Narrow search
Showing 1 - 10 of 3,143
Cover Image
The significance of statistical significance tests in marketing research
Sawyer, Alan G.; Peter, Jerome Paul - 2009
Persistent link: https://www.econbiz.de/10003794414
Cover Image
Virtuelle Börsen als Instrument zur Marktforschung
Spann, Martin - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001717267
Cover Image
Testing a time series for difference stationarity
MacCabe, B. P.; Tremayne, Andrew R. - 1994
Persistent link: https://www.econbiz.de/10000147758
Cover Image
Small sample adjustments for the J-test
Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983
Persistent link: https://www.econbiz.de/10000012596
Cover Image
A test for partial differential expression
Wieringen, Wessel N. van; Wiel, Mark A. van de; Vaart, … - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1039-1049
Persistent link: https://www.econbiz.de/10003773048
Cover Image
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
Cover Image
Hypothesis tests when decomposing differences in the first moment
Yun, Myeong-Su - In: Journal of economic and social measurement 30 (2005) 4, pp. 295-304
Persistent link: https://www.econbiz.de/10003308956
Cover Image
A likelihood ratio test for stationarity of rating transitions
Weissbach, Rafael; Walter, Ronja - 2008
For a time-continuous discrete-state Markov process as model for rating transitions, we study the time-stationarity by means of a likelihood ratio test. For multiple Markov process data from a multiplicative intensity model, maximum likelihood parameter estimates can be represented as martingale...
Persistent link: https://www.econbiz.de/10003837749
Cover Image
Marginal conditional stochastic dominance test for efficiency of capitalization-weighted market portfolio
Chow, K. Victor; Hu, Ou - In: International economics & finance journal : (IEFJ) 2 (2007) 1/2, pp. 127-143
Persistent link: https://www.econbiz.de/10003791283
Cover Image
Copula-based tests for cross-sectional independence in panel models
Huang, Hueng-Ming (contributor); Kao, Chihwa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806837