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Synopsis
Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models.
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About the Author
Rumana Rois is an Assistant Professor in the Department of Statistics at Jahangirnagar University, where she has taught since 2006. Rois received her B.Sc. and M.Sc. degree in Statistics. She has published over 12 articles in leading journals. Her current interest is in exploring different restricted tests’ performance using advanced simulation.
"About this title" may belong to another edition of this title.
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Distance-Based One-Sided Wald Test for Restricted Alternatives
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LAP Lambert Academic Publishing Mrz 2013, 2013
ISBN 10: 3838380916
ISBN 13: 9783838380919
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models. 184 pp. Englisch. Seller Inventory # 9783838380919
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Distance-Based One-Sided Wald Test for Restricted Alternatives
Published by
LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3838380916
ISBN 13: 9783838380919
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Rois RumanaRumana Rois is an Assistant Professor in the Department of Statistics at Jahangirnagar University, where she has taught since 2006. Rois received her B.Sc. and M.Sc. degree in Statistics. She has published over 12 articles. Seller Inventory # 5418360
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Distance-Based One-Sided Wald Test for Restricted Alternatives
Published by
LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3838380916
ISBN 13: 9783838380919
New
Taschenbuch
Seller: preigu, Osnabrück, Germany
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Taschenbuch. Condition: Neu. Distance-Based One-Sided Wald Test for Restricted Alternatives | Rumana Rois (u. a.) | Taschenbuch | 184 S. | Englisch | 2013 | LAP LAMBERT Academic Publishing | EAN 9783838380919 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 106032079
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Distance-Based One-Sided Wald Test for Restricted Alternatives
Published by
LAP LAMBERT Academic Publishing Feb 2013, 2013
ISBN 10: 3838380916
ISBN 13: 9783838380919
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 184 pp. Englisch. Seller Inventory # 9783838380919
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Distance-Based One-Sided Wald Test for Restricted Alternatives
Published by
LAP Lambert Academic Publishing, 2013
ISBN 10: 3838380916
ISBN 13: 9783838380919
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models. Seller Inventory # 9783838380919