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Year of publication
Subject
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Nichtparametrischer Test 34 Nonparametric test 34 sign test 16 Sign test 12 Statistischer Test 11 Monte Carlo simulation 10 Monte-Carlo-Simulation 10 Statistical test 10 Stochastic process 8 Stochastischer Prozess 8 Theorie 8 Theory 8 USA 6 United States 6 Bootstrap approach 4 Bootstrap-Verfahren 4 Einkommensstatistik 4 Estimation theory 4 Income statistics 4 Modellierung 4 Ranked set sampling 4 Regression analysis 4 Regressionsanalyse 4 Schätztheorie 4 Scientific modelling 4 Statistical error 4 Statistischer Fehler 4 hypothesis testing 4 non-parametric test 4 test statistics 4 ties 4 trinomial test 4 2000-2004 3 Arbeitsmobilität 3 Arbeitsuche 3 Decomposition method 3 Dekompositionsverfahren 3 Estimation 3 GARCH 3 Job search 3
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Online availability
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Free 35 Undetermined 16 CC license 1
Type of publication
All
Book / Working Paper 36 Article 27
Type of publication (narrower categories)
All
Graue Literatur 23 Non-commercial literature 23 Working Paper 23 Arbeitspapier 22 Article in journal 13 Aufsatz in Zeitschrift 13 Aufsatz im Buch 2 Book section 2 Article 1 Collection of articles written by one author 1 Hochschulschrift 1 Lehrbuch 1 Sammlung 1 Textbook 1 Thesis 1
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Language
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English 44 Undetermined 16 Polish 2 Spanish 1
Author
All
Wilhelm, Daniel 8 McAleer, Michael 5 Wong, Wing-Keung 5 Dufour, Jean-Marie 4 Kim, Dongwoo 4 Četverikov, Denis N. 4 Bian, Guorui 3 Coudin, Elise 3 Lamadon, Thibaut 3 Lise, Jeremy 3 Meghir, Costas 3 Ozturk, Omer 3 Robin, Jean-Marc 3 Bian, Bian, G. 2 Danuletiu, Dan Constantin 2 Fernández, Julián 2 Hashimoto, Yūko 2 Itō, Takatoshi 2 Lee, Young Jun 2 Ohnishi, Takaaki 2 Otsu, Taisuke 2 Ruist, Erik 2 Schlag, Karl H. 2 Taamouti, Abderrahim 2 Takayasu, Hideki 2 Taniguchi, Go 2 Uribe, Jorge 2 Watanabe, Tsutomu 2 Al-Zubaidin, Noha 1 Andrada Félix, Julián 1 Apergis, Nicholas 1 Apergēs, Nikolaos 1 Arcangelis, Giuseppe De 1 Balakrishnan, N. 1 Balcerowicz-Szkutnik, Maria 1 Bech, Katarzyna 1 Bobula, Andrea 1 Boudreau, James 1 Ceca, Kliti 1 Charlier, Isabelle 1
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Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics and Finance, College of Business and Economics 1 Dipartimento di Economia e Diritto, Facoltà di Economia 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Institute of Economic Research, Kyoto University 1 National Bureau of Economic Research 1 de Nederlandsche Bank 1
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Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 8 Annals of the Institute of Statistical Mathematics 2 Econometric Institute Research Papers 2 International economic review 2 SSE/EFI Working Paper Series in Economics and Finance 2 Applied Finance and Accounting 1 CIRANO Working Papers 1 Carleton economic papers 1 Computational Statistics & Data Analysis 1 Computational probability applications 1 Cowles Foundation discussion paper 1 DNB Working Papers 1 ECARES working paper 1 Econometric reviews 1 Econometric theory 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Economics letters 1 Emerging markets and the global economy 1 European journal of comparative economics 1 International Journal of Energy Economics and Policy 1 International Journal of Energy Economics and Policy : IJEEP 1 International review of financial analysis 1 Journal of Applied Statistics 1 Journal of human resources : JHR 1 Journal of time series econometrics 1 KEO discussion paper 1 KIER Working Papers 1 L' Actualité économique : revue trimest. 1 Lecturas de Economía 1 Lecturas de economía 1 Mathematics and Computers in Simulation (MATCOM) 1 NBER working paper series 1 Public choice 1 School of Economics and Finance discussion paper 1 Stata Journal 1 Statistical Papers 1 Statistics & Probability Letters 1 Studies in Nonlinear Dynamics & Econometrics 1 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 1 Working Papers / Dipartimento di Economia e Diritto, Facoltà di Economia 1
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Source
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ECONIS (ZBW) 41 RePEc 20 EconStor 2
Showing 1 - 50 of 63
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014577033
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015055665
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There is still life in factor proportions model : an evidence from the selected OECD countries
Jošić, Hrvoje; Žmuk, Berislav - In: European journal of comparative economics 20 (2023) 2, pp. 193-221
The factor proportions model, also known as the Heckscher-Ohlin model, is the main neoclassical model of international trade theory. It was developed by Swedish economists Eli Heckscher and Bertil Ohlin in 1920s and 1930s. According to the factor proportions model a country should specialize in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014477107
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Simple powerful robust tests based on sign depth
Leckey, Kevin; Malcherczyk, Dennis; Horn, Melanie; … - In: Statistical Papers 64 (2022) 3, pp. 857-882
Up to now, powerful outlier robust tests for linear models are based on M-estimators and are quite complicated. On the other hand, the simple robust classical sign test usually provides very bad power for certain alternatives. We present a generalization of the sign test which is similarly easy...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015178311
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Rule selection invariance as a robustness check in collective choice and nonparametric statistical settings
Sanders, Shane; Ehrlich, Justin; Boudreau, James - In: Public choice 199 (2024) 1/2, pp. 7-26
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014550427
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Labor Market Matching, Wages, and Amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - National Bureau of Economic Research - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014635650
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2020 - This version: April 20, 2020
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012217010
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - 2019
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012172745
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2019
