serial correlation
Exploration into power of homogeneity and serial correlation tests
... STŘELEC LUBOŠ, ADAMEC VÁCLAV: Exploration into power of homogeneity and serial correlation tests. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2013, LXI, No. 4, pp. 1129–1136 ...
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Minimax on the gridiron: Serial correlation and its effects on outcomes in the National Football League
... As we do, Kovash and Levitt (2009) …nd negative serial correlation across plays. We di¤er from these authors in that we employ di¤erent measures of the e¢cacy of a play. Kovash and Levitt estimate the ...
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Analyzing repeated game economics experiments: robust standard errors for panel data with serial correlation
... the serial correlation as there may be greater size distortion due to ...the serial correlation, even if approximately correctly specified, produce biased test statistics in small samples ...
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Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia an approach based on Bayesian SVAR models with common serial correlation
... Exchange rate as a shock absorber or a shock propagator in Poland and Slovakia - an approach based on Bayesian SVAR models with common serial correlation Dąbrowski, Marek A.. and Wróblew[r] ...
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Serial correlation in National Football League play calling and its effects on outcomes
... negative serial correlation, it does not explain the reduced e¢cacy of plays associated with the negative serial ...negative serial correlation exhibited by the ...negative ...
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Measuring serial correlation of residuals in econometric relations
... He considered the serial correlation of random variables obeying a Markovian relation. As both Anderson and von Neumann had done, he derived a test statistic which was the ratio of two quadratic forms in a ...
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An analysis of serial correlation in the errors of linear econometric models
... In comparing the two predictions a general statement is not possible; except, perhaps, to say that it does not seem possible, over the range of values of 0 and X and {ut-1, Ut-2, — } to show that the predictions given in ...
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A Nu test for serial correlation of regression model residuals
... The exact test based on the Durbin-Watson statistic (whose distribution.. depends on the design matrix) generally performed somewhat better than the NU test in the. cases under simulatio[r] ...
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Testing for serial correlation in regression when bounds test is inconclusive
... O f the 90 bounds tests, no less than 17, that isjnearly 20 per cent, were inconclusive at the 5 per cent probability level; and of those that were inconclusive, the corresponding tau te[r] ...
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Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
... Φιρστ, περηαπσ τηε mοστ νατυραλ ωαψ ιν ωηιχη το mιmιχ τηε τρυε δατα προχεσσ υνδερ τηε νυλλ ηψ− ποτηεσισ ισ το υσε τηε ΟΛΣ εστιmατορσ ⊥ ανδ ⊥ φροm 1 φορ • ανδ • , ρεσπεχτιϖελψ, ωιτη τηε β[r] ...
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Quantifying uncertainty on sediment loads using bootstrap confidence intervals
... the serial correla- ...auto- correlation becomes nearly zero for samples taken more than 80 min apart – which coincides with the average duration of rainfall ...of serial correlation in the ...
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Revealed Comparative Advantage of Capital Intensive Industry in China
... with serial correlation, and found that revealed comparative advantage is a stable series by first difference while the GDP per capita is also first difference non-stationary data ...
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Rationality of business operational forecasts: evidence from Malaysian distributive trade sector
... of serial correlation, the results of weak-form efficiency testing were drawn on the basis of an F-statistic up to four lagged past actual values, and this is reported in Table 3 as ...
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A Note on Modelling Dynamics in Happiness Estimations
... have serial correlation in the residuals, but is also potentially useful when serial correlation is not a problem for investigations within the happiness of economics ...
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Estimates of the level and growth effects of human capital in India
... order serial correlation transformation the first order serial correlation coefficient ( ρ 1 ) was insignificant even at the 10% level and this is not reported to conserve ...
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Mapping the two faces of R&D: productivity growth in a panel of OECD industries
... frontier; serial correlation is LM test for first order serial correlation, dis- tributed N(0,1) under null; Sargan is test for validity of overidentifying restrictions; TFP adjustments are s: ...
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A TEST ON STOCK MARKET EFFICIENCY IN MAJOR COUNTRIES AFTER FINANCIAL CRISIS OF 2007-08
... Islam and Khaled (2005) took the daily, weekly and monthly index data from Dhaka Stock Exchange from 1990 to 2001, he employed unit root test ,autocorrelation test and Variance Ratio test to test the market weak-form ...
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Dynamic panel data estimation of an integrated Grossman and Becker-Murphy model of health and addiction
... In the standard autoregressive dynamic panel data model with a single lag of the dependent variable, no exogenous regressors and no serial correlation in the error term in levels form, v[r] ...
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Dynamic panel data estimation of an integrated Grossman and Becker Murphy model of health and addiction
... The third column presents results of system GMM estimation of models (??) and (??). Given the moving-average of order 3 in the errors, instruments are constructed from observations of the dependent variable from period t ...
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Is the Great Moderation Ending?——UK and US Evidence
... the serial correlation in the conditional mean and variance of the US and UK rates of real GDP growth and show no evidence of non-linear dependencies or omitted ARCH ...
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