Results 31 to 40 of about 7,945,193 (294)
Likelihood ratio test and Wald test results.
, 2022 Likelihood ratio test and Wald test results.
Ying Ji Chuang (12231692) +6 more
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On the Differential Geometry of the Wald Test with Nonlinear Restrictions [PDF]
Econometrica, 1996 We exploit the tools of differential geometry to provide a clear explanation for the finite sample lack of invariance of the Wald statistic to algebraically equivalent reformulations of the null hypothesis. The Wald statistic is shown, in general, to be an improper geometric quantity and hence is not invariant to reparametrizations.
Critchley, Frank +2 more
openaire +3 more sources
Garch Model Test Using High-Frequency Data
Mathematics, 2020 This work is devoted to the study of the parameter test for the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. Based on the daily GARCH model, using the parameter estimator obtained by intraday high-frequency data, the adjusted ...
Chunliang Deng +3 more
doaj +1 more source
Wald test for heteroscedasticity (indirect impact).
, 2022 Wald test for heteroscedasticity (indirect impact).
Mansoor Mushtaq (13994340) +4 more
core +1 more source
Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components [PDF]
, 2007 Forthcoming 2008This paper analyses the behaviour of a Wald-type test, i.e., the (E¢ cient) Fractional Dickey-Fuller (EFDF) test of I(1) against I(d); d < 1; relative to LM tests. Further, it extends the implementation of the EFDF test to the presence of
Gonzalo, Jesús +3 more
core +2 more sources
Prevalence, predictors and consequences of gambling on Children in Ghana
BMC Public Health, 2022 Background Gambling is illegal for children in Ghana. However, young people, including children, are increasingly engaged in gambling across the country. Gambling is harmful and poses developmental implications for the youth, including children.
Sylvester Kyei-Gyamfi +5 more
doaj +1 more source
Bone & Joint Research, 2023 Aims: We compared the risks of re-revision and mortality between two-stage and single-stage revision surgeries among patients with infected primary hip arthroplasty.
Erik Lenguerrand +8 more
doaj +1 more source
Power comparison among tests for fractional unit roots [PDF]
, 2008 This article compares the asymptotic power properties of the Wald, the Lagrange Multiplier and the Likelihood Ratio test for fractional unit roots. The paper shows that there is an asymptotic inequality between the three tests that holds under fixed ...
Velasco Gómez, Carlos +2 more
core +1 more source
Wald test for heteroscedasticity (direct impact).
, 2022 Wald test for heteroscedasticity (direct impact).
Mansoor Mushtaq (13994340) +4 more
core +1 more source
, 2005 This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 - 20, 2003, Schneeweiss (2003).
Schneeweiß, Hans
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