Sustainability tests based on the FRF estimates
Saddlepoint approximations and tests based on multivariate M-estimates
... We consider multidimensional M-functional parameters defined by expectations of score functions associated with multivariate M-estimators and tests for hypotheses concerning multidimensional smooth functions of ...
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Robust tests for linear regression models based on τ-estimates
... Since the finite-sample distribution of test statistics of this form is generally unknown, p-values are usually ap- proximated using the asymptotic distribution of the test statistic. However, numerical experiments show ...
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Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests
... 1 Introduction Modeling business cycles dynamics using Markov processes and Markov chains has an im- portant tradition. In early work, Neftci (1984) investigated the issue of asymmetry between expansions and ...
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Indicators and Tests of Sustainability: The Italian Case
... are based on debt stability at t 0 and are direct to explore with stationarity and cointegration analysis whether debt dynamics is potentially ...the sustainability of fiscal ...of tests and ...
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Semiparametric estimates and tests of base-independent equivalence scales
... (1997) estimates a model with nonparametric engel curves and base-dependent equiva- lence scales based on Engel’s ...are based on the assumption that two households which have the same expenditure ...
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Is there a relationship between fiscal sustainability and currency crises? International evidence based on causality tests
... The result of the bivariate Granger tests for Brazil show that the FSI affects the MPI and vice versa. However, the results suggest no evidence of causality from the FSI to currency crises. On the contrary, for ...
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Correcting for Measurement Error in Individual Ancestry Estimates in Structured Association Tests
... estimate of the measurement error variance, we showed how Cronbach’s a can be used to obtain the upper bound of this variance. The results of the larger simulation study that com- pared the QMEC method to the case where ...
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Forecast evaluation tests and negative long run variance estimates in small samples
... controlled tests, when T = 8, DM CI;1 outperforms all the M DM-based procedures for all forecast horizons, with worthwhile power gains of up to ...variance estimates), followed by M DM B and then M ...
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Current account sustainability for 21 African economies: Evidence based on nonlinear flexible Fourier stationarity and unit-root tests
... Most of the African economies included in this study face high levels of external debt, limited sources of revenue and can also generally be characterized by a lack of credibility that renders external borrowing more ...
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Testing for long-run "sustainability": Genuine Savings estimates for Britain, 1760-2000
... empirical tests of the extent to which a positive GS in a particular year is a good indicator of improving (or at least of non-declining) well-being over time remain very ...
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Partial Estimates of Reliability: Parallel Form Reliability in the Key Stage 2 Science Tests
... two tests, with 79 percent of pupils receiving the same level on the pre-test A + B papers and on the live tests in the last three ...are based on results in two ...two tests agree. They are ...
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Systems GMM estimates of the Feldstein Horioka puzzle for the OECD countries and tests for structural breaks
... original estimates of FH in the pre Bretton Woods and Maastricht periods than in the post sample periods of these agreements is a more realistic ...report estimates of β for the entire sample period with ...
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Specification Tests Based on Artificial Regressions
... specification tests can be computed by means of artificial linear ...specification tests based on estimates under the null hy- ...other tests which are not explicitly Lagrange ...
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On asymptotic minimaxity of kernel based tests
... test statistics T (h, Y ² − S 0 ) , we simply delete the fast oscilating component both in hypothesis and alternatives. This is a standard procedure. If we test the hypothesis versus sets of alternatives de ned in terms ...
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Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk
... The first objective of this paper was to identify the most suitable risk model in which to conduct a stress test. We considered eight risk models, of which four are conditional on recent history, thus incorporating ...
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Nonparametric Tests For Bias In Estimates And Forecasts
... T h e mean algebraic percentage error (MALPE) can be used as the basis of a test for mean bias since the distribution of a function of MALPE is shown t o be asymptotica[r] ...
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Fluctuation tests: how reliable are the estimates of mutation rates?
... When the expected num- ber of mutations is small, estimation by the number of cultures without mutants is almost as reliable as the maximum likelihood method, but low [r] ...
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Collusion Sustainability with Multimarket Contacts: Revisiting HHI Tests
... Abstract Our paper focuses on the relationship between market concentration and collusion sustainability in a framework of multimarket contacts. We consider two independent and symmetric markets in which a subset ...
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Collusion Sustainability with Multimarket Contacts: Revisiting HHI Tests
... Our paper studies the relationship between market concentration and collusion sustainability in the frame- work of multimarket contacts literature (in [5]). In this setting, one can show that collusion transfers ...
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General score tests for regression models incorporating 'robust' variance estimates
... If variance is misspecified and/or data are “clustered”, the LR test will be wrong The Wald test can be generalized by use of Huber–White variance estimate — estimate the variance of the score from the empirical variance ...
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