Search Results - subject:"Lagrange Multiplier"

A locally optimal test for no unit root in cross-sectionally dependent panel data

Hadri, Kaddour; Kurozumi, Eiji - In: Hitotsubashi journal of economics 52 (2011) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10009501215

Testing Panel Data Regression Models with Spatial Error Correlation

Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - International Conferences on Panel Data - 2002

This paper derives several Lagrange Multiplier tests for the panel data regression model with spatial error correlation …

Persistent link: https://www.econbiz.de/10005086453

A Spline LR Test for Goodness-of-Fit

McCulloch, J. Huston; E. Richard Percy, Jr. - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345428

Multivariate lagrange multiplier tests for fractional integration

Ørregaard Nielsen, Morten (contributor) - 2002 - [Elektronische Ressource]

Multivariate Lagrange Multiplier Tests for Fractional Integration Morten Ørregaard Nielsen Working Paper No. 2002 … - TELEFAX +45 86 13 63 34 Multivariate Lagrange Multiplier Tests for Fractional Integration Morten Ørregaard Nielsen … ∗ University of Aarhus November 22, 2002 Abstract We introduce a multivariate Lagrange Multiplier (LM) test for fractional …

Persistent link: https://www.econbiz.de/10001712293

Purchasing Power Parity Hypothesis in OIC Countries: Evidence from Panel Unit Root Tests with Heterogeneous Structural Breaks.

Zahra (Mila) Elmi; Ranjbar, Omid - In: Iranian Economic Review 15 (2010) 3, pp. 1-12

Purchasing power parity hypothesis is viewed as one of the central doctrines in international economics. The hypothesis states an equilibrium condition equating the nominal exchange rate between two national currencies with the relative price of an identical basket of traded goods in each...

Persistent link: https://www.econbiz.de/10010839222

Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors

Raïssi, Hamdi - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 2, pp. 304-324

Persistent link: https://www.econbiz.de/10008674088

Tests of the Fama and French Three Factor Model in Iran.

Firozjaee, Majid Rahmani; Jelodar, Zeinab Salmani - In: Iranian Economic Review 15 (2010) 3, pp. 117-132

Fama and French (1992) found that beta has little or no ability in explaining cross-sectional variation in stock returns, but those variables such as size and the book-to-market ratio do. Since the time of the original publication of the Fama and French findings, Controversy and intense debate...

Persistent link: https://www.econbiz.de/10010695782

Statistical Tests of Conditional Independence Between Responses and/or Response Times on Test Items

Linden, Wim; Glas, Cees - In: Psychometrika 75 (2010) 1, pp. 120-139

Persistent link: https://www.econbiz.de/10008515502

Comparing tests of autoregressive versus moving average errors in regression models using Bahadur's asymptotic relative efficiency

MacKenzie, C. R.; MacAleer, Michael - 2001

The purpose of this paper is to use Bahadur's asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models. Tests to be examined include non-nested procedures of the models against each...

Persistent link: https://www.econbiz.de/10010332248

Government Spending, Legislature Size, and the Executive Veto

Baqir, Reza - International Monetary Fund (IMF) - 2001

Recent work on the political economy of fiscal policy has asked how budgetary institutions affect fiscal outcomes. But what determines the budgetary institutions? In this paper I consider one such institution: the executive veto. A simple theoretical framework predicts that jurisdictions with...

Persistent link: https://www.econbiz.de/10005768732