Search Results - subject:"nested models"

Ethno‐cultural diversity and multidimensional poverty differential in Cameroon

Ningaye, Paul - In: International Journal of Development Issues 10 (2011) 2, pp. 123-140

to compare nested models. Findings – The results show that the observed differences in the dimensions of poverty …

Persistent link: https://www.econbiz.de/10014768776

Ethno-cultural diversity and multidimensional poverty differential in Cameroon

Ningaye, Paul - In: International Journal of Development Issues 10 (2011) July, pp. 123-140

to compare nested models. Findings – The results show that the observed differences in the dimensions of poverty …

Persistent link: https://www.econbiz.de/10009319819

South African Stock Return Predictability in the Context of Data Mining: The Role of Financial Variables and International Stock Returns

Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2010

In this paper, we examine the predictive ability, both in-sample and the out-of-sample, for South African stock returns using a number of financial variables, based on monthly data with an in-sample period covering 1990:01 to 1996:12 and the out-of-sample period of 1997:01 to 2010:04. We use the...

Persistent link: https://www.econbiz.de/10008756444

Model Selection and Testing of Conditional and Stochastic Volatility Models

Caporin, Massimiliano; McAleer, Michael - Department of Economics and Finance, College of … - 2010

This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and conditions for the existence of moments and...

Persistent link: https://www.econbiz.de/10008642500

Model selection and tests for non nested contingent valuation models: An assessment of methods

Genius, Margarita; Strazzera, Elisabetta - 2001

Distributional assumptions are crucial in the estimation of the value of public projects assessed by means of contingent valuation analyses, and it would seem obvious that tests for model specification should play an important part in the statistical analysis. It can be observed, though, that...

Persistent link: https://www.econbiz.de/10011608796

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang - 1998

A procedure for testing the signicance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has a nhp2/2 standard normal...

Persistent link: https://www.econbiz.de/10010309916

Nonparametric significance testing

Lavergne, Pascal; Vuong, Quang - Sonderforschungsbereich 373, Quantifikation und … - 1998

Persistent link: https://www.econbiz.de/10010956505

Conditional densities in econometrics

Kleibergen, F.R. - Erasmus University Rotterdam, Econometric Institute - 1998

reasoning to nested models that result from general (nonlinear) restrictions by defining sufficient conditions that, when …. Statistical inference in these nested models can then be considered to result from such a conditional density. This novel manner … for the parameters of nested models, priors on the parameters of encompassing models that imply an already specified prior …

Persistent link: https://www.econbiz.de/10008584657

Testing non-nested semiparametric models: An application to engel curves specification

López, Juan Mora; González, Miguel A. Delgado - Instituto Valenciano de Investigaciones Económicas (IVIE) - 1996

This paper proposes a test statistic for discriminating between two partly non linear regression models whose parametric components are non-nested. The statistic has the form of a J-test based on a parameter which artificially nests the null and alternative hypotheses. We study in detail the...

Persistent link: https://www.econbiz.de/10008557130

Reexamining the Expected Effect of Available Resources and Firm Size on Firm Environmental Orientation: An Empirical Study of UK Firms

Elsayed, Khaled - In: Journal of Business Ethics 65 (2006) 3, pp. 297-308

An emergent body of literature examined why some firms apply some environmental initiatives while other firms do not take responsibility for their natural environment? Thus, firm environmental orientation (responsiveness and performance) are linked in the literature to several variables....

Persistent link: https://www.econbiz.de/10005719686