Results 91 to 100 of about 355,029 (197)

Improved Inference for the Instrumental Variable Estimator [PDF]

It is now well known that standard asymptotic inference techniques for instrumental variable estimation perform very poorly in the presence of weak instruments.
Charles Nelson, Eric Zivot, Richard Startz   +2 more
core  

Hypothesis Testing of Population Percentiles via the Wald Test with Bootstrap Variance Estimates. [PDF]

Open J Stat, 2016
Johnson WD, Romer JE.
europepmc   +1 more source

Application of the Fitness and Nutrition Program for Seniors (FANS) to improve Physical Activity and Kinanthropometric Measures among Community-Dwelling Older Adults living with Frailty: a Quasi-experimental Study

BMC Geriatrics
Background Due to the impact of COVID-19, telehealth technologies have become crucial for managing the health of community-dwelling older adults with frailty.
Pei-Shan Li, Chia-Jung Hsieh, Nae-Fang Miao, Chuan-Hsiu Tsai, Chieh-Yu Liu, Hung-Ru Lin, Shu-Fang Vivienne Wu, Jordan Koh   +7 more
doaj   +1 more source

Simple Wald tests of the fractional integration parameter : an overview of new results [PDF]

This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with d?(0,1), allowing for ...
Jesus Gonzalo, Juan Jose Dolado, Laura Mayoral   +2 more
core  

Hypothesis testing and sample size considerations for the test-negative design

BMC Medical Research Methodology
The test-negative design (TND) is an observational study design to evaluate vaccine effectiveness (VE) that enrolls individuals receiving diagnostic testing for a target disease as part of routine care.
Yanan Huo, Yang Yang, M. Elizabeth Halloran, Ira M. Longini, Natalie E. Dean   +4 more
doaj   +1 more source

Testing for Multiple Structural Changes in Cointegrated Regression Models [PDF]

This paper considers issues related to testing for multiple structural changes in cointegrated systems. We derive the limiting distribution of the Sup-Wald test under mild conditions on the errors and regressors for a variety of testing problems. We show
Mohitosh Kejriwal, Pierre Perron
core  

TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY [PDF]

Most of the evidence in favor of pricing-to-market (PTM) was obtained by estimating partial equilibrium models using OLS, instrumental variable (IV) and single-equation error-correction methods.
Linda Khalaf, Maral Kichian
core  

Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap [PDF]

There is a growing literature on unit root testing in threshold autoregressive models. This paper makes two contributions to the literature. First, an asymptotic theory is developed for unit root testing in a threshold autoregression, in which the errors
Myunghwan Seo
core  

An exact, unified distributional characterization of statistics used to test linear hypotheses in simple regression models [PDF]

The Wald, likelihood ratio and Lagrange multiplier test statistics are commonly used to test linear restrictions in regression models. It is shown that for testing these restrictions in the classical regression model, the exact densities of these test ...
Parker, Thomas
core   +1 more source

The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships [PDF]

This paper considers computer intensive methods for inference on cointegrating vectors in maximum likelihood analysis. It investigates the robustness of LR , Wald tests and an F-type test for linear restrictions on cointegrating space to misspecification
Alessandra Canepa, Raymond O'Brien
core