Narrow search
Showing 1 - 10 of 174
Cover Image
Testing for Cointegration in Misspecified Systems - A Monte Carlo Study of Size Distortions
Österholm, Pär - 2003
specification of a model. Using the best available tests, one can reduce the probability of estimating econometric models that are … misspecified. This paper investigates the small sample performance of four well-known cointegration tests when a system has been …, Johansen's (1991) trace and the Boswijk (1989) Wald tests are examined. The Johansen trace test adjusted by the finite sample …
Persistent link: https://www.econbiz.de/10010321641
Cover Image
Test design under falsification
Perez-Richet, Eduardo; Skreta, Basilikē - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1109-1142
Persistent link: https://www.econbiz.de/10013279527
Cover Image
Evidence of uniform inefficiency in market portfolios based on dominance tests
Anyfantaki, Sofia; Maasoumi, Esfandiar; Ren, Jue; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 937-949
Persistent link: https://www.econbiz.de/10013539392
Cover Image
Test design under falsification
Skreta, Basilikē; Perez-Richet, Eduardo - 2021
Persistent link: https://www.econbiz.de/10012395695
Cover Image
Measuring work styles : towards an understanding of the dynamic components of the theory of work adjustment
Bayl-Smith, Piers H.; Griffin, Barbara - In: Journal of vocational behavior 90 (2015), pp. 132-144
Persistent link: https://www.econbiz.de/10011400939
Cover Image
Reliability based source maintenance scheduling using nature inspired algorithm
Abirami, M.; Subramanian, S.; Ganesan, S.; Anandhakumar, R. - In: International journal of quality & reliability management 32 (2015) 1, pp. 81-96
Persistent link: https://www.econbiz.de/10010511347
Cover Image
Start-up demonstration tests with sparse connection
Zhao, Xian; Wang, Xiaoyue; Sun, Ge - In: European journal of operational research : EJOR 243 (2015) 3, pp. 865-873
Persistent link: https://www.econbiz.de/10010513842
Cover Image
Time to come clean? : disclosure and inspection policies for green production
Kim, Sang Hyun - In: Operations research 63 (2015) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10010519583
Cover Image
Economical sampling plans with warranty based on truncated data from Burr type XII distribution
Tsai, Tzong-Ru; Lio, Yuhlong; Jiang, Nan; Lin, Yu-Jau; … - In: Journal of the Operational Research Society : OR 66 (2015) 9, pp. 1511-1518
Persistent link: https://www.econbiz.de/10011417465
Cover Image
Models and algorithms for skip-free Markov decision processes on trees
Collins, Edmund J. - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1595-1604
Persistent link: https://www.econbiz.de/10011417608