In applied research, the Schwarz Bayesian Information Criterion (BIC) and the F-test might yield different inferences … the context of Granger-causality tests. We calculate the F-test significance levels as a function of the model … null hypothesis of no-causality less often compared to an F-test conducted at five percent significance level for sample …

In applied research, the Schwarz Bayesian Information Criterion (BIC) and the F-test might yield different inferences … the context of Granger-causality tests. We calculate the F-test significance levels as a function of the model … null hypothesis of no-causality less often compared to an F-test conducted at five percent significance level for sample …

properties, we applied the bounds testing approach to cointegration and the system-wise Rao’s F-test with bootstrap simulation …. Therefore, our findings support the health care luxury hypothesis in Malaysia. From policy view point, the system-wise Rao’s F-test …

Papadopoulos (2005), to wit, the authors make an incorrect statement about the standard F-test; they claim erroneously that the …

The paper develops an asymptotically valid F-test that is robust to spatial autocorrelation in a GMM framework. The … validity of the F-test is established under mild conditions that can accommodate a wide range of spatial processes. The … proposed F-test is very easy to implement, as critical values are from a standard F-distribution. The F-test achieves triple …

consideration turns out to be equal. The "exact" F test that appeals to critical values of the F distribution is also asymptotically …

We show that the F-test can be both liberal and conservative in the context of a particular type of nonspherical …