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Distance-based One-sided Wald Test for Restricted Alternatives Ajit Kumar Majumder
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Distance-based One-sided Wald Test for Restricted Alternatives
Ajit Kumar Majumder
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.
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 25 de fevereiro de 2013 |
| ISBN13 | 9783838380919 |
| Editoras | LAP LAMBERT Academic Publishing |
| Páginas | 184 |
| Dimensões | 150 × 11 × 225 mm · 292 g |
| Idioma | Alemão |
