Search Results

Bootstrap Tests of Nonnested Linear Regression Models,
Russell Davidson and James MacKinnon, from ASSET (Association of Southern European Economic Theorists) (1997)
Keywords: TESTS ; ECONOMETRICS

Robustness of ARCH Tests in the Presence of Serial Correlation,
Param Silvapulle and J Lee, from School of Economics, La Trobe University (1993)
Keywords: econometrics ; tests

Some Consequences of Model Misspecification for t Testing in a Structural Equation,
Christopher Skeels and M.D. Smith, from Western Sydney - School of Business And Technology (1993)
Keywords: econometrics ; tests

ORTHOGONALITY TEST WITH DE-TENDED DATA'S INTERPRETING MONTE CARLO RESULTS USING NAGER EXPANSIONS,
A. Benarjee, Juan Dolado and J.W. Galbraigth, from Universidad de Alicante - Fundamentos de Analisis Economico (1988)
Keywords: tests ; econometrics

Tests of Independence in Separable Econometric Models,
Donald Brown and Marten H. Wegkamp, from Cowles Foundation for Research in Economics, Yale University (2003)
Keywords: Cramer-von Mises distance, Empirical independence processes, Random utility models, Semiparametric econometric models, Specification test of independence

A Visual Goodness-of-Fit Test for Econometric Models,
Ramazan Gencay and Faruk Selcuk, in Studies in Nonlinear Dynamics & Econometrics (1998)
Keywords: normality, hypothesis testing, probability integral transform, goodness of fit, econometric modeling, visual tests

Rao's Score Test in Econometrics,
Anil Bera and Aman Ullah, from Tilburg - Center for Economic Research (1991)
Keywords: econometrics ; economic models

Randomization Tests in Econometrics,
Peter Kennedy, from Department of Economics, Simon Fraser University (1993)
Keywords: econometrics ; economic models

ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM,
Michael McAleer and Y.K. Tse, from Institute of Social and Economic Research, Osaka University (1989)
Keywords: tests ; econometric models ; heteroskedasticity ; econometrics

Tests of Independence in Separable Econometric Models: Theory and Application,
Donald Brown, Rahul Deb and Marten Wegkamp, from Economic Growth Center, Yale University (2006)
Keywords: Cramér-von Mises distance, empirical independence processes, random utility models, semiparametric econometric models, specification test of independence

Tests of Independence in Separable Econometric Models: Theory and Application,
Donald J. Brown, Rahul Deb and Marten H. Wegkamp, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Cramer-von Mises distance, Empirical independence processes, Random utility models, Semiparametric econometric models, Specification test of independence

Tests of Independence in Separable Econometric Models: Theory and Application,
Donald Brown, Rahul Deb and Marten H. Wegkamp, from Cowles Foundation for Research in Economics, Yale University (2006)
Keywords: Cramer–von Mises distance, Empirical independence processes, Random utility models, Semiparametric econometric models, Specification test of independence

The Role of Hypothesis Testing in the Molding of Econometric Models,
Kevin Hoover, from Center for the History of Political Economy (2012)
Keywords: statistical testing, hypothesis tests, models, general-to-specific specification search, optional stopping, severe tests, costs of search, costs of inference, extreme-bounds analysis, LSE econometric methodology

Information Asymmetries and Supplier Induced demand; An Econometric Study for the French Market,
Sophie Béjean, from Dijon - Institut des Mathematiques Economiques (1990)
Keywords: demand ; risk ; econometrics ; tests

Testing for Forecasting Poential in the Bispectrum,
Hans Dewachter, from Centro de Estudios Monetarios Y Financieros- (1993)
Keywords: statistics ; econometrics ; tests

Tests of Specification in Econometrics,
Paul Ruud, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (1984)
Keywords: hypothesis tests, specification tests, Chow tests, Hausman tests, maximu likelihood, pre-test estimation, limited dependent variables, exogeneity, Social and Behavioral Sciences

