Search Results - subject:"conditional test"

On the properties of regression test of stock returns predictability using dividend-price ratios

Moon, Seongman; Velasco, Carlos - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 151-173

Persistent link: https://www.econbiz.de/10010233601

Identification, Weak Instruments and Statistical Inference in Econometrics

Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...

Persistent link: https://www.econbiz.de/10005100952

Identification, Weak Instruments and Statistical Inference in Econometrics

DUFOUR, Jean-Marie - Centre Interuniversitaire de Recherche en Économie … - 2003

Persistent link: https://www.econbiz.de/10005133053

Identification, Weak Instruments and Statistical Inference in Econometrics

DUFOUR, Jean-Marie - Département de Sciences Économiques, Université de … - 2003

Persistent link: https://www.econbiz.de/10005133161

ARIMA models for bank failures: Prediction and comparison

Cui, Fangjin - 2011

parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2 …

Persistent link: https://www.econbiz.de/10009458751

On the Properties of Regression Tests of Asset Return Predictability

Moon, Seongman; Velasco, Carlos - Research Institute for Market Economy, Sogang University - 2011

robust tests such as robust conditional test and Q-test, are inconsistent and thus suffer from lack of power in local …

Persistent link: https://www.econbiz.de/10009353623

Adaptive two-treatment two-period crossover design for binary treatment responses incorporating carry-over effects

Bandyopadhyay, Uttam; Biswas, Atanu; Mukherjee, Shirsendu - In: Statistical Methods and Applications 18 (2009) 1, pp. 13-33

Persistent link: https://www.econbiz.de/10005596346

Most powerful conditional tests

Janssen, Arnold; Völker, Dominik - In: Statistics & Decisions 25 (2007) 1, pp. 41-62

-sided S -conditional test are offered for families with nonparametric isotone likelihood ratio. Similarly two-sided optimal … locally unbiased S -conditional test are introduced for alternatives with nonparametric convex likelihood. If in addition S is …

Persistent link: https://www.econbiz.de/10014621349

An exact test for trend among binomial proportions based on a modified Baumgartner-Weiss-Schindler statistic

Neuhauser, Markus - In: Journal of Applied Statistics 33 (2006) 1, pp. 79-88

The Cochran-Armitage test is the most frequently used test for trend among binomial proportions. This test can be performed based on the asymptotic normality of its test statistic or based on an exact null distribution. As an alternative, a recently introduced modification of the...

Persistent link: https://www.econbiz.de/10005462445

On the validity condition of the chi-squared test in 2×2 tables

Andrés, A.; Quevedo, M. Sánchez; García, J. Tapia; … - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 1, pp. 99-128

Persistent link: https://www.econbiz.de/10005613297