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If we conducted a competition for which statistical quantity would be the most valuable in exploratory data analysis, the winner would most likely be the correlation coefficient with a significant difference from its first competitor. In addition, most data applications contain non-normal data...
Persistent link: https://www.econbiz.de/10014084103
We propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic programming (QP). In these settings, the coefficients in both the objective function and the constraints of the...
Persistent link: https://www.econbiz.de/10012853699
The standard forms of bootstrap iteration are very computationally demanding. As a result, there have been several attempts to alleviate the computational burden by use of approximations. In this paper, we extend the fast double bootstrap of Davidson and MacKinnon (2007) to higher orders of...
Persistent link: https://www.econbiz.de/10014153678
This study sheds new light on the question of whether or not sentiment surveys, and the expectations derived from them, are relevant to forecasting economic growth and stock returns, and whether they contain information that is orthogonal to macroeconomic and financial data. I examine 16...
Persistent link: https://www.econbiz.de/10013110732
For statistical process control, a number of single charts that jointly monitor both process mean and variability recently have been developed. For quality control-related hypothesis testing, however, there has been little analogous development of joint mean-variance tests: only one two-sample...
Persistent link: https://www.econbiz.de/10013136795
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What is Statistics? Opinions vary. In fact, there is a continuous spectrum of attitudes toward statistics ranging from pure theoreticians, proving asymptotic efficiency and searching for most powerful tests, to wild practitioners, blindly reporting p-values and claiming statistical significance...
Persistent link: https://www.econbiz.de/10012927199
In order to discuss nonlinear, it is necessary to know linear regressive as a priori. Without simple regression as the starting point, it would be difficult to understand nonlinear regression. In words, in order to understand the curve and the behavior of a curve, it is necessary to known a...
Persistent link: https://www.econbiz.de/10013076070
Originally developed as a statistical tool for empirical research in accounting and finance, event studies have since migrated to other disciplines as well, including economics, history, law, management, marketing, and political science. Despite the elegant simplicity of a standard event study,...
Persistent link: https://www.econbiz.de/10013151918