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The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be...
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We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative … to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using … real and simulated data are provided. The results favour one of the residuals we propose. …
Persistent link: https://www.econbiz.de/10005458378
This paper reports the results of simulation tests on various models that have been employed by researchers in testing the share market response to information releases. The study employs methodology similar to that used by Brown and Warner (1980) in the United States. This study based on...
Persistent link: https://www.econbiz.de/10011135742
combining PM residuals and NMA residuals (residual = measurement − prediction), using a hybrid of period-driven and data …-driven hypothesis testing. The modified statistical tests can be used on time series of NMA residuals (the NMA residual is the familiar … material balance), or on a combination of PM and NMA residuals. The PM residuals can be generated on a fixed time schedule or …
Persistent link: https://www.econbiz.de/10011119913
empirical processes based on the standardized residuals and their squares. For calculating P-values, the parametric bootstrap …, using both the standardized residuals and their squares. …
Persistent link: https://www.econbiz.de/10010776993
The goal of this paper is to emphasize both the particularities of models needed for model-based fault detection and isolation (FDI) and the differences with respect to the models used in control. Of special interest is the question of complexity. This depends basically on the given situation...
Persistent link: https://www.econbiz.de/10011050251
the innovations and, in a second step, tests for conditional asymmetry are performed on generalized residuals through …
Persistent link: https://www.econbiz.de/10011051952