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Espinheira, Patricia; Ferrari, Silvia; Cribari-Neto, … - In: Journal of Applied Statistics 35 (2008) 4, pp. 407-419

We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative … to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using … real and simulated data are provided. The results favour one of the residuals we propose. …

Persistent link: https://www.econbiz.de/10005458378

Testing for Multivariate Autocorrelation

Holgersson, H. E. T. - In: Journal of Applied Statistics 31 (2004) 4, pp. 379-395

This paper concerns the problem of assessing autocorrelation of multivariate (i.e. systemwise) models. It is well known that systemwise diagnostic tests for autocorrelation often suffers from poor small sample properties in the sense that the true size overstates the nominal size. The failure of...

Persistent link: https://www.econbiz.de/10005278918

Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics

Atkinson, Anthony - In: Econometric Reviews 28 (2009) 1-3, pp. 21-39

The article illustrates the use of the forward search to provide robust analyses of econometric data. The emphasis is on informative plots that reveal the inferential importance of each observation. The division of observations into “good” and “bad” leverage points is shown to be...

Persistent link: https://www.econbiz.de/10005476108

The Environmental Impacts of Trade Liberalization: A Quantitative Analysis for the United States Using TEAM

Creason, Jared R.; Fisher, Michael; Semenova, Svetlana; … - In: Agricultural and Resource Economics Review 34 (2005) 1

A highly disaggregated emissions factor model is presented. The model generates changes in emissions and resource use by state and 6-digit NAICS sector. Removal of all U.S. import restrictions is examined. Results for agriculture show that composition effects explain highly varied regional...

Persistent link: https://www.econbiz.de/10005801431

Testing Conditional Dynamics in Asymmetry. A Residual-Based Approach

Lambert, Philippe; Laurent, Sébastien - European Centre for Advanced Research in Economics and … - 2008

We propose three residual-based tests for conditional dynamic asymmetry. Estimation is performed under the null hypothesis of constant asymmetry of the innovations and, in a second step, the tests are performed either through a parametric model or a nonparametric method (runs). The working...

Persistent link: https://www.econbiz.de/10005827113

Exploring temporal fluctuations of daily cycling demand on Dutch cycle paths: the influence of weather on cycling

Thomas, Tom; Jaarsma, Rinus; Tutert, Bas - In: Transportation 40 (2013) 1, pp. 1-22

In the pursuit of sustainable mobility policy makers are giving more attention to cycling. The potential of cycling is shown in countries like the Netherlands, where cycling covers 25 % of all person trips. However, the effect of policy interventions on cycling demand is difficult to measure,...

Persistent link: https://www.econbiz.de/10010989475

On the empirical characteristic function process of the residuals in GARCH models and applications

Gamero, M. Jiménez - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 409-432

residuals. Specifically, it is shown that such process uniformly converges to the population characteristic function (CF) of the … to calculate the residuals. Applications of the obtained results for testing symmetry and goodness-of-fit to the law of …

Persistent link: https://www.econbiz.de/10010994239

Linear regression models with slash-elliptical errors

Alcantara, Izabel Cristina; Cysneiros, Francisco José A. - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 153-164

estimation, hypothesis testing, generalized leverage and residuals for the proposed model. In the analysis of local influence, we …

Persistent link: https://www.econbiz.de/10011056423

L1-consistent estimation of the density of residuals in random design regression models

Devroye, Luc; Felber, Tina; Kohler, Michael; Krzyżak, Adam - In: Statistics & Probability Letters 82 (2012) 1, pp. 173-179

kernel density estimate applied to residuals of a consistent regression estimate converges with probability 1 to 0 regardless …

Persistent link: https://www.econbiz.de/10011040025

Common mortality modeling and coherent forecasts. An empirical analysis of worldwide mortality data

Hatzopoulos, P.; Haberman, S. - In: Insurance: Mathematics and Economics 52 (2013) 2, pp. 320-337

A new common mortality modeling structure is presented for analyzing mortality dynamics for a pool of countries, under the framework of generalized linear models (GLM). The countries are first classified by fuzzy c-means cluster analysis in order to construct the common sparse age-period model...

Persistent link: https://www.econbiz.de/10011046676