Results 71 to 80 of about 248,275 (303)
Generalised Wald Type Test of Nonlinear Restrictions
OALib, 2005 Abstract This paper proposes a generalised Wald type tests to test the hypothesis of nonlinear restrictions. We circumvent the problem of singularity of the covariance matrix associated with the usual Wald test by proposing a generalised inverse procedure, and an alternative simple procedure which can be approximated by a suitable chi-square ...
openaire +1 more source
MONTE CARLO EVIDENCE ON COINTEGRATION AND CAUSATION [PDF]
The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR
Rambaldi, Alicia N., Zapata, Hector O.
core +1 more source
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study investigates the impact of geographical indication (GI) certification on the export performance of Turkish agri‐food products by analyzing both trade volume and unit value dynamics. Drawing on monthly data from 2000 to 2024 across 22 GI‐certified products, the research employs product‐level regressions, fixed‐effects panel models ...
Ihlas Sovbetov, Muge Burcu Ozdemir
wiley +1 more source
Lithuanian Journal of Statistics, 2019 We investigate linear and nonlinear hypotheses testing in a Cox proportional hazards model for right-censored survival data when the covariates are subject to measurement errors. In Kukush and Chernova (2018) [Theor. Probability and Math. Statist.
Oksana Chernova, Alexander Kukush
doaj +1 more source
Multivariate tests of asset pricing: Simulation evidence from an emerging market [PDF]
The finite sample performance of the Wald, GMM and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This paper extends this analysis in two important ways.
Don U.A. Galagedera +2 more
core
Agribusiness, EarlyView.Abstract World markets for quality differentiated agri‐food products are highly competitive, presenting significant challenges for firms aiming to compete effectively. Government agencies and business organizations often implement various export promotion policies to address these challenges.
Nicolás Depetris‐Chauvin +1 more
wiley +1 more source
Testing for causality in variance using multivariate GARCH models [PDF]
Tests of causality in variance in multiple time serieshave been proposed recently, based on residuals of estimatedunivariate models. Although such tests are applied frequentlylittle is known about their power properties.
Hafner, C.M., Herwartz, H.
core +4 more sources
Making Wald Tests Work for Cointegrated Systems. [PDF]
Wald tests of restrictions on the coefficients of vector autoregressive (VAR) processes are known to have nonstandard asymptotic properties for 1(1) and cointegrated systems of variables.
Dolado, Juan José, Lüktepohl, Helmut
core
Agribusiness, EarlyView.Abstract Nucleus outgrower schemes are contractual arrangements where well‐resourced large‐scale farmers (nucleus farmers) are empowered by development support agencies to take charge of smallholder farmers, by providing them with market access and the necessary training on agronomic practices and farm inputs for production.
Dominic Tasila Konja, Awudu Abdulai
wiley +1 more source
, 2017 This paper considers the problem of robust hypothesis testing under non-identically distributed data. We propose Wald-type tests for both simple and composite hypothesis for independent but non-homogeneous observations based on the robust minimum density
Basu, Ayanendranath +3 more
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