✦ LIBER ✦

Small sample properties of the multiple rank F-test with lagged dependent variables

✍ Scribed by James M. Holmes; Patricia A. Hutton

Book ID: 116101039
Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 538 KB
Volume: 33
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(90)90200-k

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A modification of the CUSUM test in the

A modification of the CUSUM test in the linear regression model with lagged dependent variables

✍ W. Ploberger; W. Krämer; R. Alt 📂 Article 📅 1989 🏛 Springer-Verlag 🌐 English ⚖ 390 KB

The small sample bias of Durbin's tests

The small sample bias of Durbin's tests for serial correlation: When one of the regressors is the lagged dependent variable and the null hypothesis is true

✍ Byron G. Spencer 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 347 KB

Small Sample Properties of the Likelihoo

Small Sample Properties of the Likelihood Estimator in Proportional Hazard Regression Models with Omitted Variables

✍ Dr. K. Brännäs; J. Pohjanpalo 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 418 KB 👁 2 views

The paper deeh with the effects of incorrectly omitted regreesor variables in a parametric proportional hazard regremion model. By studying condition8 for equality between the eetirnetorn of oorrect end incorrect models i t is demonstrated analytically that euoh canes are not to be expected in pract

The small-sample properties of some prel

The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors

✍ W.E. Griffiths; P.A.A. Beesley 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 806 KB

Nonparametric relevance-shifted multiple

Nonparametric relevance-shifted multiple testing procedures for the analysis of high-dimensional multivariate data with small sample sizes

✍ Cornelia Frömke; Ludwig A Hothorn; Siegfried Kropf 📂 Article 📅 2008 🏛 BioMed Central 🌐 English ⚖ 307 KB

Small-sample properties of some tests fo

Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation

✍ T. Oke; J. Lyhagen 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 103 KB

In the augmented Dickey-Fuller (ADF) regression one usually decides on the level of the "augmentation" prior to the performing of unit root test. This is a purely data-dependent method that uses either some information criteria or some sequential test of signiÿcance on parameter estimates. Contrary