Similar Search Results - EconBiz

Specification tests for the distribution of errors in nonoarametric regression : a martingale approach

Mora, Juan; Pérez-Alonso, Alicia - 2008

Persistent link: https://www.econbiz.de/10003871481

Uncovering regimes in out of sample forecast errors

Silva, Anibal Emiliano da; Gonzalo, Jesús; Pitarakis, … - 2018

Persistent link: https://www.econbiz.de/10011945978

Uncovering regimes in out of sample forecast errors from predictive regressions

Silva Neto, Aníbal Emiliano da; Gonzalo, Jesús; … - 2020

Persistent link: https://www.econbiz.de/10012501495

Powerful t-Tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - 2023

This paper proposes a powerful alternative to the t-test of the null hypothesis that a coefficient in linear regression is equal to zero when a regressor is mismeasured. We assume there are two contaminated measurements of the regressor of interest. We allow the two measurement errors to be...

Persistent link: https://www.econbiz.de/10014480598

Recovered errors and normal diagnostics in regression

Jensen, Donald R.; Ramirez, Donald E. - In: Metrika : international journal for theoretical and … 49 (1999) 2, pp. 107-119

Persistent link: https://www.econbiz.de/10001463421

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss

Geng, W. J.; Wan, Alan T. K. - In: Statistical papers 41 (2000) 4, pp. 453-472

Persistent link: https://www.econbiz.de/10001523634

Testing panel data regression models woth spatial error correlation

Baltagi, Badi H.; Song, Seuck-heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10001787606

Size matters: the standard error of regressions in the American economic review

Ziliak, Stephen T.; McCloskey, Deirdre N. - In: The journal of socio-economics 33 (2004) 5, pp. 527-546

Persistent link: https://www.econbiz.de/10002482422

Evaluating significance : comments on "size matters"

Elliott, Graham; Granger, C. W. J. - In: The journal of socio-economics 33 (2004) 5, pp. 547-550

Persistent link: https://www.econbiz.de/10002482436

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