDS,
Vasile Bodea and Cetin Elmas, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION (2009) Downloads

Comparison of Dimensionality Reduction Methods Applied to Ordinal Variables,
Lukáš Sobíšek and Hana Řezanková, in Acta Oeconomica Pragensia (2011)
Keywords: categorical principal component analysis, multidimensional scaling, latent class cluster models, discrete factor analysis, fuzzy cluster analysis
Downloads

Development and Validation of Work Environment Services Scale (WESS),
Patrick Harold Andrew and Kareem Jacqueline, in Journal of Management and Business Administration. Central Europe (2021)
Keywords: work environment, service sector, employee motivation, scale development, organizational behavior
Downloads

UN ANÁLISIS DE CLUSTERS PARA LOS PAÍSES DE AMÉRICA LATINA SEGÚN INDICADORES DE OBJETIVOS DEL MILENIO,
Andrés Eduardo Rangel Jimenez, in Revista de Economía y Administración (2012)
Keywords: Dendogramas, encadenamientos.
Downloads

Spreads de bonos de deuda soberana para países emergentes: Un ejercicio de análisis factorial para el periodo 1998-2004,
Andrés E. Rangel Jiménez, from Universidad Javeriana - Cali (2011)
Keywords: Keywords: spreads: spreads, principal components, principal factor.
Downloads

Determining the essence of the economic effect of clustering and development of the technique of his assessment in the interests of companies of cluster,
Anastasia I. Belogrud, in Economic Consultant (2019)
Keywords: cluster; advantages of clustering; cluster functioning efficiency; economic efficiency of clustering; technique for assessing the economic effect; cluster competitiveness factors
Downloads

THE USE OF TAXONOMY METHODS FOR CLUSTERING EUROPEAN UNION COUNTRIES DUE TO THE STANDARD OF LIVING,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, taxonomy methods, comparative analysis, Ward’s method, k-means clustering
Downloads

THE IMPLEMENTATION OF SYNTHETIC VARIABLE FOR CONSTRUCTING THE STANDARD OF LIVING MEASURE IN EUROPEAN UNION COUNTRIES,
Marta Kuc, in Oeconomia Copernicana (2012)
Keywords: standard of living, synthetic variable, taxonomy methods, comparative analysis
Downloads

THE FEDERAL STATES OF GERMANY – ANALYSIS AND MEASUREMENT OF DEVELOPMENT USING TAXO-NOMIC METHODS,
Barbara Jurkowska, in Oeconomia Copernicana (2014)
Keywords: taxonomic methods; federal states of Germany; regional development
Downloads

Multidimensional fragility in 2020,
Harsh Desai and Erik Forsberg, from OECD Publishing (2020) Downloads

Why Do Consumers Behave Differently in Personal Information Disclosure and Self-Disclosure? The Role of Personality Traits and Privacy Concern,
Erdem Özkan, in Alphanumeric Journal (2018)
Keywords: Consumer Behavior, Information Disclosure, Personal Information, Personality Traits, Privacy Concern, Self-Disclosure, Structural Equation Modeling
Downloads

Robust Principal Component Analysis Based on Modified Minimum Covariance Determinant in the Presence of Outliers,
B. Barış Alkan, in Alphanumeric Journal (2016)
Keywords: Minimum Covariance Determinant, Outliers, Robust Principal Component Analysis
Downloads

First and Second Order Confirmatory Factor Models With Service And Product Quality Perceptions of Supermarket Customers: An Empirical Investigation,
Gülhayat Gölbaşı Şimşek, in Alphanumeric Journal (2016)
Keywords: Confirmatory Factor Analysis, Interaction Quality, Perceived Product Quality, Physical Aspects, Product Policy, Reliability, Second Order Factor, Service Quality
Downloads

An Investigation for the Determination of Customer Satisfaction About Furniture Designs Used In Thermal Hotel Business,
Hatice Yılmaz and Fatih Çemrek, in Alphanumeric Journal (2016)
Keywords: Customer Satisfaction, Factor Analysis, Hotel Furniture, Thermal Hotel
Downloads