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012109829
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Testing for the presence of measurement error in Stata
Lee, Young Jun; Wilhelm, Daniel - 2019
In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012101433
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Testing for the presence of measurement error
Wilhelm, Daniel - 2019
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012101435
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Distinguishing barriers to insurance in Thai villages
Kinnan, Cynthia - In: Journal of human resources : JHR 57 (2022) 1, pp. 44-78
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013353122
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A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo; Troster, Victor; Shahbaz, … - In: Journal of time series econometrics 14 (2022) 1, pp. 1-24
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013260108
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Testing for the presence of measurement error
Wilhelm, Daniel - 2018
This paper proposes a simple nonparametric test of the hypothesis of no measurement error in explanatory variables and of the hypothesis that measurement error, if there is any, does not distort a given object of interest. We show that, under weak assumptions, both of these hypotheses are...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011878175
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Testing for the presence of measurement error in Stata
Lee, Young Jun; Wilhelm, Daniel - 2018
In this paper, we describe how to test for the presence of measurement error in explanatory variables. First, we discuss the test of such hypotheses in parametric models such as linear regressions and then introduce a new Stata command [R] dgmtest for a nonparametric test proposed in Wilhelm...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011895115
Saved in:
Cover Image
An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - 2018
We propose a new nonparametric test of stochastic monotonicity which adapts to the unknown smoothness of the conditional distribution of interest, possesses desirable asymptotic properties, is conceptually easy to implement, and computationally attractive. In particular, we show that the test...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011812348
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Has the crisis changed the monetary transmission mechanism in Albania? : an application of kernel density estimation technique
Tanku, Altin; Ceca, Kliti - 2018
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011800527
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An adaptive test of stochastic monotonicity
Četverikov, Denis N.; Wilhelm, Daniel; Kim, Dongwoo - In: Econometric theory 37 (2021) 3, pp. 495-536
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012593446
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Coudin, Elise; Dufour, Jean-Marie - 2017
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011610097
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Response bias in voluntary surveys : an empirical analysis of the Canadian census
Nield, Kerry; Nordstrom, Ardyn T. - 2016
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011520288
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise; Dufour, Jean-Marie - In: Econometric reviews 39 (2020) 8, pp. 763-791
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012295580
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Kolmogorov-Smirnov type test for generated variables
Otsu, Taisuke; Taniguchi, Go - In: Economics letters 195 (2020), pp. 1-5
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012509990
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A Study on the Chronological Changes and Their Short-Lived Effects on the Market Index and the Stock Return of Tehran Stock Exchange Market
Hanifi, Farhad; Mahdavirad, Hamid; Kordlouie, Hamidreza - In: Applied Finance and Accounting 1 (2015) 1, pp. 12-19
Detection and prediction of return fluctuations of securities have always been of great interest to those active in financial markets, leading to their research in financial and economic fields. This research aims at studying and detecting the return difference on specific days and months of a...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011163355
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Nonparametric testing for exogeneity with discrete regressors and instruments
Bech, Katarzyna; Hillier, Grant H. - 2015
This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and instruments. Our interest is in learning about an unknown structural (conditional mean) function. An interesting feature of these models is that under endogeneity the identifying...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010490262
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Who gives direction to statistical testing? : best practice meets mathematically correct tests
Schlag, Karl H. - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011420965
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Testing for unit roots in panel data with boundary crossing counts
Frakas, Peter; Mátyás, László - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011623583
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Who Gives Direction to Statistical Testing? Best Practice Meets Mathematically Correct Tests
Schlag, Karl H. - 2015
We are interested in statistical tests that are able to uncover that one method is better than another one. The Wilcoxon-Mann-Whitney rank-sum and the Wilcoxon sign-rank test are the most popular tests for showing that two methods are different. Yet all of the 32 papers in Economics we surveyed...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013015397
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Financial bubbles and recent behaviour of the Latin American stock markets
Uribe, Jorge; Fernández, Julián - In: Lecturas de Economía (2014) 81, pp. 57-90
Financial bubbles and recent behaviour of the Latin American stock markets
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010797415
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Renewable Energy and Economic Growth: Evidence from the Sign of Panel Long-Run Causality
Apergis, Nicholas; Danuletiu, Dan Constantin - In: International Journal of Energy Economics and Policy 4 (2014) 4, pp. 578-587
Unlike previous renewable energy-growth studies, this study examines for the first time the relationship between renewable energy and economic growth for 80 countries under the Canning and Pedroni (2008) long-run causality test, which indicates that there is long-run positive causality running...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010938199
