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A Score Test for Seasonal Fraction Integration and Cointegration

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1996

This paper develops a time domaine score statistic for testing fractional integration at zero and seasonal frequencies in quarterly time series models.

Persistent link: https://www.econbiz.de/10010541590

Testing Stationary Nonnested Short Memory Against Long Memory Processes

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1995

Persistent link: https://www.econbiz.de/10010541659

Testing for Linear and Non-linear Granger Causality in the Stock Price-Volume Relation: Korean Evidence

Silvapulle, Param; Choi, Jong-Seo - Department of Economics and Finance, La Trobe Business … - 1997

In this paper, linear and non-linear Granger causality tests are used to examine the dynamic relationship between daily …

Persistent link: https://www.econbiz.de/10010541765

A Lagrange Multiplier Test Seasonal Fractional Integration

Silvapulle, Param - Department of Economics and Finance, La Trobe Business … - 1995

Persistent link: https://www.econbiz.de/10010541777

How validity travelled to economic experimenting

Heukelom, Floris - In: Journal of Economic Methodology 18 (2011) 1, pp. 13-28

contexts of psychological tests. Following the classification of different validity-types in the American Psychological … Association's Technical Recommendations (1954), validity travelled from psychological tests to psychological experiments through … definition that was subsequently taken over by other economists. In its travels from psychological tests to psychological …

Persistent link: https://www.econbiz.de/10009219399

The standard error of moving average smoothed equipercentile equating

Hutchison, Dougal - In: Quality & Quantity: International Journal of Methodology 44 (2010) 4, pp. 783-791

Persistent link: https://www.econbiz.de/10009396079

Do Men and Women Perform Differently on Different Types of Test Questions?

Thompson, Alexi S.; Jager, Abigail L.; Burton Jr., Robert O. - Southern Agricultural Economics Association - SAEA - 2012

Persistent link: https://www.econbiz.de/10009421069

The Optimal Choice of Pre-Launch Reviewer

Gill, David; Sgroi, Daniel - Department of Economics, Oxford University - 2011

We develop a framework in which: (i) a firm can have a new product tested publicly before launch; and (ii) tests vary …

Persistent link: https://www.econbiz.de/10009275435

Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison

Gabriel, Vasco - In: Econometric Reviews 22 (2003) 4, pp. 411-435

The aim of this paper is to compare the relative performance of several tests for the null hypothesis of cointegration …

Persistent link: https://www.econbiz.de/10009279877

Dynamics of Market Power and Concentration Profiles

Maasoumi, Esfandiar; Slottje, Daniel - In: Econometric Reviews 22 (2003) 2, pp. 155-177

This paper examines some of the economic and econometric issues that arise in attempting to measure the degree of concentration in an industry and its dynamic evolution. A general axiomatic basis is developed. We offer new measures of concentration over aggregated periods of time and provide a...

Persistent link: https://www.econbiz.de/10009279886