Search Results - subject:"F-distribution"

Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions

Hwang, Jungbin; Sun, Yixiao - 2025

Persistent link: https://www.econbiz.de/10015183163

Some extensions of asymptotic F and t theory in nonstationary regressions

Sun, Yixiao - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 319-347). 2023

Persistent link: https://www.econbiz.de/10014313748

Testing fixed and random effects in linear mixed models

Barnabani, Marco - 2020

Persistent link: https://www.econbiz.de/10012417744

A simple asymptotically F-distributed portmanteau test for diagnostic checking of time series models with uncorrelated innovations

Wang, Xuexin; Sun, Yixiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 505-521

Persistent link: https://www.econbiz.de/10013533447

Some new methods for comparing the capability of two processes using process capability index Cpm

Perakis, Michael - In: International journal of quality & reliability management 39 (2022) 5, pp. 1170-1189

Persistent link: https://www.econbiz.de/10013169570

On the market price of risk

Korkie, Robert M.; Turtle, Harry J. - In: Mathematics and financial economics 15 (2021) 4, pp. 675-718

Persistent link: https://www.econbiz.de/10012616854

Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures

Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014473708

Asymptotic F test in regressions with observations collected at high frequency over long span

Pellatt, Daniel F.; Sun, Yixiao - In: Journal of econometrics 235 (2023) 2, pp. 1281-1309

Persistent link: https://www.econbiz.de/10014471377

Asymptotic F test in regressions with observations collected at high frequency over long span

Pellatt, Daniel; Sun, Yixiao - University of California, San Diego / Department of … - 2020

Persistent link: https://www.econbiz.de/10012504149

A parametric test to discriminate between a linear regression model and a linear latent growth model

Barnabani, Marco - Dipartimento di Statistica, Informatica, Applicazioni … - 2015

data. It can be a â€standardâ€ F-distribution or a linear combination of F-distributions. In the paper a unified sampling … distribution based on a generalized F-distribution is proposed. The knowledge of this distribution allows us to make inference in a …

Persistent link: https://www.econbiz.de/10011265574