Results 81 to 90 of about 6,626,690 (175)

Choosing Between Panel Data Stationarity Tests [PDF]

open access: yes
When testing for stationarity in panel data several tests are available. These tests differ in degree to which they allow for serial correlation in the series under the null hypothesis.
Kristian Jönsson
core  

Testing the martingale difference hypothesis using integrated regression functions. [PDF]

open access: yes
An omnibus test for testing a generalized version of the martingale difference hypothesis (MDH) is proposed. This generalized hypothesis includes the usual MDH, testing for conditional moments constancy such as conditional homoscedasticity (ARCH effects)
Velasco, Carlos, Escanciano, Juan Carlos
core  

Estimation in Threshold Autoregressive Models with Nonstationarity [PDF]

open access: yes
This paper proposes a class of new nonlinear threshold autoregressive models with both stationary and nonstationary regimes. Existing literature basically focuses on testing for a unit–root structure in a threshold autoregressive model.
Dag Tjostheim, Jiti Gao, Jiying Yin
core  

The Cult of Statistical Significance [PDF]

open access: yes
This article takes issue with a recent book by Ziliak and McCloskey (2008) of the same title. Ziliak and McCloskey argue that statistical significance testing is a barrier rather than a booster for empirical research in many fields and should therefore ...
Walter Kraemer
core  

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