Search Results - subject:"specification."

Bayesian specification and identification of a class of mixture models

MOUCHART, Michel; SAN MARTIN, Ernesto - Center for Operations Research and Econometrics (CORE), … - 1998

speciﬁcation, making every hypothesis explicit and interpretable both contextually and statistically, requires a fully …

Persistent link: https://www.econbiz.de/10005042946

Bayesian evaluation of a semi-parametric binary response model

SCHEIHING, Eliana; MOUCHART, Michel - Center for Operations Research and Econometrics (CORE), … - 1998

In this paper, we develop a Bayesian analysis of a semi-parametric binary choice model. The prior speciﬁcation of the … speciﬁcation of the Euclidean parameter, namely the coefficients of a linear combination of exogenous variables, is left arbitrary … the general problem of contrasting semi-parametric and purely parametric speciﬁcation …

Persistent link: https://www.econbiz.de/10005043343

Smooth transition GARCH models: a Bayesian perspective

LUBRANO, Michel - Center for Operations Research and Econometrics (CORE), … - 1998

This paper proposes a new kind of asymmetric GARCH where the conditional variance obeys two different regimes with a smooth transition function. In one formulation, the conditional variance reacts differently to negative and positive shocks while in a second formulation, small and big shocks...

Persistent link: https://www.econbiz.de/10005043445

Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances

DeBenedictis, Linda F.; Giles, David E. A. - Department of Economics, University of Victoria - 1998

This study investigates the degree of size-distortion of the RESET, FRESETL and FRESETS tests, and their ability to reject falsely specified models in terms of an omitted variable, in the presence of autocorrelation. Specifically, in the presence of AR(1) and MA(1) processes, respectively. We...

Persistent link: https://www.econbiz.de/10005750317

Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions

Stewart, Kenneth G. - Department of Economics, University of Victoria - 1998

The Gauss-Newton regression (GNR) is widely used to compute Lagrange multiplier statistics. A regression described by Milliken and Graybill yields an exact F test in a certain class of nonlinear models which are linear under the null. This paper shows that the Milliken- Graybill regression is a...

Persistent link: https://www.econbiz.de/10005260591

Regularity and cointegration in demand systems

Kratena, Kurt; Wüger, Michael - 1998

This paper deals with the regularity problem in the Almost Ideal Demand System (AIDS) in terms of the boundedness of the budget shares within the [0,1] interval. The violation of "cointegration accounting" can be seen just as another consequence of irregularity. The discussion of modifications...

Persistent link: https://www.econbiz.de/10011491354

Modularization and the impact on supply relationships

Howard, Mickey; Squire, Brian - In: International Journal of Operations & Production Management 27 (2007) 11, pp. 1192-1212

Purpose – This paper aims to examine the role of product architecture in supply chain design. Specifically, it seeks to resolve confusion over the impact of modularisation on supplier relationship management. On the one hand, the introduction of modularisation suggests that buyer and supplier...

Persistent link: https://www.econbiz.de/10014789940

Antecedents to consumer reference price orientation: an exploratory investigation

Yin, Tong; Paswan, Audhesh K. - In: Journal of Product & Brand Management 16 (2007) 4, pp. 269-279

Purpose – This research paper aims to examine the relationships among the factors associated with changing shopping environment, consumer knowledge and reference price. Design/methodology/ approach – A self administered online survey was used to collect data (final sample size was 265)....

Persistent link: https://www.econbiz.de/10014895976

Using Propensity Scoring to Estimate ProgramRelated Subgroup Impacts in Experimental Program Evaluations

Burghardt, Peter Z Schochet John - Mathematica Policy Research - 2007

specification tests, and review an overlooked data collection designâ€”obtaining predictions that program intake staff make about …

Persistent link: https://www.econbiz.de/10011101939

Using Propensity Scoring to Estimate Program-Related Subgroup Impacts in Experimental Program Evaluations

Schochet, Peter Z.; Burghardt, John - In: Evaluation Review 31 (2007) 2, pp. 95-120

specification tests. They also discuss the use of an overlooked data collection designâ€”obtaining predictions that program intake …

Persistent link: https://www.econbiz.de/10010803064