Narrow search
Showing 1 - 10 of 628,045
Cover Image
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
Cover Image
A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten van; … - 2011
Persistent link: https://www.econbiz.de/10009155239
Cover Image
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo; Montanari, Angela - In: Computational economics 59 (2022) 3, pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Cover Image
Testing for output convergence : a re-examination
Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000
This paper investigates output convergence for the G7 countries using multivariate time series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered....
Persistent link: https://www.econbiz.de/10009781596
Cover Image
A robust bootstrap approach to the Hausman test in stationary panel data models
Herwartz, Helmut (contributor);  … - 2007
In panel data econometrics the Hausman test is of central importance to select an e±cient estimator of the models' slope parameters. When testing the null hypothesis of no correlation between unobserved heterogeneity and observable explanatory variables by means of the Hausman test model...
Persistent link: https://www.econbiz.de/10003587048
Cover Image
Predictive Regression and Robust Hypothesis Testing : Predictability Hidden by Anomalous Observations
Camponovo, Lorenzo - 2012
Testing procedures for predictive regressions with lagged autoregressive variables imply a suboptimal inference in presence of small violations of ideal assumptions. We propose a novel testing framework resistant to such violations, which is consistent with nearly integrated regressors and...
Persistent link: https://www.econbiz.de/10013105355
Cover Image
A Robust Bootstrap Test for Mediation Analysis
Alfons, Andreas; Ates, Nufer; Groenen, Patrick J. F. - 2018
Mediation analysis is central to theory building and testing in organizations research. Management scholars often use … linear regression analysis based on normal-theory maximum likelihood estimators to test mediation. However, these estimators …. This sensitivity seriously threatens the empirical testing of theory about mediation mechanisms, as many empirical studies …
Persistent link: https://www.econbiz.de/10014033509
Cover Image
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - 2000
The small sample properties of two types of Chow tests are investigated in the context of multiple time series models. It is found that the tests may have substantially distorted size if the sample size is not large relative to the number of parameters in the model under study. In particular the...
Persistent link: https://www.econbiz.de/10009612028
Cover Image
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
Cover Image
On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001555315