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  • Search: subject:"Generalized F-test"
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Year of publication
Subject
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Estimation theory 5 Schätztheorie 5 Generalized F-test 4 Generalized F test 3 Regression analysis 3 Regressionsanalyse 3 Bootstrap approach 2 Bootstrap method 2 Bootstrap-Verfahren 2 Constrained estimators 2 Endogeneity 2 Forecasting model 2 Functional coefficients 2 Generalized likelihood ratio test 2 Instrumental variables models 2 Linear constraints 2 Mixed geographically weighted regression 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Nonparametric test 2 Predictive regression 2 Profile least squares 2 Prognoseverfahren 2 Statistical test 2 Statistischer Test 2 Structural change 2 Two-step estimation 2 Backfitting technique 1 Estimation 1 IV-Schätzung 1 Index parameter 1 Induktive Statistik 1 Instrumental variables 1 Local linear method 1 Method of moments 1 Momentenmethode 1 Regional economics 1 Regionalökonomik 1 Schätzung 1 Statistical inference 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 6 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 6 Undetermined 2
Author
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Cai, Zongwu 4 Fang, Ying 2 Lin, Ming 2 Ling, Shiqing 2 Liu, Mengya 2 Qi, Fei 2 Su, Jia 2 Zhu, Fukang 2 Huang, Zhensheng 1 Leung, Bartholomew 1 Sun, Yan 1 Wei, Chuan-Hua 1 Wei, Chuan-hua 1 Wong, Heung 1 Wu, Yueqin 1 Zhang, Riquan 1
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Computational Statistics & Data Analysis 1 Economic Modelling 1 Economic modelling 1 IRTG 1792 Discussion Paper 1 Spatial economic analysis : the journal of the Regional Studies Association 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 5 RePEc 2 EconStor 1
Showing 1 - 8 of 8
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Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - 2020
Persistent link: https://www.econbiz.de/10012425329
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Inferences for a Partially Varying Coefficient Model With Endogenous Regressors
Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - 2018
. Moreover, a generalized F-test is developed to test whether the functional coefficients are of particular parametric forms with … some underlying economic intuitions, and furthermore, the limiting distribution of the proposed generalized F-test …
Persistent link: https://www.econbiz.de/10012433196
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Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu; Fang, Ying; Lin, Ming; Su, Jia - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
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Estimation and testing for a partially linear single-index spatial regression model
Sun, Yan; Wu, Yueqin - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 4, pp. 473-489
Persistent link: https://www.econbiz.de/10012007747
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Testing the significance of index parameters in varying-coefficient single-index models
Wong, Heung; Zhang, Riquan; Leung, Bartholomew; Huang, … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 297-308
The varying-coefficient single-index models (VCSIMs) form a class of very flexible and general dimension reduction models, which contain many important regression models such as partially linear models, pure single-index models, partially linear single-index models, varying-coefficient...
Persistent link: https://www.econbiz.de/10011056383
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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
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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
Persistent link: https://www.econbiz.de/10009673641
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