-systematic impact of omitted variable bias in primary studies. Our results show that the mixed effects estimator is to be preferred to … non-systematic impact of omitted variable bias, using the mixed effects estimator may be suboptimal. We also address the … impact of sample size and show that meta-analysis sample size is far more effective in reducing meta-estimator variance and …

suitable for model identification. The BDS test and the modified version are compared numerically. To enable fair power …A test for serial independence is proposed which is related to the BDS test but focuses on tail event probabilities … rather than probabilities near the center of the distribution. The motivation behind this approach is to obtain a test more …

By combining two alternative formulations of a test statistic with two alternative resampling schemes we obtain four … implementations is shown to break down in dynamic regression models. Then the procedure based on the test statistic approach performs …

dummy variables goes a long way in mitigating their negative effects on the bias and mean squared error of the estimator …

Item response theory is one of the modern test theories with applications in educational and psychological testing … that hypothesis tests on these traits can, in principle, be performed. But the existing test methodology is based on …

We introduce a statistical test for comparing the predictive accuracy of competing copula specifications in … multivariate density forecasts, based on the Kullback-Leibler Information Criterion (KLIC). The test is valid under general … Carlo simulations demonstrate that the proposed test has satisfactory size and power properties in finite samples. Applying …

loss, including an easily implemented test based on a regression that only involves (long-horizon and short …

nonparametric methods. The estimated spot variance path can be used to extend an existing high frequency jump test statistic, to …