Narrow search
Showing 1 - 10 of 13,261
Cover Image
Decisions on seasonal unit roots
Kunst, Robert M.; Reutter, Michael - 2000
evaluate the merits of such test combinations on the basis of a Bayesian decision setup. They find that the potential gains … over a pure application of the most common test due to Hylleberg et al. (1990( are small. …
Persistent link: https://www.econbiz.de/10001480418
Cover Image
Testing random assignment to peer groups
Jochmans, Koen - 2021 - This version: November 10, 2021
Persistent link: https://www.econbiz.de/10012698500
Cover Image
Inference based on many conditional moment inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - 2015
Persistent link: https://www.econbiz.de/10011312305
Cover Image
The design of replicated difference tests
Meyners, Michael; Brockhoff, Per Bruun - 2002
We show that adding replications in replicated difference test results in larger power and smaller variance when the …
Persistent link: https://www.econbiz.de/10009770920
Cover Image
Revisiting the Great Moderation : policy or luck?
Minford, Patrick; Ou, Zhirong; Wickens, Michael R. - 2014 - May 2012, updated April 2014
We investigate the relative roles of monetary policy and shocks in causing the Great Moderation, using indirect inference where a DSGE model is tested for its ability to mimic a VAR describing the data. A New Keynesian model with a Taylor Rule and one with the Optimal Timeless Rule are both...
Persistent link: https://www.econbiz.de/10010354539
Cover Image
Confirmation : what's in the evidence?
Kataria, Mitesh - 2014
Persistent link: https://www.econbiz.de/10010358847
Cover Image
A simple test for the ignorability of non-compliance in experiments
Huber, Martin - 2013
Persistent link: https://www.econbiz.de/10010242982
Cover Image
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014
Persistent link: https://www.econbiz.de/10010470613
Cover Image
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.
Persistent link: https://www.econbiz.de/10010487255
Cover Image
Testing multiple inequality hypotheses : a smoothed indicator approach
Chen, Le-Yu; Szroeter, Jerzy - 2012
for testing multiple inequalities. The need for simulation or bootstrap to obtain test critical values is thereby obviated …. A simple procedure is enabled using fixed critical values. The test is shown to have correct asymptotic size in the … to nominal signficance level. This applies under weak assumptions allowing for estimator covariance singularity. The test …
Persistent link: https://www.econbiz.de/10009567851