Determining the Risk Factors Causing Cancer with Logistic Regression Analysis,
Hatice Şamkar, Ayşe Gül Yıldırım and Özge Delibaş, in Alphanumeric Journal (2016)
Keywords: Cancer, Dietary Habits, Environment and Living Conditions, Logistic Regression Analysis
Downloads

The Comparison of Satisfaction Levels of Southeastern Anatolian Provinces by Multidimensional Scaling Analysis,
Noyan Aydın and Elif Yalçın, in Alphanumeric Journal (2017)
Keywords: Multidimensional Scaling, Public Satisfaction Level, Public Services
Downloads

A rough set approach for the discovery of classification rules in interval-valued information systems,
Yee Leung, Manfred Fischer, Wei-Zhi Wu and Ju-Sheng Mi, from University Library of Munich, Germany (2008)
Keywords: Classification; Interval-valued information systems; Knowledge discovery; Knowledge reduction; Rough sets
Downloads

An Example of the Consistency Analysis of the Classification of Textual Materials by the Analyst and using the Naïve Bayesian Classifier,
Josip Jezovita, Mateja Plenkovic and Nika Djuho, in Interdisciplinary Description of Complex Systems - scientific journal (2023)
Keywords: content analysis, sentiment analysis, naïve Bayes classifier
Downloads

Pre-analysis Plans Have Limited Upside, Especially Where Replications Are Feasible,
Lucas Coffman and Muriel Niederle, in Journal of Economic Perspectives (2015) Downloads

Asymptotic properties of correlation-based principal component analysis,
Jungjun Choi and Xiye Yang, in Journal of Econometrics (2022)
Keywords: Correlation matrix; Eigenvalue; Eigenvector; High frequency; Principal component; Standardized data;
Downloads

Coalitions in the EU Council: Pitfalls of Multidimensional Analysis,
Běla Plechanovová, in Czech Economic Review (2011)
Keywords: Council of the EU, factor analysis, cluster analysis, multidimensional scaling
Downloads

Mercado y autoconsumo. Vocación agropecuaria de los municipios de Guanajuato,
Kurt Unger, from CIDE, División de Economía (2010)
Keywords: agricultura, cattle activities, own consumption, competitive advantages
Downloads

Clustering Poland Among Eu Countries in Terms of a Sustainable Development Level in the Light of Various Cluster Stability Measures,
Rozmus Dorota, in Folia Oeconomica Stetinensia (2020)
Keywords: clustering, taxonomy, stability, sustainable development
Downloads

Characterizing correlation matrices that admit a clustered factor representation,
Chen Tong and Peter Hansen, in Economics Letters (2023)
Keywords: Block correlation matrix; Copula; Clustering; Factor models;
Downloads

Promises and Perils of Pre-analysis Plans,
Benjamin Olken, in Journal of Economic Perspectives (2015) Downloads

Analyzing business cycle asymmetries in a multi-level factor model,
Jörg Breitung and Sandra Eickmeier, in Economics Letters (2015)
Keywords: Factor models; Business cycle; Asymmetries;
Downloads

Structure and evolution of innovation research in the last 60 years: review and future trends in the field of business through the citations and co-citations analysis,
Dennys Eduardo Rossetto, Roberto Carlos Bernardes, Felipe Mendes Borini and Cristiane Chaves Gattaz, in Scientometrics (2018)
Keywords: Bibliometrics, Innovation, Social network analysis, Systematic literature review, Co-citation analysis, Citation analysis
Downloads

Intention to use business intelligence tools in decision making processes: applying a UTAUT 2 model,
Petra Kašparová, in Central European Journal of Operations Research (2023)
Keywords: Business intelligence, Technologic innovation, UTAUT (2), Decision-making
Downloads

Research groups of oncology co-authorship network in China,
Qi Yu, Hongfang Shao and Zhiguang Duan, in Scientometrics (2011)
Keywords: Oncology, Co-authorship, Network, Research group
Downloads

The taxonomy of research collaboration in science and technology: evidence from mechanical research through probabilistic clustering analysis,
Seongkyoon Jeong and Jae Young Choi, in Scientometrics (2012)
Keywords: Research collaboration, Research and development strategy, Clustering, Gaussian mixture
Downloads

