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Beschreibung
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.
Details
| Verlag | LAP LAMBERT Academic Publishing |
| Ersterscheinung | 25. Februar 2013 |
| Maße | 22 cm x 15 cm x 1.2 cm |
| Gewicht | 292 Gramm |
| Format | Softcover |
| ISBN-13 | 9783838380919 |
| Seiten | 184 |
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