Vetenskap & teknik
Pocket
Distance-Based One-Sided Wald Test for Restricted Alternatives
Rois Rumana • Majumder Ajit Kumar
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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.
- Format: Pocket/Paperback
- ISBN: 9783838380919
- Språk: Engelska
- Antal sidor: 184
- Utgivningsdatum: 2013-02-25
- Förlag: LAP Lambert Academic Publishing