Search Results - subject:"specification error"

Integrating sustainability in energy policy modelling

Hediger, Werner - In: International journal of global energy issues : IJGEI 12 (1999) 1/6, pp. 1-14

Persistent link: https://www.econbiz.de/10001562127

Integration and decision support systems for energy policy management and comparative assessment studies

Gheorghe, Adrian V. - In: International journal of global energy issues : IJGEI 12 (1999) 1/6, pp. 33-59

Persistent link: https://www.econbiz.de/10001565562

Alpha-stable x 2 consistent functional specification tests for stable domains under data dependence

Hill, Jonathan B. - 1999

Persistent link: https://www.econbiz.de/10001409630

Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar

Avellaneda, Marco (contributor) - 1999

Persistent link: https://www.econbiz.de/10001700519

Credit risk modeling and internal capital allocation processes : implications for a models-based regulatory bank capital standard

Jones, David S.; Mingo, John J. - In: Journal of economics & business 51 (1999) 2, pp. 79-108

Persistent link: https://www.econbiz.de/10001418211

Economic models of technological change : theory and application

Goel, Rajeev K. - 1999 - 1. publ.

Persistent link: https://www.econbiz.de/10000661319

Specification search and levels of significance in econometric models

Caudill, Steven B.; Holcombe, Randall G. - In: Eastern economic journal 25 (1999) 3, pp. 289-300

Persistent link: https://www.econbiz.de/10001414603

Modelling normal returns in event studies : a model-selection approach and pilot study

Cable, John R.; Holland, Kevin - In: The European journal of finance 5 (1999) 4, pp. 331-341

Persistent link: https://www.econbiz.de/10001526079

Hypothesis Testing in the 20th Century with a Special Reference to Testing with Misspecified Models

Bera, Anil K. - 1999

This century and the history of modern statistics began with Karl Pearson's, [181], (1900)goodness-of-fit test, one of the most important breakthroughs in science. The basic motivation behind this test was to see whether an assumed probability model adequately described the data at hand. Then,...

Persistent link: https://www.econbiz.de/10014184306

Tests for the Error Component Model in the Presence of Local Misspecification

Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1999

It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model when one tests for either random effects or serial correlation without taking account of the presence of the other...

Persistent link: https://www.econbiz.de/10014200898