Tests and Results for the Linearity Hypothesis; H i
Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK
... expectations hypothesis with the ...expectations hypothesis are related and how the relationship between the term premia in these two versions of the expectations hypothesis can explain why the ...
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Crowdsourcing hypothesis tests: Making transparent how design choices shape research results
... confirmatory tests (see ...the results of the Main Studies and Replication Studies, in terms of the standardized effect size that would be obtained from each set of materials, and also with regard to ...
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Robustness of power properties of non linearity tests
... non-linearity tests applied. Authors con- sider, among other tests, the Tsay test, which requires the existence of the first four moments, and the McLeod and Li test, which requires the existence of ...
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Portmanteau tests for linearity of stationary time series
... portmanteau tests for linearity of stationary time series based on generalized correlations of ...proposed tests are easy to implement, have a chi-square large-sample null distribution, and good size ...
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Robustness of power properties of non-linearity tests
... Q tests, works also for infinite variance processes as ...the results are not valid for all non-linear time series models in ...non-linearity tests against moment condition failure has not ...
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Chapter 4. Hypothesis Tests
... significant results would indicate that there is evidence that mean BPA level in canned tomatoes is greater than 100 ...insignificant results would give us no information and we couldn’t make any concrete ...
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Judicious use of multiple hypothesis tests
... Screening tests for safety provide information about whether a compound produces deleterious side ...significant results at the familywise ...significant results will be due to chance, but all side ...
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Linearity and misspecification tests for vector smooth transition regression models
... Introduction Hypothesis testing is an essential part of building and evaluating nonlinear time series ...testing linearity is essential before fitting a nonlinear ...misspecification tests for ...
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An Empirical Investigation of the Lucas Hypothesis: the Yield Curve and on Linearity in the Money-Output Relationship
... causality tests suggest M1 being the only source capable of affecting the future level of both industrial production and total capacity ...null hypothesis that the rate of growth of M1 does not cause the IP ...
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"Testing for Linearity in Regressions with I(1) processes"
... for linearity since all regressors are considered to be ...the results ofthe linearity tests proposed in this ...against linearity for all countries. This is different from the ...
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Consistent LM-Tests for Linearity Against Compound Smooth Transition Alternatives
... 4.3 Results Results for H 0 are contained in Tables 1-2, and Tables 3-4 contain empirical powers for the various ...PSTAR tests compare well with the popularly used neural and polynomial ...
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Testing the linearity of a time series. Some Monte Carlo and Empirical Tests
... the linearity of a time ...domain linearity tests. Our results suggest that the suggested test over performs the power of the other competitive tests in small ...
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Generalized spectral tests for the martingale difference hypothesis.
... Our test D 2 n rejects the MDH for all the remaining exchange rates returns at 5% level and also at the 1% in Dm and f. Note that Fr and d seem to be serially uncorrelated, although they are not MDS. The test statistic ...
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Generalized spectral tests for the martingale difference hypothesis
... Models 1, 2, 4 and 5 are used in Dominguez and Lobato (2003). Models 3, 6 and 7 are used in Deo (2000), while models 8 and 9 are used in Hong (1999b). Models 1, 2, 5 and 8 are also considered in Kuan and Lee (2003). We ...
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Efficient Tests of the Seasonal Unit Root Hypothesis.
... root tests for both known and unknown deterministic scenarios and for an arbitrary seasonal ...optimal tests were derived under stringent assumptions (Gaussian innova- tions, a known error covariance matrix ...
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Hypothesis tests of goodness-of-fit for Fréchet distribution
... In addition, Table 2 exhibits the rejection rates of the GOF tests for the alternative distributions. The values highlighted in bol represent the highest rejection rate at each sample size, significance level and ...
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The unbiasedness and efficiency tests of the rational expectations hypothesis
... Ball and Croushere (1995) analyze the policy changes on output, inflation and the survey expectations of these variables. They use the Survey of Professional Forecasters, Livingston data and Michigan Survey of Consumers. ...
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4 HYPOTHESIS TESTING: TWO SAMPLE TESTS
... Thus in the previous illustration regarding a diet programme, the researcher should have weighed the same 10 people after three months as were weighed before enrolment. The measure of weight loss for each person would ...
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Efficient Tests of the Seasonal Unit Root Hypothesis*
... root tests for both known and unknown deterministic scenarios and for an arbitrary seasonal ...optimal tests were derived under stringent assumptions (Gaussian innova- tions, a known error covariance matrix ...
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The Impact of a Hausman Pretest on the Size of Hypothesis Tests
... Next, other common applications of Hausman speci…cation tests as pretests are discussed. The recent paper by Hausman and White (2006) provides a more de- tailed overview. In a panel data context, under ...
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