Similar Search Results

Model-selection tests for complex survey samples

Rahmani, Iraj; Wooldridge, Jeffrey M. - In: The econometrics of complex survey data : theory and …, (pp. 109-135). 2019

Persistent link: https://www.econbiz.de/10012104614

Model-Selection Tests for Complex Survey Samples

Rahmani, Iraj; Wooldridge, Jeffrey M. - In: The econometrics of complex survey data : theory and …, (pp. 109-135). 2019

. With stratified sampling, we show how the difference in objective functions should be weighted in order to obtain a …

Persistent link: https://www.econbiz.de/10015091195

Consistent nonparametric estimation and testing for the variance of a diffusion from discretely sampled observations

Corradi, Valentina; White, Halbert - 1993

Persistent link: https://www.econbiz.de/10000877983

Small sample properties of tests on homogeneity in one-way Anova and meta-analysis

Hartung, Joachim; Argaç, Dog̃an; Makambi, Kepher H. - 2001

Persistent link: https://www.econbiz.de/10001626865

Small sample properties of generalized method of moments based Wald tests

Burnside, Craig; Eichenbaum, Martin S. - 1994

Persistent link: https://www.econbiz.de/10000888841

Small sample properties of Generalized Method of Moments based Wald tests

Burnside, Craig; Eichenbaum, Martin S. - 1994

Persistent link: https://www.econbiz.de/10000895520

A large sample x-difference test for regression coefficients

Lyttkens, Ejnar - In: Econometric model building : essays on the causal chain …, (pp. 236-278). 1964

Persistent link: https://www.econbiz.de/10002245031

Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures

Satorra, Albert - 2001

statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of …

Persistent link: https://www.econbiz.de/10014179647

On Group Sequential Tests Based on Robust Location and Scale Estimators in the Two-Sample Problem

Christmann, Andreas - 2000

The behaviour of group sequential tests in the two-sample problem is investigated if one replaces the classical non-robust estimators in the t-test statistic by modern robust estimators of location and scale. Hampel's 3-part redescending M-estimator 25A used in the Princeton study and the robust...

Persistent link: https://www.econbiz.de/10014181869

Testing for Endogeneity of Irregular Sampling Schemes

Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide - 2022

In the context of high-frequency financial data it is often assumed that sampling times are exogenous. This entails … that financial asset prices, sampled on a grid of trade instants, are independent from the sampling times. We derive … sampling time endogeneity in relation to both the efficient and the noise components of the observed price. Using a vast …

Persistent link: https://www.econbiz.de/10014079049