Search Results - subject:"nonnested"

The Identification of Reporting Accuracies from Mirror Data

Cate, Arie ten - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 70-84

Summary Mirror data are observations of bilateral variables such as trade from one country to another, reported by both countries. The efficient estimation of a bilateral variable from its mirror data, for example when compiling consistent international trade statistics, requires information...

Persistent link: https://www.econbiz.de/10014609476

The Identification of Reporting Accuracies from Mirror Data

Cate, Arie ten - In: Journal of Economics and Statistics (Jahrbuecher fuer … 234 (2014) 1, pp. 70-84

Mirror data are observations of bilateral variables such as trade from one country to another, reported by both countries. The efficient estimation of a bilateral variable from its mirror data, for example when compiling consistent international trade statistics, requires information about the...

Persistent link: https://www.econbiz.de/10010907935

Monetary policy and bank lending in the Euro area: Is there a stock market channel or an interest rate channel?

Krainer, Robert E. - In: Journal of International Money and Finance 49 (2014) PB, pp. 283-298

for the Euro area. Using non-nested hypothesis tests, omitted variables tests, and Granger Causality tests, I reject the …

Persistent link: https://www.econbiz.de/10011077111

The identification of reporting accuracies from mirror data

Cate, Arie ten - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 70-84

Persistent link: https://www.econbiz.de/10010232363

Testing oil refiners' conduct in Korea : a differentiated product approach

Jin, Yangsoo - In: Asian economic journal : journal of the East Asian … 28 (2014) 2, pp. 161-180

Persistent link: https://www.econbiz.de/10010375951

Monetary policy and bank lending in the Euro area : is there a stock market channel or an interest rate channel?

Krainer, Robert E. - In: Journal of international money and finance 49 (2014), pp. 283-298

Persistent link: https://www.econbiz.de/10010465012

Essays on Model Selection

Choi, Hwan-sik - 2007

Model selection and nonnested hypothesis testing procedures are considered in three papers. The papers generalize the … (Deaton (1982) and Dastoor (1983)) for non-nested dynamic models with unknown serial correlation and conditional … the Kullback-Leibler Information Criterion (KLIC) using quasi-likelihood functions, is considered for dynamic non-nested …

Persistent link: https://www.econbiz.de/10009466257

Non-Nested Testing in Models Estimated via Generalized Method of Moments

Hall, Alastair R.; Pelletier, Denis - Department of Economics, Poole College of Management - 2007

Rivers and Vuong (2002) develop a very general framework for choosing between two competing dynamic models. Within their framework, inference is based on a statistic that compares measures of goodness of fit between the two models. The null hypothesis is that the models have equal measures of...

Persistent link: https://www.econbiz.de/10005802104

Stability Tests for Linear Regression Models

Slutskin, Slutskin , Lev - In: Applied Econometrics 6 (2007) 2, pp. 126-135

A number of common tests for stability of a classical linear regression model are considered in the paper. The case where a point of structural change is not known in advance has been given a special treatment

Persistent link: https://www.econbiz.de/10009131090

Vertical relationships between manufacturers and retailers: inference with limited data

Villas-Boas, Sofia B. - Department of Agricultural and Resource Economics, … - 2007

margins obtained from estimates of cost and to select the model most consistent with the data among non-nested competing …

Persistent link: https://www.econbiz.de/10010676607