TEST CONSISTENCY WITH VARYING SAMPLING FREQUENCY,
Pierre Perron, from Princeton, Department of Economics - Econometric Research Program (1989)
Keywords: tests ; stochastic processes ; econometrics

Testing Restrictions in Nonparametric Efficiency Models,
Leopold Simar and Paul Wilson, from Catholique de Louvain - Institut de statistique (2000)
Keywords: ECONOMETRIC MODELS ; EFFICIENCY ; TESTS

WHAT DO HETEROSKEDASTICITY TESTS DETECT?,
Jayasri Dutta and A. Zaman, from Columbia - Graduate School of Business (1989)
Keywords: tests ; heteroskedasticity ; econometrics

Testing for Unit Roots in Heterogeneous Panels,
M.H. Pasaran, K.S. Im and Yongcheol Shin, from Faculty of Economics, University of Cambridge (1995)
Keywords: UNIT ROOTS;ECONOMETRICS;TESTS

A Test for Independence Based on the Correlation Dimension,
William Brock, W.D. Dechert, Blake Lebaron and Jose Scheinkman, from Wisconsin Madison - Social Systems (1995)
Keywords: TESTS;MATHEMATICS;ECONOMETRICS

Specification tests in econometrics,
Jerry Hausman, in Applied Econometrics (2015)
Keywords: specification tests; Hausman test; instrumental variables; panel data; simultaneous equations

The econometrics of the Holy Grail: A critique (Revised version),
H.A. Keuzenkamp, from Tilburg University, Center for Economic Research (1995)
Keywords: Econometrics; Testing; Data Generation Process; econometrics

Hypothesis Testing in Econometrics,
Joseph P. Romano, Azeem Shaikh and Michael Wolf, in Annual Review of Economics (2010)
Keywords: asymptotics, multiple testing, optimality, resampling

Hypothesis testing in econometrics,
Joseph P. Romano, Azeem Shaikh and Michael Wolf, from Institute for Empirical Research in Economics - University of Zurich (2009)
Keywords: Asymptotics, multiple testing, optimality, resampling

AN EMPIRICAL TEST OF ACCOUNTING VALUES AS MEASURES OF INTRINSIC VALUES,
P.M. Fairfield and T.S. Harris, from Columbia - Graduate School of Business (1989)
Keywords: tests ; accounting ; prices ; econometrics

A Nonparametric Least-Squares Test for Checking a Polynomial Relationship,
I. Gijbels and V. Rousson, from Catholique de Louvain - Institut de statistique (1999)
Keywords: TESTS ; ESTIMATOR ; ECONOMETRICS

A Comparison of the Power of Some Tests for Conditional Heteroscedasticity,
A. Peguin-Feissolle, from Universite Aix-Marseille III (1999)
Keywords: TESTING ; ECONOMETRICS ; HETEROSKEDASTICITY

A Simple Test for Spatial Correlation in Probit Models,
Joris Pinkse and Margaret Slade, from Universite Aix-Marseille III (1996)
Keywords: TESTS;ECONOMETRICS;MATHEMATICS

Properties of Unit Root Tests for Models with Trend and Cycles,
Fabrice Barthélémy and Michel Lubrano, from Universite Aix-Marseille III (1996)
Keywords: MODELS;ECONOMETRICS;TESTS

Information Matrix Test, Parameter Heterogeneity and Arch: A Synthesis,
Anil Bera and S. Lee, from Tilburg - Center for Economic Research (1991)
Keywords: tests ; econometrics ; information

A comparison of the power of some tests for conditional heteroscedasticity,
Anne Peguin-Feissolle, from HAL (1999)
Keywords: TESTING,ECONOMETRICS,HETEROSKEDASTICITY

Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests,
Russell Davidson, from Universite Aix-Marseille III (2000)
Keywords: TESTS ; MODELS ; ECONOMETRICS

Testing(p,q) in the Armax(p,q)-Model,
Leon Wegge, from California Davis - Institute of Governmental Affairs (1992)
Keywords: economic models ; econometrics ; tests

TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN,
Pierre Perron, from Princeton, Department of Economics - Econometric Research Program (1989)
Keywords: tests ; convergence ; evaluation ; econometrics

Testing forUnit Root in the Presence of Deterministic Trends,
Peter Schmidt and Peter Phillips, from Michigan State - Econometrics and Economic Theory (1990)
Keywords: econometrics ; time series ; tests

Tests of Independence in Parametric Models: with Applications and Illustrations,
C. Cameron and Pravin Trivedi, from Tilburg - Center for Economic Research (1992)
Keywords: econometrics ; economic models ; tests

TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS,
Robert Engle and David Hendry, from University of Oxford, Department of Economics (1990)
Keywords: econometrics ; tests ; economic theory

A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT,
Bruce Hansen, from University of Rochester - Center for Economic Research (RCER) (1990)
Keywords: tests ; econometrics ; economic models

A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors,
Soren Johansen, from European University Institute (1999)
Keywords: TESTING ; REGRESSION ANALYSIS ; ECONOMETRICS

A Bartlett Correction Factor for Tests on the Cointegrating Relations,
Soren Johansen, from European University Institute (1999)
Keywords: TESTING ; REGRESSION ANALYSIS ; ECONOMETRICS

Cointegration and Direct Tests of the Rational Expectations Hypothesis,
Michael McAleer, Colin McKenzie and M.H. Pesaren, from Faculty of Economics, University of Cambridge (1993)
Keywords: econometrics ; tests ; expectations

A Simple Framework for Non-Parametric Specification Testing,
G. Ellison and F. Ellison, from Harvard - Institute of Economic Research (1993)
Keywords: economic models ; tests ; econometrics

ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY,
Richard Baillie, from Michigan State - Econometrics and Economic Theory (1988)
Keywords: econometrics ; market ; efficiency

FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION,
Junsoo Lee, from Michigan State - Econometrics and Economic Theory (1990)
Keywords: economic models ; econometrics ; tests

Testing Causality Between Two Vectors in Multivariate Arma Models,
B. Boudjellaba, Jean-Marie Dufour and R. Roy, from Universite de Montreal, Departement de sciences economiques (1991)
Keywords: TESTS ; ECONOMETRICS ; ECONOMIC MODELS

Small-Sample Power of Tests for Inequality Restrictions: The Case of Quarter Independant Errors,
P. Wu and Maxwell King, from Monash University, Department of Econometrics and Business Statistics (1995)
Keywords: ECONOMETRICS; Hypothesis tests

Testing Causality Between Two Vextors in Multivariate Arma Models,
B. Boudjellaba, Jean-Marie Dufour and R. Roy, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
Keywords: tests ; econometrics ; economic models

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests,
Pierre Perron and Serena Ng, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (1996)
Keywords: EVALUATION;ECONOMETRICS;TESTS

JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS,
Anil Bera, Michael McAleer and Mohammad Pesaran, from California Los Angeles - Applied Econometrics (1989)
Keywords: tests ; econometrics ; linear models

Several Econometric Tests of Exchange Rate Efficiency for a Few European Countries,
Gilda M. Agacer, Augustine C. Arize, Ioannis N. Kallianiotis, Krishna M. Kasibhatla and John Malindretos, in International Journal of Financial Research (2015)
Keywords: efficiency, foreign exchange, exchange rates, econometric tests, technical analysis, forward rates

Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation,
Eric Ghysels, Hahn Lee and J. Noh, from Universite de Montreal, Departement de sciences economiques (1991)
Keywords: ECONOMETRICS ; ECONOMIC MODELS ; TESTS

The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors,
Maxwell King and David Harris, from Monash University, Department of Econometrics and Business Statistics (1995)
Keywords: ECONOMETRICS; Durbin-Watson Test

A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS,
Eric Ghysels and Alastair Hall, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (1988)
Keywords: linear models ; econometrics ; tests

Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation,
Eric Ghysels, Hahn Lee and J. Noh, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991)
Keywords: econometrics ; economic models ; tests

