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On the sampling distribution of Allan factor estimator for a homogeneous Poisson process and its use to test inhomogeneities at multiple scales
Serinaldi, Francesco; Kilsby, Chris G. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 5, pp. 1080-1089
The Allan factor (AF) is a statistic widely used to assess if the rate of occurrences of an event tends to cluster and show persistence in a range of space and/or time scales. For a homogeneous Poisson process, the relationship between AF and the space/time is expected to be constant, thus...
Persistent link: https://www.econbiz.de/10010872678
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Testing stationarity with unobserved-components models
Morley, James C.; Panovska, Irina B.; Sinclair, Tara M. - In: Macroeconomic dynamics 21 (2017) 1, pp. 160-182
Persistent link: https://www.econbiz.de/10011686122
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Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer - In: The journal of prediction markets 16 (2022) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng - 1990
Persistent link: https://www.econbiz.de/10000802732
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The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina - 1995
Persistent link: https://www.econbiz.de/10000588980
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How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van; Kiviet, Jan F. - 1994
Persistent link: https://www.econbiz.de/10000151691
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - 2007
Persistent link: https://www.econbiz.de/10003647683
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Bias correction for the regression-based LM fractional integration test
Demetrescu, Matei; Tarcolea, Adina Ioana - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10003650028
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Stability tests for heterogeneous panel data
Chan, Felix; Mancini Griffoli, Tommaso; Pauwels, Laurent L. - 2008
Persistent link: https://www.econbiz.de/10003770566
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Jarque-Bera test and its competitors for testing normality : a power comparison
Thadewald, Thorsten; Büning, Herbert - 2004
Persistent link: https://www.econbiz.de/10001998291