Search

Display:

Collections:

Format:

Publication Type:

  • 35

Publication Type:

  • 35
AgEcon Search 35 records found 1 - 10nextlast  jump to record: Search took 0.06 seconds. 
1.
This paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenG [...]
English | 1989 | Working or Discussion Paper |
2.
With respect to testing linear regression disturbances, two methods of test construction have recently been found to work well. These are traditional asymptotic tests bas [...]
English | 1994 | Working or Discussion Paper |
3.
This paper illustrates the use of the Kullback-Leibler Information (KU) measure for assessing the relative quality of two approximations to an unknown distribution from w [...]
English | 1996 | Working or Discussion Paper |
4.
This paper considers the twin problems of testing for ARCH and GARCH disturbances in the linear regression model. A feature of these testing problems, ignored by the stan [...]
English | 1991 | Working or Discussion Paper |
5.
This paper presents an information criteria based model selection procedure (called FIC) for choosing the variables to be used in a linear regression. The penalty functio [...]
English | 1995 | Working or Discussion Paper |
6.
This paper outlines several difficulties with testing economic theories, particularly that the theories may be vague, may relate to a decision interval different from the [...]
English | 1992 | Working or Discussion Paper |
7.
The presence of nuisance parameters causes unexpected complications in econometric inference procedures. A number of modified likelihood and message length functions have [...]
English | 1998 | Working or Discussion Paper |
8.
The presence of nuisance parameters causes unwanted complications in statistical and econometric inference procedures. A number of modified likelihood and message length [...]
English | 1998 | Working or Discussion Paper |
9.
This paper derives six different forms of message length functions for the general linear regression model. In so doing, two different prior densities and the idea of par [...]
English | 1996 | Working or Discussion Paper |
10.
How to deal with nuisance parameters is an important problem in econometrics because of the non-experimental nature of economic data. This paper suggests a new approach t [...]
English | 1993 | Working or Discussion Paper |

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.