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Some Improved Tests for Multivariate One-Sided Hypotheses
Perlman, Michael; Wu, Lang - In: Metrika 64 (2006) 1, pp. 23-39
Persistent link: https://www.econbiz.de/10005756320
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Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan
Emura, Takeshi; Katsuyama, Hitomi; Wang, Jinfang - Volkswirtschaftliche Fakultät, … - 2010
investigate the performance of the proposed estimator as well as the power of the likelihood ratio test. We demonstrate how the …
Persistent link: https://www.econbiz.de/10011109469
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Asymptotic power of likelihood ratio tests for high dimensional data
Wang, Cheng - In: Statistics & Probability Letters 88 (2014) C, pp. 184-189
This paper studies the asymptotic power of the likelihood ratio test (LRT) for the identity test when the dimension p …
Persistent link: https://www.econbiz.de/10010752974
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Little's test of missing completely at random
Li, Cheng - In: Stata Journal 13 (2013) 4, pp. 795-809
In missing-data analysis, Little's test (1988, Journal of the American Statistical Association 83: 1198–1202) is useful for testing the assumption of missing completely at random for multivariate, partially observed quantitative data. I introduce the mcartest command, which implements Little's...
Persistent link: https://www.econbiz.de/10010726732
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A Monte Carlo Investigation of Some Tests for Stochastic Dominance
Tse, Y.K.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2003
overly conservative and does not compare favorably against the Davidson-Duclos and Anderson tests in terms of power. …
Persistent link: https://www.econbiz.de/10005581107
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Weighty evidence? : poverty estimation with missing data
Drèze, Jean; Somanchi, Anmol - In: Studies in microeconomics 12 (2024) 1, pp. 93-106
Persistent link: https://www.econbiz.de/10014635289
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Country Default Probabilities: Assessing and Backtesting
Vogl, Konstantin; Maltritz, Dominik; Huschens, Stefan; … - 2006
We address the problem how to estimate default probabilities for sovereign countries based on market data of traded debt. A structural Merton-type model is applied to a sample of emerging market and transition countries. In this context, only few and heterogeneous default probabilities are...
Persistent link: https://www.econbiz.de/10010296810
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Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model
Boswijk, H. Peter; Jansson, Michael; Nielsen, Morten Ø. - 2012
distribution theory and local power results. The tests are (quasi-)likelihood ratio tests based on a Gaussian likelihood, but of … course the asymptotic results apply more generally. The power gains relative to existing tests are due to two factors. First … local power of the proposed tests dominates that of existing cointegration rank tests. …
Persistent link: https://www.econbiz.de/10010326332
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Testing for zero-modification in count regression models
Czado, Claudia; Min, Aleksey - 2006
power loss of 47% compared to the Wald test in the worst case, while in the ZMGP case the worst loss is 87%. Therefore …, regardless of the computational advantage of score tests, the loss in power compared to the Wald and LR tests should not be …
Persistent link: https://www.econbiz.de/10010266215
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Does foreign direct investment promote regional development in developed countries? A Markov chain approach for US states
Bode, Eckhardt; Nunnenkamp, Peter - 2007
This paper investigates the effects of inward FDI on per-capita income and growth of the US states since the mid-1970s. Using a Markov chain approach, it shows that both quantitative and qualitative characteristics of FDI affect per-capita income and growth. Employment-intensive FDI,...
Persistent link: https://www.econbiz.de/10010272970