Search Results - subject:"Homogeneity tests"

Homogeneity tests for Levy processes and applications

Ciuiu, Daniel - Volkswirtschaftliche Fakultät, … - 2011

In this paper we will check the homogeneity/heterogeneity of Levy processes using some non-parametric homogeneity tests … the two samples have the same distribution. Using the Levy—Ito decomposition we will perform the homogeneity tests for …

Persistent link: https://www.econbiz.de/10009647316

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence

Phillips, Peter C.B.; Sul, Donggyu - Cowles Foundation for Research in Economics, Yale University - 2002

This paper deals with cross section dependence, homogeneity restrictions and small sample bias issues in dynamic panel regressions. To address the bias problem we develop a panel approach to median unbiased estimation that takes account of cross section dependence. The new estimators given here...

Persistent link: https://www.econbiz.de/10005593599