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Trend und Zyklus im Bruttoinlandsprodukt der Bundesrepublik Deutschland. Eine Anmerkung / Trends and Cycles in Germany’s Real Gross Domestic Product. A Note

Meier, Carsten-Patrick - In: Jahrbücher für Nationalökonomie und Statistik 221 (2001) 2, pp. 168-178

Zusammenfassung Diese Anmerkung zeigt, dass das reale Bruttoinlandsprodukt der Bundesrepublik Deutschland einem trendstationären Prozess folgt. Dabei werden sowohl ökonometrische Tests, bei denen die Trendstationarität die Alternativhypothese ist, eingesetzt als auch solche, bei denen sie die...

Persistent link: https://www.econbiz.de/10014608825

A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors

Amsler, Christine; Schmidt, Peter - In: Journal of Econometric Methods 1 (2012) 1, pp. 56-66

Abstract In this paper we consider the robustness to error autocorrelation of four stationarity tests. The size and …

Persistent link: https://www.econbiz.de/10014612538

Estimates and inferences in accounting panel data sets: comparing approaches

Canitz, Felix; Ballis-Papanastasiou, Panagiotis; … - In: The Journal of Risk Finance 18 (2017) 3, pp. 268-283

Purpose The purpose of this paper is to review and evaluate the methods commonly used in accounting literature to correct for cointegrated data and data that are neither stationary nor cointegrated. Design/methodology/approach The authors conducted Monte Carlo simulations according to Baltagi et...

Persistent link: https://www.econbiz.de/10014902128

Are stock prices stationary? Some new evidence from a panel data approach

Shen, Xin; J. Holmes, Mark - In: Studies in Economics and Finance 31 (2014) 4, pp. 387-405

findings on stationarity, it was found that most of our sample is characterized as mean- or trend-reverting with approximated … stock prices exhibit non-linear stationarity. …

Persistent link: https://www.econbiz.de/10015014113

Subperiod robustness checks: testing for effect mean stationarity

Stephen Haggard, K.; Witte, H. Douglas - In: Managerial Finance 38 (2012) 5, pp. 530-542

Purpose – The purpose of this paper is to suggest a superior method for assessing mean stationarity of asset pricing … effects. Design/methodology/approach – The authors suggest the use of an F ‐test to examine mean stationarity of asset pricing … estimated regression coefficients across subperiods when attempting to determine mean stationarity. Originality/value – This …

Persistent link: https://www.econbiz.de/10014940238

Hedge fund managers and deceit: is the accusation of performance manipulation valid?

Smith, Zachary Alexander; Mumtaz, Muhammad Zubair - In: Chinese Management Studies 11 (2017) 3, pp. 387-414

Purpose The purpose of this paper is to examine whether there is significant evidence that hedge fund managers engage in deceptive manipulation of their reported performance results. Design/methodology/approach A model of hedge fund performance has been developed using standard regression...

Persistent link: https://www.econbiz.de/10014697663

Estimating Structural Reliability in the Presence of Covariates Via Bayesian Methods

Ho, Linda Lee - In: Stochastics and Quality Control 19 (2004) 2, pp. 185-196

Abstract In a strength-stress interference model, we are interested in estimating the structural reliability of a system. Here we present Bayesian procedures to estimate the structural reliability and other relevant parameters when covariates are incorporated in the model. Numerical examples...

Persistent link: https://www.econbiz.de/10014590763

Kernel and CDF-Based Estimation of Extropy and Entropy from Progressively Type-II Censoring with Application for Goodness of Fit Problems

Hazeb, Rajaa; Bayoud, Husam A.; Raqab, Mohammad Z. - In: Stochastics and Quality Control 36 (2021) 1, pp. 73-83

Abstract Recently, entropy and extropy-based tests for the uniform distribution have attracted the attention of some researchers. This paper proposes nonparametric entropy and extropy estimators based on progressive type-II censoring and investigates their properties and behavior. Performance of...

Persistent link: https://www.econbiz.de/10014591053

The Distribution of Estimators / Die Verteilung von Schätzern

Fleischer, Karlheinz - In: Jahrbücher für Nationalökonomie und Statistik 217 (1998) 4, pp. 449-466

Summary One problem in statistics is to determine the distributions of estimators and statistics. For distributions of the continuous type the density function of an estimator can at each point be expressed as a multiple integral, but the standard methods for computing integrals are not...

Persistent link: https://www.econbiz.de/10014608618

Difficulties Detecting Fraud? The Use of Benford’s Law on Regression Tables

Bauer, Johannes; Groß, Jochen - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 5-6, pp. 733-748

Summary The occurrence of scientific fraud damages the credibility of science. An instrument to discover deceit was proposed with Benford’s law, a distribution which describes the probability of significant digits in many empirical observations. If Benford-distributed digits are expected and...

Persistent link: https://www.econbiz.de/10014609370

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