Search Results - subject:"Kolmogorov–Smirnov"

Brodsky, Boris; Penikas, Henry; Safaryan, Irina - National Research University Higher School of Economics - 2012

This paper aims at presenting the research results of revealing a structural shift in copula-models of multivariate time-series. A nonparametric method of structural shift identification and estimation is used. The asymptotical characteristics (the probabilities of the I-type and II-type errors,...

Persistent link: https://www.econbiz.de/10010720541

Pareto or log-normal? : a recursive-truncation approach to the distribution of (all) cities

Fazio, Giorgio; Modica, Marco - 2012

Persistent link: https://www.econbiz.de/10009573261

On the nonstationarity of the exchange rate process

Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34

Persistent link: https://www.econbiz.de/10009690133

The distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test statistics for exponential populations with estimated parameters

Evans, Diane L.; Drew, John H.; Leemis, Lawrence M. - In: Computational probability applications, (pp. 165-190). 2017

Persistent link: https://www.econbiz.de/10011595099

Inference based on many conditional moment inequalities

Andrews, Donald W. K.; Shi, Xiaoxia - In: Journal of econometrics 196 (2017) 2, pp. 275-287

Persistent link: https://www.econbiz.de/10011818293

Testing identifying assumptions in nonseparable panel data models

Ghanem, Dalia - In: Journal of econometrics 197 (2017) 2, pp. 202-217

Persistent link: https://www.econbiz.de/10011818355

Fitting a two phase threshold multiplicative error model

Perera, Indeewara; Koul, Hira L. - In: Journal of econometrics 197 (2017) 2, pp. 348-367

Persistent link: https://www.econbiz.de/10011818363

A nonparametric test for comparing valuation distributions in first-price auctions

Liu, Nianqing; Luo, Yao - In: International economic review 58 (2017) 3, pp. 857-887

Persistent link: https://www.econbiz.de/10011860311

Testing strict stationarity with applications to macroeconomic time series

Hong, Yongmiao; Wang, Xia; Wang, Shouyang - In: International economic review 58 (2017) 4, pp. 1227-1277

Persistent link: https://www.econbiz.de/10011860376

A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics

Caner, Mehmet - In: International Econometric Review (IER) 3 (2011) 2, pp. 13-21

We propose a pretest, bootstrap Kolmogorov-Smirnov test, to differentiate between weak and nearly-weak asymptotics …

Persistent link: https://www.econbiz.de/10012610937