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Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
Fernández del Hoyo, Juan J.; Llorente, G.; Rivero, C. - In: Computational economics 54 (2019) 1, pp. 113-137
Persistent link: https://www.econbiz.de/10012134106
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Tales of testing Bayesians
Drèze, Jacques H. - 1989
Persistent link: https://www.econbiz.de/10000772227
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177
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The geometry of the Wald test
Davidson, Russell - 1990
Persistent link: https://www.econbiz.de/10000129411
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Significance tests
Caulcott, Evelyn - 1973
Persistent link: https://www.econbiz.de/10000372787
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Statistical power analysis for the behavioral sciences
Cohen, Jacob - 1969
Persistent link: https://www.econbiz.de/10000061466
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A sequential testing procedure for outliers and structural change
McAleer, Michael; Tse, Y. K. - 1988
Persistent link: https://www.econbiz.de/10000009169
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The significance of statistical significance tests in marketing research
Sawyer, Alan G.; Peter, Jerome Paul - 2009
Persistent link: https://www.econbiz.de/10003794414
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Minimaxversionen des zweistufigen Zwei-Stichproben-Gaußtests
Kremer, Marco; Krumbholz, Wolf; Starke, Ingo - 2009
Persistent link: https://www.econbiz.de/10003888748
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Assessing robustness of intrinsic tests of independence in two-way contingency tables
Casella, George; Moreno, Elías - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1261-1271
Persistent link: https://www.econbiz.de/10003902868