Similar Search Results - EconBiz

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

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

Hypothesis testing when the same variable appears on both sides of the regression

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 19 (2020) 3, pp. 221-225

Persistent link: https://www.econbiz.de/10012596236

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

Small sample adjustments for the J-test

Godfrey, L. G.; Pesaran, M. Hashem - 1982

Persistent link: https://www.econbiz.de/10001532016

Tests for the poolability of panel data in the presence of unknown heteroskedasticity : an asymptotic extension of ANOVA

Yoshida, Atsushi - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 253-265

Persistent link: https://www.econbiz.de/10001470198

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

Information-theoretic schemes for linearity testing under long-range dependence and cointegration

Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995

Persistent link: https://www.econbiz.de/10000914254

Monte Carlo sampling approach to testing nonnested hypotheses : Monte Carlo results

Coulibaly, Nouhoun; Brorsen, Wade - In: Econometric reviews 18 (1999) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10001371097

An investigation of tests for linearity and the accuracy of flexible nonlinear inference

Dahl, Christian M. - 1999

Persistent link: https://www.econbiz.de/10001393464

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