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Interval-based hypothesis testing and its applications to
economics
and finance
Kim, Jae H.
;
Robinson, Andrew
- In:
Econometrics : open access journal
7
(
2019
)
2/21
,
pp. 1-22
economics
and finance, interval-based hypothesis testing provides more sensible inferential outcomes than those based on point …-null hypothesis. We propose that interval-based tests be routinely employed in empirical research in
business
, as an alternative to …
Persistent link: https://www.econbiz.de/10012025786
Saved in:
2
Academic rankings with RePEc
Zimmermann, Christian
- In:
Econometrics : open access journal
1
(
2013
)
3
,
pp. 249-280
Papers in
Economics
). This encompasses the determination of impact factors for journals and working paper series, as well as …
Persistent link: https://www.econbiz.de/10010236704
Saved in:
3
The evolving transmission of uncertainty shocks in the United Kingdom
Mumtaz, Haroon
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-18
This paper investigates if the impact of uncertainty shocks on the U.K. economy has changed over time. To this end, we propose an extended time-varying VAR model that simultaneously allows the estimation of a measure of uncertainty and its time-varying impact on key macroeconomic and financial...
Persistent link: https://www.econbiz.de/10011505897
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