Showing 1 - 10 of 43
We show that a deeper insight into the relations among marginal processes of a multivariate Markov chain can be gained by testing hypotheses of Granger noncausality, contemporaneous independence and monotone dependence. Granger noncausality and contemporaneous independence conditions are read...
Persistent link: https://www.econbiz.de/10010994994
Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We...
Persistent link: https://www.econbiz.de/10011151876
There has been some recent work in the statistical literature for modelling the relationship between the size of primary cancers and the occurrences of metastases. While nonparametric methods have been proposed for estimation of the tumor size distribution at which metastatic transition occurs,...
Persistent link: https://www.econbiz.de/10005750997
Persistent link: https://www.econbiz.de/10005756300
Monotonicity of the likelihood ratio for conditioned densities is a common technical assumption in economic models. But we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted inference, which is robust with respect to the...
Persistent link: https://www.econbiz.de/10005786239
In this paper, we present methods for deriving testable implication from models with multiple equilibria. Our framework includes many economic models with a one-dimensional endogenous variable---examples are macroeconomic growth models (Solow, 1956), partial equilibrium models, and games of...
Persistent link: https://www.econbiz.de/10005702626
Many factorial experiments yield categorical response data. Moreover, the experiments are often run under a restricted randomization for logistical reasons and/or because of time and cost constraints. The combination of categorical data and restricted randomization necessitates the use of...
Persistent link: https://www.econbiz.de/10008695005
Though ubiquitous, Likert scaling’s traditional mode of analysis is often unable to uncover all of the valid information in a data set. Here, the authors discuss a solution to this problem based on methodology developed by quantum physicists: the state multipole method. The authors...
Persistent link: https://www.econbiz.de/10011138708
Nonparametric methods for matched pairs with data missing completely at random are considered. It is not assumed that the observations are coming from distribution functions belonging to a certain parametric or semi-parametric family. In particular, the distributions can have different shapes...
Persistent link: https://www.econbiz.de/10011056395