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Testing the diagonality of a large covariance matrix in a regression setting

Lan, Wei; Luo, Ronghua; Tsai, Chih-Ling; Wang, Hansheng; … - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 76-86

Persistent link: https://www.econbiz.de/10011389730

Statistical analysis of democracy index

M. Shafiqur Rahman ; (2014) " - In: Humanomics: The International Journal of Systems and Ethics 30 (2014), pp. 373-384

Purpose – The purpose of this paper is statistical analysis for the democracy index data of 167 countries for the … period 2006 to 2012 to investigate whether democracy index is progressing day by day? Does democracy make any significant … improvement in public life and public trust in political institutions? What are the implications for future progress of democracy …

Persistent link: https://www.econbiz.de/10011145157

Improvements to the Wald test

King, Maxwell L.; Goh, Kim-Leng - In: Handbook of applied econometrics and statistical inference, (pp. 251-275). 2002

Persistent link: https://www.econbiz.de/10001701976

Mean Ratio Statistic for measuring predictability

Linton, Oliver; Smetanina, Katja - 2015

We propose an alternative Ratio Statistic for measuring predictability of stock prices. Our statistic is based on actual returns rather than logarithmic returns and is therefore better suited to capturing price predictability. It captures not only linear dependence in the same way as the...

Persistent link: https://www.econbiz.de/10010481079

Permutation tests for equality of distributions of functional data

Bugni, Federico A.; Horowitz, Joel - 2018

Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. For example, electricity and gas consumption take place in continuous time. Data generated by a continuous time stochastic process are called...

Persistent link: https://www.econbiz.de/10011804944