Results 71 to 80 of about 846,521 (198)
Event Study Tests: A brief survey [PDF]
In this paper, I describe some of the main parametric and non-parametric tests used in event studies to assess the significance of abnormal returns or changes in variance of returns.Event ...
Ana Paula Serra
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The Influence of European Climate Variability Mechanism on Air Temperatures in Romania
Present Environment and Sustainable Development, 2014 The present paper investigates on the spatial and temporal variability of maximum and minimum air-temperatures in Romania and their connection to the European climate variability.
Ionac Nicoleta, Matei Monica
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Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada [PDF]
We study the wage-change distributions in union contractsreached in Canada between 1976-1999. We use non-parametric tests to check for nominal wage rigidity and find that it is present during low inflation periods.Nominal wage rigidity, non-parametric ...
Louis Christofides, Thanasis Stengos
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Multi-criteria validation of artificial neural network rainfall-runoff modeling [PDF]
Hydrology and Earth System Sciences, 2009 In this study we propose a comprehensive multi-criteria validation test for rainfall-runoff modeling by artificial neural networks. This study applies 17 global statistics and 3 additional non-parametric tests to evaluate the ANNs. The weakness of global
R. Modarres
doaj
Efficiency Analysis of German Electricity Distribution Utilities : Non-Parametric and Parametric Tests [PDF]
This paper applies parametric and non-parametric and parametric tests to assess the efficiency of electricity distribution companies in Germany. We address traditional issues in electricity sector benchmarking, such as the role of scale effects and ...
Cullmann, Astrid +1 more
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Detecting long-range dependence in non-stationary time series
, 2016 An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a change in the mean)
Dette, Holger +2 more
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On a Non-parametric Test in Life Test [PDF]
Bulletin of Mathematical Statistics, 1959 [2], [3], G. Ishii [5] . In a previous paper, we had treated the test of fit in life test in the case that we stop when the s-th death has occurred, G. Ishii [4] . In the present paper we treat the case when we stop the life test at a certain preassigned time T. Let X be a random variable having the continuous distribution function.
openaire +2 more sources
Non-Parametric Tests for Firm Efficiency in Case of Errors-in-Variables [PDF]
This paper develops a novel statistic for firm efficiency called efficiency depth thatallows for statistical inference in case of errors-in-variables.
Kuosmanen, T., Post, G.T.
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Semi-Parametric Seasonal Unit Root Tests [PDF]
, 2015 It is well known that (seasonal) unit root tests can be seriously affected by the presence of weak dependence in the driving shocks when this is not accounted for. In the non-seasonal case both parametric (based around augmentation of the test regression
Del Barrio Castro, T +2 more
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