✦ LIBER ✦

A Scott-Type Regression Test of the Dividend Ratio Model

✍ Scribed by Robert J. Shiller

Book ID: 125771577
Publisher: MIT Press
Year: 1990
Tongue: English
Weight: 208 KB
Volume: 72
Category: Article
ISSN: 0034-6535
DOI: 10.2307/2109728

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Properties of Regression Tests of

On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios

✍ Moon, S.; Velasco, C. 📂 Article 📅 2013 🏛 Oxford University Press 🌐 English ⚖ 244 KB

Likelihood ratio tests for goodness-of-f

Likelihood ratio tests for goodness-of-fit of a nonlinear regression model

✍ Ciprian M Crainiceanu; David Ruppert 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 317 KB

Dimension-reduction type test for linear

Dimension-reduction type test for linearity of a stochastic regression model

✍ Zhu Lixing; Li Runze 📂 Article 📅 1998 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 574 KB

The Power of the Likelihood Ratio Test o

The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models

✍ A. R. Gallant 📂 Article 📅 1975 🏛 American Statistical Association 🌐 English ⚖ 797 KB

A Note on Maximum Likelihood Ratio Test

A Note on Maximum Likelihood Ratio Test of No Outliers in Regression Models

✍ Prof. S. R. Paul 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB 👁 2 views

A derivation of the maximum likelihood ratio test for testing no outliere in regreeeion models h given ueing the method of WETEXEILL (1981, pp. 106-107) for estimating the regreeeion parsmetere. This method h eseentially eimilar to the one outlined in B a s m and Lmwm (1978, p. 283), although by our

Testing the hypothesis of a generalized

Testing the hypothesis of a generalized linear regression model using nonparametric regression estimation

✍ M.Celia Rodríguez-Campos; Wenceslao González-Manteiga; Ricardo Cao 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 891 KB