Search Results - subject:"F test"

On the estimation and testing of mixed geographically weighted regression models

Wei, Chuan-Hua; Qi, Fei - In: Economic Modelling 29 (2012) 6, pp. 2615-2620

Mixed geographically weighted regression (MGWR) model is a useful technique to explore spatial non-stationarity by allowing that some coefficients of the explanatory variables are constant and others are spatially varying, but its estimation and inference have not been systematically studied....

Persistent link: https://www.econbiz.de/10010588245

Inference in regression models with many regressors

Anatolyev, Stanislav - In: Journal of Econometrics 170 (2012) 2, pp. 368-382

restrictions. The local power of all asymptotically valid tests under consideration turns out to be equal. The “exact” F test that …

Persistent link: https://www.econbiz.de/10011052224

Modeling moneyness volatility in measuring exchange rate volatility

Hoque, Ariful; Krishnamurti, Chandrasekhar - In: International Journal of Managerial Finance 8 (2012) 4, pp. 365-380

‐of‐sample tests are involved using the F‐test, Granger‐Newbold test and Diebold‐Mariano framework. Findings – The MV model outperforms … the IV in FX rate volatility forecasting ability in both in‐sample and out‐of‐sample tests. The F‐test, Granger …

Persistent link: https://www.econbiz.de/10014785358

The Relationship between the Misery Index and Crimes: Evidence from Iran

Piraee, Khosrow; Barzegar, Maryam - In: Asian Journal of Law and Economics 2 (2011) 1

correction model (UECM) was employed to do bounds test and to examine the presence of cointegration. Multiple-rank F-test was …

Persistent link: https://www.econbiz.de/10014585281

Hypothesis testing in linear regression when k/n is large

Calhoun, Gray - In: Journal of Econometrics 165 (2011) 2, pp. 163-174

This paper derives the asymptotic distribution of the F-test for the significance of linear regression coefficients as … in the limit. The conventional critical values for this test statistic are too small, and the standard version of the F-test …

Persistent link: https://www.econbiz.de/10010577507

Finite sample performance of sequential designs for model identification

Dette, Holger; Kwiecien, Robert - 2003

Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data generating process and in a second step statistical inference is performed in the identified model. An intuitively appealing approach to the design of...

Persistent link: https://www.econbiz.de/10010306281