Distance-Based One-Sided Wald Test for Restricted Alternatives

Distance-Based One-Sided Wald Test for Restricted Alternatives


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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  • Product Description

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.

Product Specifications
SKU :COC67690
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08
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