A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION,
D. Prescott and Thanasis Stengos, from University of Guelph, Department of Economics and Finance (1989)
Keywords: tests ; evaluation ; econometrics

Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root: How Sure are we that Economic Time Series have a Unit Root?,
D. Kwiatkowski, Peter Phillips and Peter Schmidt, from Michigan State - Econometrics and Economic Theory (1990)
Keywords: econometrics ; time series ; tests

General Nonparametric Regression Estimation and Testing in Econometrics,
Aman Ullah and Hrishikesh Vinod, from The A. Gary Anderson Graduate School of Management. University of California Riverside (1992)
Keywords: econometrics ; evaluation

ROBUST M-TESTS,
Franco Peracchi, from C.V. Starr Center for Applied Economics, New York University (1990)
Keywords: tests ; statistical analysis ; evaluation ; econometrics

Keynes and the logic of econometric method,
H.A. Keuzenkamp, from Tilburg University, Center for Economic Research (1995)
Keywords: Business Cycles; Econometrics; Testing; business cycle

A Test of the Expectations Hypothesis of the Term Structure Using Cross-Section Data,
Richard Harris, from University of Exeter, Department of Economics (1998)
Keywords: ECONOMETRIC MODELS ; ECONOMETRICS ; MODELS ; INTEREST RATE ; TESTS

Testing for Son Preference in South Africa,
Lata Gangadharan and Pushkar Maitra, from The University of Melbourne (1999)
Keywords: MEN ; WOMEN ; TESTING ; CONSUMPTION ; ECONOMETRICS

A Significance Test for Classifying ARMA Models,
Elizabeth Maharaj, from Monash University, Department of Econometrics and Business Statistics (1994)
Keywords: Significance tests ; ARMA models ; econometrics

Testing for Serial Correlation in the of Dynamic Heteroscedasticity,
Param Silvapulle and M. Evans, from Monash University, Department of Econometrics and Business Statistics (1996)
Keywords: ECONOMIC MODELS;ECONOMETRICS;CORRELATION TESTS

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration,
James MacKinnon, Alfred Haug and Leo Michelis, from Universite Aix-Marseille III (1996)
Keywords: TIME SERIES;ECONOMETRICS;TESTS;MATHEMATICS

A Test of New Aggregate Damand Curvature Properties,
S.D. Korenman, Pierre Ouellette and Jeffrey Wooldridge, from Universite de Montreal, Departement de sciences economiques (1988)
Keywords: Econometrics ; Tests ; Aggregate Functions ; Demand

Market Domination: Tests Applied to the Danish Cement Industry,
Lisbeth la Cour and Peter Møllgaard, in European Journal of Law and Economics (2002)
Keywords: dominant position, econometric tests, cement,

Means-Tested Benefits, Incentives and Earnings Distributions,
John Creedy and Rosanna Scutella, from The University of Melbourne (2000)
Keywords: INCOME DISTRIBUTION ; ECONOMETRICS ; TESTING ; INCENTIVES

A TEST OF NEW AGGREGATE DAMAND CURVATURE PROPERTIES,
S.D. Korenman, Pierre Ouellette and Jeffrey Wooldridge, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (1988)
Keywords: econometrics ; tests ; aggregate functions ; demand

Further thoughts on testing for casuality with econometric models,
P. A. V. B. Swamy and Peter von zur Muehlen, from Board of Governors of the Federal Reserve System (U.S.) (1987)
Keywords: Economics; Econometric models

Multiple Testing Techniques in Growth Econometrics,
Thomas Deckers and Christoph Hanck, from University Library of Munich, Germany (2009)
Keywords: Growth Empirics; Multiple Testing; Convergence; Bootstrap

Econometrics,
Michael Creel, from SUNY-Oswego, Department of Economics (2005)
Keywords: econometrics,econometrics,online textbook

Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors,
Jean-Marie Dufour, from Universite de Montreal, Departement de sciences economiques (1986)
Keywords: Econometrics ; Evaluation Techniques ; Boundaries ; Tests

Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications,
Robert Brooks and Maxwell King, from Monash University, Department of Econometrics and Business Statistics (1994)
Keywords: econometrics ; Hypothesis Testing; Varying Coefficients

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions,
Jean-Marie Dufour and Abdeljelil Farhat, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
Keywords: ECONOMETRICS ; ECONOMIC MODELS ; TESTS ; ESTIMATION

Econometric tests for analyzing common impact,
Kevin W. Caves and Hal J. Singer, from Emerald Group Publishing Limited (2014)
Keywords: Common impact, econometric modeling, common proof paradox, class actions, class certification, C52, K21, C19

Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology,
Raymond Florax, Henk Folmer and Sergio Rey, from University Library of Munich, Germany (2002)
Keywords: spatial econometrics, autocorrelation, pre-testing, specification strategy

An assessment of property performance forecasts: consensus versus econometric,
Sotiris Tsolacos, in Journal of Property Investment & Finance (2006)
Keywords: Rent reviews, Returns, Econometrics, Comparative tests, Forecasting

Econometric Aspects of the Variance-Bound Tests: A Survey,
C. Gilles and Stephen LeRoy, from Carleton University, Department of Economics (1991)
Keywords: econometric models ; financial market ; prices

Transition Modeling and Econometric Convergence Tests,
Peter Phillips and Donggyu Sul, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Club convergence, Relative convergence, Common factor, Convergence, log t regression test, Panel data, Transition

ANALYSIS OF UNEMPLOYMENT AMONG YOUNG INDIVIDUALS FROM ROMANIA BY ECONOMETRIC METHODS,
Mariana Nicolae-Balan, in Internal Auditing and Risk Management (2014)
Keywords: youths’ unemployment rate; econometric model; statistical tests

Asymptotics for Semiparametric Econometric Models: III. Testing and Examples,
Donald Andrews, from Cowles Foundation for Research in Economics, Yale University (1989)
Keywords: Lagrange multiplier test, likelihood ratio test, semiparametric model, semiparametric tests, Wald test, asymptotic theory

Optimal test for Markov switching,
Marine Carrasco and Liang Hu, from Society for Economic Dynamics (2004)
Keywords: econometrics, speculative bubbles, Markov switching, test

The Diffusion of Hausman's Econometric Ideas,
Hector O. Zapata and Cristina M. Caminita, from Emerald Group Publishing Limited (2012)
Keywords: Econometrics, specification tests, citation analysis, scholarly communication, scientometrics

A Simple Test for Unit Root Bilinearity,
Wojciech Charemza, Mikhail Lifshits and Svetlana Makarova, from European University at St. Petersburg, Department of Economics (2002)
Keywords: time-series econometrics, testing, nonstationary bilinear processes

Time series forecasting: a test of automated econometric methods,
Erick Ferreira and Igor Souza, from Cedeplar, Universidade Federal de Minas Gerais (2023)
Keywords: Time series econometrics, ARIMA, exponential smoothing, auto.arima

Inference in Econometric Models with Structural Change,
Donald Andrews and Ray Fair, from Cowles Foundation for Research in Economics, Yale University (1987)
Keywords: Chow test, dynamic model, econometric model, Lagrange multiplier test, likelihood ratio test, structural change, Wald test, nonlinear model

A SIMPLE BERA-JARQUE NORMALITY TEST FOR NONPARAMETRIC RESIDUALS,
Paul Rilstone, from Laval - Recherche en Energie (1990)
Keywords: econometric models ; tests ; regression analysis ; evaluation

Statistical Estimation and Testing of a Real Business Cycle Model,
Gregory Chow, from Princeton, Department of Economics - Econometric Research Program (1993)
Keywords: economic models ; econometrics ; tests ; business cycles

BOOTSTRAPPING TESTS OF LONG-TERM STOCK MARKET EFFICIENCY,
William Goetzmann, from Columbia - Graduate School of Business (1990)
Keywords: econometric models ; profitability ; time factor ; tests