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Power of tests in Binary Response Models.
Savin, N.E.; Wurtz, A. - Department of Economics, Tippie College of Business - 1996
Most hypotheses in binary response models are composite. The null hypothesis is usually that one or more slope coefficients are zero. Typically, the sequence of alternatives of interest is one in which the slope coefficients are increasing in absolute value. In this papar, we prove that the...
Persistent link: https://www.econbiz.de/10005233331
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Non-Invarience of the Wald Test: The Bootstrap to the Rescue.
Horowitz, J.L.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005233332
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Testing a Parametric Model Against a Semiparametric Alternative.
Horowitz, J.L.; Hardle, W. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005233339
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Corrections and Blocking Rules for the Block Bootstrap with Dependent Data.
Hall, P.; Horowitz, J.L. - Department of Economics, Tippie College of Business - 1993
Persistent link: https://www.econbiz.de/10005755349
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Semiparametric Estimation of Regression Models for Panel Data.
Horowitz, J.L.; Markatou, M. - Department of Economics, Tippie College of Business - 1993
Persistent link: https://www.econbiz.de/10005755352
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Bootstrap Methods in Econometrics: Theory and Numerical Performance.
Horowitz, J.L. - Department of Economics, Tippie College of Business - 1995
Persistent link: https://www.econbiz.de/10005755356
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Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable.
Horowitz, J.L. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005755358
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The Case for Trend-Stationarity is Stronger than we Thought.
DeJong, D.N.; Whiteman, C.H. - Department of Economics, Tippie College of Business - 1991
Persistent link: https://www.econbiz.de/10005755360
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The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models.
Savin, N.E.; Wurtz, A. - Department of Economics, Tippie College of Business - 1996
In econometrics, most null hypotheses are composite, dividing the parameters into parameters of interest and nuisance …
Persistent link: https://www.econbiz.de/10005755366
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Post Econometric Policy Evaluation : A Critique.
Ingram, B. - Department of Economics, Tippie College of Business - 1990
Persistent link: https://www.econbiz.de/10005560328