How does the normalization of data affect the ARWU ranking?,
Milica Jovanovic, Veljko Jeremic, Gordana Savic, Milica Bulajic and Milan Martic, in Scientometrics (2012)
Keywords: Ranking of universities, The I-distance method, ARWU, Statistical methods, Classification, Normalization of data
Downloads

Doctoral dissertations of Library and Information Science in China: A co-word analysis,
Qian-Jin Zong, Hong-Zhou Shen, Qin-Jian Yuan, Xiao-Wei Hu, Zhi-Ping Hou and Shun-Guo Deng, in Scientometrics (2013)
Keywords: Co-word analysis, Strategic diagram, LIS doctoral dissertations in China, Library and Information Science
Downloads

Clustering the Swiss Pension Register,
Layal Christine Lettry, from Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland (2023)
Keywords: Kamila; Clustering; R; AVS; AHV; OASI; Swiss Pension Register; FSIO; prediction strength criterion; classification; RAMD; AADR; UniFr
Downloads

Coordination of Space and Industry Development of the Clusters: The Experience of Foreign Countries,
Alla Sorokina, from Russian Presidential Academy of National Economy and Public Administration (2013)
Keywords: Territorial development, the cluster approach, objectives, industry, strategic planning
Downloads

Some Misconceptions in Statistical Hypothesis Testing,
Ching-Fan Chung, in Journal of Economics and Management (2005)
Keywords: hypothesis testing, two types of errors, power
Downloads

INFLUENCE OF WINE TOURISM IN THE COMPETITIVENESS OF MICRO, SMALL AND MEDIUM-SIZED WINERIES IN GUADALUPE VALLEY, B. C., MEXICO, INFLUENCIA DE LA OFERTA DE ACTIVIDADES DE ENOTURISMO EN LA COMPETITIVIDAD DE LAS MICRO, PEQUENAS Y MEDIANAS VINICOLAS DE LA RUTA DEL VINO DEL VALLE DE GUADALUPE, B. C., MEXICO,
Lino Meraz Ruiz and Sonia Elizabeth Maldonado Radillo, in Revista Global de Negocios (2016)
Keywords: Wine Tourism, Competitiveness, Valle de Guadalupe, B.C.
Downloads

Testing a Regression Model when we Have Smooth Alternatives in Mind,
W. Hardle and A. Kneip, from Catholique de Louvain - Institut de statistique (1998)
Keywords: TESTING ; MODELS

A model specification test for GARCH(1,1) processes,
Anne Leucht, Michael H. Neumann and Jens-Peter Kreiss, from University of Mannheim, Department of Economics (2013)
Keywords: Bootstrap , Cramér-von Mises test , GARCH processes , V-statistic
Downloads

Three Lectures on the Walrasian Hypotheses for Exchange Economies,
Donald Brown, from Yale - Economic Growth Center (1997)
Keywords: GENERAL EQUILIBRIUM ; TESTS

Tax Reform and Coordination in a Currency Union,
Benjamin Carton, in International Economics (2012)
Keywords: Fiscal Policy;Monetary Policy;DSGE;Value added Tax;Monetary Union
Downloads

DETECTION OF NONLINEAR EVENTS IN TURKISH STOCK MARKET,
Veli Yilanci, in Journal of Applied Economic Sciences (2012)
Keywords: Event detection, nonlinearity, stock market, Turkey
Downloads

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
Downloads

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
Downloads

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

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
Downloads

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
Downloads

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.
Downloads

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
Downloads

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.
Downloads

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;
Downloads

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;
Downloads

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;
Downloads

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
Downloads

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) Downloads

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;
Downloads

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;
Downloads

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
Downloads

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;
Downloads

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

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
Downloads

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) Downloads

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.
Downloads

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
Downloads

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.
Downloads

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
Downloads

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
Downloads

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
Downloads

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;
Downloads

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;
Downloads

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
Downloads

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
Downloads

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;
Downloads

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

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;
Downloads

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;
Downloads

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;
Downloads

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

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
Downloads

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
Downloads

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
Downloads

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
Downloads

Customize tabs

Number of items/tab
Number of tabs/page