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~subject:"Statistische Methodenlehre"
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The Size and Power of the Variance Ratio Test in Finite Samples : a Monte Carlo Investigation
Lo, Andrew W.
;
Mackinlay, A. Craig
-
2021
We examine the finite sample properties of the variance ratio test of the random walk hypothesis via Monte Carlo simulations under two null and three alternative hypotheses. These results are compared to the performance of the Dickey-Fuller t and the Box-Pierce Q statistics. Under the null...
Persistent link: https://www.econbiz.de/10013243404
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Testing
Bergbauer, Annika
-
2018
solely internal
testing
and internal teacher monitoring including inspectorates does not affect student achievement. Our … findings point out the pitfalls of overly broad generalizations from specific country
testing
systems …
Persistent link: https://www.econbiz.de/10012914273
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