Results 91 to 100 of about 1,113,356 (231)
Market efficiency of gold exchange-traded funds in India
Financial Innovation, 2017 Background Gold exchange-traded funds, since introduction, are primarily aimed at tracking the price of physical gold in the financial market. This, a category of exchange-traded funds, whose units represent physical gold, is traded on exchanges like any
Rupel Nargunam, N. Anuradha
doaj +1 more source
Testing the martingale difference hypothesis using integrated regression functions. [PDF]
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)
Escanciano, Juan Carlos, Velasco, Carlos
core
new test for the parametric form of the variance function in nonparametric regression [PDF]
In the common nonparametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes obtained from the standardized ...
Dette, Holger, van Keilegom, Ingrid
core
Hypothesis testing for Panels of Semi-Markov Processes with parametric sojourn time distributions
, 2023 Hervé Cardot, Cindy Frascolla
openalex +2 more sources
, 2017 A fundamental assumption underling any Hypothesis Testing (HT) problem is that the available data follow the parametric model assumed to derive the test statistic.
Fortunati, S., Gini, F., Greco, M. S.
core
Testing for cointegration using induced-order statistics. [PDF]
In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random ...
Escribano, Álvaro +2 more
core
Speeding up Permutation Testing in Neuroimaging [PDF]
, 2015 Multiple hypothesis testing is a significant problem in nearly all neuroimaging studies. In order to correct for this phenomena, we require a reliable estimate of the Family-Wise Error Rate (FWER).
Hinrichs, Chris +4 more
core
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests [PDF]
This study tests the hysteresis hypothesis of unemployment in fourteen OECD countries by examining the stationarity of unemployment rates using several panel unit root tests.
Chia, Ricky Chee-Jiun +2 more
core +1 more source
A Local Examination for Persistence in Exclusions-from-Core Measures of Inflation Using Real-Time Data [PDF]
Using parametric and nonparametric methods, inflation persistence is examined through the relationship between exclusions-from-core inflation and total inflation for two sample periods and in five in-sample forecast horizons ranging from one quarter to ...
Tierney, Heather L.R.
core +1 more source