Rumana Rois, Ajit Kumar Majumder

Broschiertes Buch

Distance-Based One-Sided Wald Test for Restricted Alternatives

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.

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.

Produktdetails

• Verlag: LAP Lambert Academic Publishing
• Seitenzahl: 184
• Erscheinungstermin: 5. März 2013
• Englisch
• Abmessung: 220mm x 150mm x 12mm
• Gewicht: 292g
• ISBN-13: 9783838380919
• ISBN-10: 3838380916
• Artikelnr.: 37460139