Search Results

Currency Risk: Comovements and Intraday Cojumps,
Jérôme Lahaye, in Annals of Economics and Statistics (2016)
Keywords: Cojump, Jump, Bootstrap, Diffusion, Brownian, Semimartingale, High-Frequency, Risk, Diversification, Foreign Exchange, Correlation, Crisis, Tail

Visible and Invisible Forces: What Drives the Intensity of Trading in the European Carbon Market?,
Iordanis Kalaitzoglou, in Review of Economic Analysis (2019)
Keywords: "Carbon market, Duration modelling Ultra-High Frequency data"

Un sistema di certificazione risk-based per i controlli in agricoltura biologica: un?applicazione tramite Bayesian networks,
Danilo Gambelli, Francesco Solfanelli and Raffaele Zanoli, in Economia agro-alimentare (2011)

Factors affect Chronic Kidney Disease in Gezira Region of Sudan,
Khalafalla Arabi and Fathelraman Shaaeldeen, from University Library of Munich, Germany (2021)
Keywords: disease-related factors, patients' behavior, economic factors, time lag, duration

Methodological Traffic Load Survey of the Road Sv. Leopolda Bogdana Mandica with a Queuing Model,
Martina Bris and Marija Hornis, in Interdisciplinary Management Research (2009)
Keywords: traffic density, stationary traffic counting, peak periods, Poisson queuing model, rationalization, statistical analysis

Crime Prevention Strategies of Bangladesh: An Analysis,
Mahmuda Akter, in American Journal of Trade and Policy (2018)
Keywords: Crime Prevention; Contemporary models; Strategies; Effective Implementation

Fixed effects maximum likelihood estimation of a flexibly parametric proportional hazard model with an application to job exits,
Audrey Light and Yoshiaki Omori, in Economics Letters (2012)
Keywords: Proportional hazard model; Fixed effects; Job mobility; Causal schooling effects;

The Elements for Strategic Thinking of School Principals,
Mata Kaewsang, Somchai Thepsang and Somboon Burasirirakc, from International Institute of Social and Economic Sciences (2015)
Keywords: The Elements, Strategic Thinking, School Principals

Duration Models: Specification, Identification, and Multiple Durations,
Gerard van den Berg, from University Library of Munich, Germany (2000)

The moments of Log-ACD models,
Luc Bauwens, Fausto Galli and Pierre Giot, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: duration model, overdispersion, autocorrelation function, high frequency financial data

Determinantes de la deserción estudiantil en la Universidad de Antioquia,
Johanna Vásquez Velásquez, Elkin Castaño Vélez, Santiago Gallón Gómez and Karoll Gomez, from Universidad de Antioquia, CIE (2003)
Keywords: deserción estudiantil, modelos de duración, riesgo proporcional, función de riesgo

Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity,
Gordana Colby and Paul Rilstone, from McMaster University (2000)
Keywords: multivariate duration model; retirement

Structural Estimation of Psychiatric Hospital Stays,
Gordana Colby and Paul Rilstone, from McMaster University (2000)
Keywords: psychiatric; hazard rate

On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data,
Kirill Furmanov, in Applied Econometrics (2009)
Keywords: Unemployment duration; hazard function; panel data

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis,
James Heckman and Christopher R. Taber, from National Bureau of Economic Research, Inc (1994)

Identification of structural duration dependence and unobserved heterogeneity with time-varying,
Christian Brinch, from Oslo University, Department of Economics (2000)
Keywords: duration analysis

A note on the Weibull distribution and time ag gregation bias,
Knut Røed and T. Zhang, from Oslo University, Department of Economics (2000)
Keywords: duration analysis

A new class of ageing distributions,
Martin Riese, from Department of Economics, Johannes Kepler University Linz, Austria (2002)
Keywords: NWUE distribution; stochastic dominance

Growth Collapses,
Ricardo Hausmann, Francisco Rodríguez and Rodrigo Wagner, from Harvard University, John F. Kennedy School of Government (2006)

Fixed Effects Maximum Likelihood Estimation of a Flexibly Parametric Proportional Hazard Model with an Application to Job Exits,
Audrey Light and Yoshiaki Omori, from Ohio State University, Department of Economics (2012)
Keywords: Proportional hazard model, fixed effects

Non-parametric identication of the mixed proportional hazards model with interval-censored durations,
Christian Brinch, from Statistics Norway, Research Department (2009)
Keywords: duration analysis; interval-censoring; non-parametric identication

Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations,
Christian Brinch, from Statistics Norway, Research Department (2008)
Keywords: duration analysis; interval-censoring; non-parametric identification

Determinantes de la deserción y graduación universitaria: Una aplicación utilizando modelos de duración,
Paula Inés Giovagnoli, from IIE, Universidad Nacional de La Plata (2002)
Keywords: university students – drop out and graduation

Análisis de la supervivencia de las spin-offs universitarias creadas en España: Factores diferenciales respecto a empresas similares,
David Rodeiro Pazos, María Milagros Vivel Bua, Sara Fernández-López and Maria Jesus Rodríguez Gulías, from Asociación de Economía de la Educación (2016)
Keywords: spin-offs universitarias, supervivencia, fracaso, balance, cuenta resultados

Determinants of smoking initiation in South Africa,
Nicole Vellios and Corne Van Walbeek, from Southern Africa Labour and Development Research Unit, University of Cape Town (2014)
Keywords: smoking initiation; survival analysis; South Africa

Determinantes de la deserción y graduación universitaria: Una aplicación utilizando modelos de duración,
Paula Inés Giovagnoli, from Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata (2002)
Keywords: university students – drop out and graduation

Entrepreneurial Decisions and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1992)
Keywords: entrepreneur, liquidity constraint, new business

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

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.

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

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

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

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