Teaching size and power properties of hypothesis tests through simulations
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Publication:1669830
DOI10.1515/JEM-2015-0014zbMath1400.62336OpenAlexW2561327808MaRDI QIDQ1669830
Osman Doğan, Süleyman Taşpınar
Publication date: 4 September 2018
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://academicworks.cuny.edu/qc_pubs/192
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Uses Software
Cites Work
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE
- References
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- On a measure of lack of fit in time series models
- Rao's score test in spatial econometrics
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