Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test [PDF]
This paper tests for the martingale (or random walk) hypothesis in the stock prices of a group of Asian countries. The selected countries represent well-developed markets (Hong Kong and Japan) as well as emerging markets (Korea, Taiwan and Thailand ...
Jae H. Kim
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More efficient tests robust to heteroskedasticity of unknown form [PDF]
In the presence of heteroskedasticity of unknown form, the Ordinary Least Squares parameter estimator becomes inefficient and its covariance matrix estimator inconsistent.
Emmanuel Flachaire
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A note on the Bandwidth choice when the null hypothesis is semiparametric [PDF]
This work presents a tool for the additivity test. The additive model is widely used for parametric and semiparametric modeling of economic data. The additivity hypothesis is of interest because it is easy to interpret and produces reasonably fast ...
Jorge Barrientos Marín
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Resampling-based Variance Estimation for Labour Force Surveys
, 2007 Labour force surveys are conducted to estimate quantities such as the unemployment rate and the number of people in work. Interest is typically both in estimates at a given time and in changes between two successive time-points. Calibration of the sample
Canty, A. J. +3 more
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Comparison of bias-reducing methods for estimating the parameter in dilution series [PDF]
Estimation;mathematische ...
Strijbosch, L.W.G., Does, R.J.M.M.
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Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators [PDF]
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Bissantz, Nicolai, Birke, Melanie
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Estimation of multi-state life table functions and their variability from complex survey data using the SPACE Program [PDF]
The multistate life table (MSLT) model is an important demographic method to document life cycle processes. In this study, we present the SPACE (Stochastic Population Analysis for Complex Events) program to estimate MSLT functions and their sampling ...
Liming Cai +5 more
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Calculation of the variance in surveys of the economic climate. [PDF]
Public opinion surveys have become progressively incorporated into systems of official statistics. Surveys of the economic climate are usually qualitative because they collect opinions of businesspeople and/or experts about the long-term indicators ...
Montserrat Guillén +4 more
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Avoiding biases from data-dependent specification search: an application to a tillage choice model [PDF]
The study evaluates the gains of avoiding data-dependent specification search on an estimation sample in an application to discrete choice models. We incorporate data splitting, the process by which the total available sample is randomly split in two or ...
Kling, Catherine L. +2 more
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A Note on the Reliability Tests of Estimates from ARMS Data [PDF]
USDA uses the concept of "publish-ability" rather than statistical reliability of an estimate for quality validation of USDA estimates, which is solely based on the sample size and the coefficient of variation (CV).
Schaible, Glenn D. +4 more
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