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Distance-Based One-Sided Wald Test for Restricted Alternatives - Softcover

Rois, Rumana; Majumder, Ajit Kumar

 
9783838380919: Distance-Based One-Sided Wald Test for Restricted Alternatives
Softcover
ISBN 10: 3838380916 ISBN 13: 9783838380919
Verlag: LAP LAMBERT Academic Publishing, 2013

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

Rumana Rois is an Assistant Professor in the Department of Statistics at Jahangirnagar University, where she has taught since 2006. Rois received her B.Sc. and M.Sc. degree in Statistics. She has published over 12 articles in leading journals. Her current interest is in exploring different restricted tests' performance using advanced simulation.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3838380916
ISBN 13 
9783838380919
Einband
Taschenbuch
Anzahl der Seiten
184
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Editions Muse
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Riga
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