Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity

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ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity by : Richard J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity written by Richard J. Smith and published by . This book was released on 1991 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity by : R. J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity written by R. J. Smith and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (53 download)

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Book Synopsis Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity by : R. J. Smith

Download or read book Asymptotically Optimal Tests Using Limited Information and Testing for Weak Exogeneity written by R. J. Smith and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Statistical Theory and Method Abstracts

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ISBN 13 :
Total Pages : 728 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1995 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems

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ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (313 download)

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Book Synopsis Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems by : Wolfgang Bischoff

Download or read book Asymptotically Optimal Tests and Optimal Designs for Testing the Mean in Regression Models with Applications to Change-point Problems written by Wolfgang Bischoff and published by . This book was released on 1999 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Alternative Asymptotically Optimal Tests in Econometrics

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Publisher : Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN 13 :
Total Pages : 23 pages
Book Rating : 4.:/5 (159 download)

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Book Synopsis Alternative Asymptotically Optimal Tests in Econometrics by : Richard J. Smith

Download or read book Alternative Asymptotically Optimal Tests in Econometrics written by Richard J. Smith and published by Kingston, Ont. : Institute for Economic Research, Queen's University. This book was released on 1983 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects

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ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.:/5 (129 download)

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Book Synopsis Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects by : Juan Carlos Escanciano

Download or read book Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects written by Juan Carlos Escanciano and published by . This book was released on 2007 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper proposes an asymptotically optimal specification test of single-index models against alternatives that lead to inconsistent estimates of a covariate's average partial effect. The proposed tests are relevant when a researcher is concerned about a potential violation of the single-index restriction only to the extent that the estimated average partial effects suffer from a nontrivial bias due to the misspecification. Using a pseudo-norm of average partial effects deviation and drawing on the minimax approach, we find a nice characterization of the least favorable local alternatives associated with misspecified average partial effects as a single direction of Pitman local alternatives. Based on this characterization, we define an asymptotic optimal test to be a semiparametrically efficient test that tests the significance of the least favorable direction in an augmented regression formulation, and propose such a one that is asymptotically distribution-free, with asymptotic critical values available from the amp;χ 2/1 table. The testing procedure can be easily modified when one wants to consider average partial effects with respect to binary covariates or multivariate average partial effects.

Mathematical Reviews

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ISBN 13 :
Total Pages : 894 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 1995 with total page 894 pages. Available in PDF, EPUB and Kindle. Book excerpt:

On Asymptotically Optimal Tests

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ISBN 13 :
Total Pages : 152 pages
Book Rating : 4.:/5 (116 download)

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Book Synopsis On Asymptotically Optimal Tests by : Sungsub Choi

Download or read book On Asymptotically Optimal Tests written by Sungsub Choi and published by . This book was released on 1991 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Contents of Recent Economics Journals

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ISBN 13 :
Total Pages : 432 pages
Book Rating : 4.:/5 (334 download)

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Book Synopsis Contents of Recent Economics Journals by :

Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1994-08-26 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Econometrics: Volume 1

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Publisher : Cambridge University Press
ISBN 13 : 9780521467261
Total Pages : 332 pages
Book Rating : 4.4/5 (672 download)

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Book Synopsis Advances in Econometrics: Volume 1 by : Truman F. Bewley

Download or read book Advances in Econometrics: Volume 1 written by Truman F. Bewley and published by Cambridge University Press. This book was released on 1994-06-24 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: With its focus on econometrics, this volume contains key papers delivered at the Fifth World Congress in 1985.

Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification

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ISBN 13 : 9780867465198
Total Pages : 21 pages
Book Rating : 4.4/5 (651 download)

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Book Synopsis Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification by : Richard J. Smith

Download or read book Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification written by Richard J. Smith and published by . This book was released on 1986 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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ISBN 13 :
Total Pages : 788 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1994 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Asymptotically Optimal Test of Homogenity for Samples from Multinomial Distributions

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Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (186 download)

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Book Synopsis Asymptotically Optimal Test of Homogenity for Samples from Multinomial Distributions by : Vladimir Levin

Download or read book Asymptotically Optimal Test of Homogenity for Samples from Multinomial Distributions written by Vladimir Levin and published by . This book was released on 1988 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Index of Economic Articles in Journals and Collective Volumes

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ISBN 13 :
Total Pages : 1404 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Index of Economic Articles in Journals and Collective Volumes by : American Economic Association

Download or read book Index of Economic Articles in Journals and Collective Volumes written by American Economic Association and published by . This book was released on 1999 with total page 1404 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Index of Economic Articles in Journals and Collective Volumes

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ISBN 13 :
Total Pages : 952 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Index of Economic Articles in Journals and Collective Volumes by :

Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 1987 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Companion to Contemporary Economic Thought

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Publisher : Routledge
ISBN 13 : 1134973381
Total Pages : 947 pages
Book Rating : 4.1/5 (349 download)

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Book Synopsis Companion to Contemporary Economic Thought by : Michael Bleaney

Download or read book Companion to Contemporary Economic Thought written by Michael Bleaney and published by Routledge. This book was released on 1992-01-09 with total page 947 pages. Available in PDF, EPUB and Kindle. Book excerpt: * 41 in-depth essays cover current economic theory and applied economics in a single, comprehensive volume * Interfaces section considers economics as it relates to other disciplines * Extensive notes, bibliographies and suggestions for further reading; detailed index of Topics and People `A treasure-house of stimulating argument and vast amounts of, mostly, well marshalled information. The market for general survey volumes, while already crowded, should surely find room for this offering.' - The World Economy `The work under review scores very high marks.' - The Economic Journal `The chapters are written by people who are excellently qualified and frequently well-known in their field ... The book's strengths lie in the range of contributors, the very high quality of most of the contributors and its emphasis on applied economics. For these reasons alone it is an important book, which will be invaluable both to students and to economists wishing to learn about developments in other branches of their discipline.' - Economica