Search Results - subject:"F-test"

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

Hwang, Jungbin; Sun, Yixiao - 2025

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

Instrument strength in IV estimation and inference : a guide to theory and practice

Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653

Persistent link: https://www.econbiz.de/10014471419

Estimation and inference in a possibly multicointegrated system with a fixed number of instruments

Sun, Yixiao; Phillips, Peter C. B.; Kheifets, Igor L. - 2024

Persistent link: https://www.econbiz.de/10015077063

Testing for structural change of predictive regression model to threshold predictive regression model

Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 228-240

Persistent link: https://www.econbiz.de/10013540808

Misspecification tests for log-normal and over-dispersed poisson chain-ladder models

Harnau, Jonas - In: Risks : open access journal 6 (2018) 2, pp. 1-25

Despite the widespread use of chain-ladder models, so far no theory was available to test for model specification. The popular over-dispersed Poisson model assumes that the over-dispersion is common across the data. A further assumption is that accident year effects do not vary across...

Persistent link: https://www.econbiz.de/10011811722