Search Results - subject:"Estimation effect"

The performance of control charts with economic-statistical design when parameters are estimated

Al-Said, Mahmoud; Kamal, Rania M.; Rashwan, Mahmoud M. - In: Review of economics and political science : REPS 6 (2021) 2, pp. 142-160

Purpose This paper presents economic and economic-statistical designs of the adaptive exponentially weighted moving average (AEWMA) control chart for monitoring the process mean. It also aims to compare the effect of estimated process parameters on the economic performance of three charts, which...

Persistent link: https://www.econbiz.de/10012615346

The performance of control charts with economic-statistical design when parameters are estimated

Al-Said, Mahmoud; Kamal, Rania M.; Rashwan, Mahmoud M. - In: Review of Economics and Political Science (REPS) 6 (2021) 2, pp. 142-160

Persistent link: https://www.econbiz.de/10015394542

A general approach to conditional moment specification testing with projections

Wang, Xuexin - In: Econometric reviews 37 (2018) 1/5, pp. 140-165

Persistent link: https://www.econbiz.de/10012038162

Model Adequacy Checks for Discrete Choice Dynamic Models

Kheifets, Igor; Velasco, Carlos - Center for Economic and Financial Research (CEFIR), New … - 2012

properties of such tests taking into account the parameter estimation effect. Since transformed series are iid we do not require …

Persistent link: https://www.econbiz.de/10010535508

Goodness of fit test for discrete random variables

Lee, Sangyeol - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 92-100

process gof test constructed based on the Khmaladze transformation method is considered to remove the parameter estimation … effect. Further, the approach of the continuous extension of discrete random variables introduced in Denuit and Lambert (2005 …

Persistent link: https://www.econbiz.de/10011056606

A simple approach to standardized-residuals-based higher-moment tests

Chen, Yi-Ting - In: Journal of Empirical Finance 19 (2012) 4, pp. 427-453

estimation effect, and provide an empirical example to show the usefulness of our tests in exploring conditional non-normality. …

Persistent link: https://www.econbiz.de/10010942980

A simple approach to standardized-residuals-based higher-moment tests

Chen, Yi-ting - In: Journal of empirical finance 19 (2012) 4, pp. 427-453

Persistent link: https://www.econbiz.de/10009615672