Distance-Based One-Sided Wald Test for Restricted Alternatives

Language: English

Published by LAP LAMBERT Academic Publishing Feb 2013, 2013

3838380916 / 9783838380919

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This item is printed on demand - Print on Demand Titel. Neuware -Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 184 pp. Englisch.

Seller Inventory # 9783838380919

Title
Distance-Based One-Sided Wald Test for Restricted Alternatives
Author
Rumana Rois
Publisher
LAP LAMBERT Academic Publishing Feb 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3838380916
ISBN 13
9783838380919
Item weight
292 grams
Dimensions
220x150x12 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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