Search Results - subject:"Goodness–of–fit"

A Visual Goodness-of-Fit Test for Econometric Models

Gençay, Ramazan; Selçuk, Faruk - In: Studies in Nonlinear Dynamics & Econometrics 3 (2007) 3, pp. 157-167

This paper designs a visual goodness-of-fit test based on the probability integral transformation of the residuals of …

Persistent link: https://www.econbiz.de/10004966238

Tests for the Validity of the Assumption that the Underlying Distribution of Life is Pareto

Amin, Zeinab H. - In: Journal of Applied Statistics 34 (2007) 2, pp. 195-201

This article considers the problem of testing the validity of the assumption that the underlying distribution of life is Pareto. For complete and censored samples, the relationship between the Pareto and the exponential distributions could be of vital importance to test for the validity of this...

Persistent link: https://www.econbiz.de/10005278868

Comparing and validating hypothesis test procedures: Graphical and numerical tools

Delicado, Pedro; Placencia, Iolanda - Department of Economics and Business, Universitat … - 1997

When the behaviour of a specific hypothesis test statistic is studied by a Monte Carlo experiment, the usual way to describe its quality is by giving the empirical level of the test. As an alternative to this procedure, we use the empirical distribution of the obtained \emph{p-}values and...

Persistent link: https://www.econbiz.de/10005827484

An R2criterion based on optimal predictors

Taylor, Larry - In: Econometric Reviews 16 (1997) 1, pp. 109-118

The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an … asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit … criterion (cr2) is proposed for censored or otherwise limited dependent variables. The new goodness-of-fit measure is then …

Persistent link: https://www.econbiz.de/10005511981

Estimating the parameters of stochastic differential equations by Monte Carlo methods

Stan Hurn, A.; Lindsay, K.A. - In: Mathematics and Computers in Simulation (MATCOM) 43 (1997) 3, pp. 495-501

-square goodness-of-fit statistic leading to a confidence function computed from an incomplete gamma function. A numerical optimisation …

Persistent link: https://www.econbiz.de/10010870324

Modeling household fertility decisions with generalized Poisson regression

Wang, Weiren; Famoye, Felix - In: Journal of Population Economics 10 (1997) 3, pp. 273-283

the dispersion and goodness-of-fit measures for comparing alternative models are discussed. Based on observations from the …

Persistent link: https://www.econbiz.de/10005622364

goodness-of-fit

Rayner, John C. W.; Best, Donald J. - 1989

Persistent link: https://www.econbiz.de/10004074858

The distribution of the extreme daily share returns in the Athens Stock Exchange

Tolikas, Konstantinos; Brown, Richard - 2006

Extreme Value Theory (EVT) methods are used to investigate the asymptotic distribution of the lower tail for daily returns in the Athens Stock Exchange (ASE) over the period 1986 to 2001. Overall, the Generalised Logistic (GL) distribution is found to provide adequate descriptions of the...

Persistent link: https://www.econbiz.de/10009463526

The distribution of the extreme daily share returns in the Athens stock exchange

Tolikas, Konstantinos; Brown, Richard - In: The European Journal of Finance 12 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10005471974

Some Faults of the Bayes Factor in Nonparametric Model Selection

Carota, Cinzia - In: Statistical Methods and Applications 15 (2006) 1, pp. 37-42

Persistent link: https://www.econbiz.de/10005596326