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Conditional quantile estimation through optimal quantization
Charlier, Isabelle; Paindaveine, Davy; Saracco, Jérôme - 2014
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010376964
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Renewable energy and economic growth : evidence from the sign of panel long-run causality
Apergēs, Nikolaos; Danuletiu, Dan Constantin - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 4, pp. 578-587
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011286672
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A consistent nonparametric bootstrap test of exogeneity
Lee, Jinhyung - 2013
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010241588
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The distribution of the Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling test statistics for exponential populations with estimated parameters
Evans, Diane L.; Drew, John H.; Leemis, Lawrence M. - In: Computational probability applications, (pp. 165-190). 2017
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011595099
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A nonparametric test for comparing valuation distributions in first-price auctions
Liu, Nianqing; Luo, Yao - In: International economic review 58 (2017) 3, pp. 857-887
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011860311
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Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao; Wang, Xia; Wang, Shouyang - In: International economic review 58 (2017) 4, pp. 1227-1277
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011860376
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Historical financial analogies of the current crisis
Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - 2011
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009684365
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Wnioskowanie statystyczne w przykładach i zadaniach
Balcerowicz-Szkutnik, Maria; Sojka, Elżbieta; … - 2016 - Wydanie II uzupelnione i poprawione
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011526500
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A Trinomial Test for Paired Data When There are Many Ties
McAleer, Michael; Wong, Wing-Keung; Bian, Bian, G. - Faculteit der Economische Wetenschappen, Erasmus … - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010731611
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A Trinomial Test for Paired Data When There are Many Ties
McAleer, Michael; Wong, Wing-Keung; Bian, Bian, G. - Faculteit der Economische Wetenschappen, Erasmus … - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero di®erences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010837929
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A Trinomial Test for Paired Data When There are Many Ties
Bian, Guorui; McAleer, Michael; Wong, Wing-Keung - Institute of Economic Research, Kyoto University - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008670444
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008841895
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Econometric analysis of heterogeneous treatment and network models
Sarnetzki, Florian - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010533292
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Which models can we trust to evaluate consumer decision making? : comment on "Choice inconsistencies among the elderly"
Ketcham, Jonathan D.; Kuminoff, Nicolai V.; Powers, … - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011316559
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Finite-sample sign-based inference in linear and nonlinear regression models with applications in finance
Taamouti, Abderrahim - In: L' Actualité économique : revue trimest. 91 (2015) 1/2, pp. 89-113
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011775781
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Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
Dufour, Jean-Marie; Taamouti, Abderrahim - Departamento de Economía, Universidad Carlos III de Madrid - 2008
In this paper, we derive simple point-optimal sign-based tests in the context of linear and nonlinear regression models with fixed regressors. These tests are exact, distribution-free, robust against heteroskedasticity of unknown form, and they may be inverted to obtain confidence regions for...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005111017
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Statistical inference for population quantiles and variance in judgment post-stratified samples
Ozturk, Omer - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 188-205
A judgment post-stratified (JPS) sample is used in order to develop statistical inference for population quantiles and variance. For the pth order of the population quantile, a test is constructed, an estimator is developed, and a distribution-free confidence interval is provided. An unbiased...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010871427
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Sign tests using ranked set sampling with unequal set sizes
Zhang, Liangyong; Dong, Xiaofang; Xu, Xingzhong - In: Statistics & Probability Letters 85 (2014) C, pp. 69-77
This paper considers sign test under ranked set sampling with unequal set sizes (RSSU), and proposes weighted sign tests associated with judgment ranks. The optimal weight vector is shown to be distribution-free, and RSSU is shown to be more efficient than ranked set sampling.
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010743562
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Burbujas financieras y comportamiento reciente de los mercados de acciones en América Latina
Uribe, Jorge; Fernández, Julián - In: Lecturas de economía 81 (2014), pp. 57-90
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015170813
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An empirical study on mutual funds performance persistence in China
Chen, Dawei; Gan, Christopher; Hu, Baiding - In: Emerging markets and the global economy, (pp. 309-325). 2014
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010434649
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Przestrzeń w badaniach ekonomicznych : monografia
Szajt, Marek - 2014
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011305006
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