搜索结果: 1-15 共查到“经济学 Tests”相关记录16条 . 查询时间(0.156 秒)
Empirical tests of sale theories: Hungarian milk prices
chain level prices milk products price promotion sale theories
2015/11/26
The paper tests various predictions of the sale theory literature, using the retailer specific price data in Hungary. Besides being set in a New Member State, characterised by rather different history...
Variation in charges for 10 common blood tests in California hospitals: A cross-sectional analysis
Variation California hospitals
2014/11/7
Objectives:
Todeterminethevariationinchargesfor10commonbloodtestsacrossCaliforniahospitalsin2011,andtoanalysethehospitalandmarket-levelfactorsthatmayexplainanyobservedvariation.
Designsettingandpart...
Wheat Variety Yield Data: Do Commercial and Public Performance Tests Provide the Same Information?
Wheat Variety Yield Data Commercial Public Performance Tests Same Information
2014/6/3
Wheat Variety Yield Data: Do Commercial and Public Performance Tests Provide the Same Information?
Stationarity-based specification tests for diffusions when the process is nonstationary
Stationarity-based specification tests diffusions when the process nonstationary
2014/3/13
We analyze in this paper the asymptotic behavior of the specification test of Aït-Sahalia (1996) for the stationary density of a diffusion process, but when the diffusion is not stationary. We co...
Goodness-of-Fit tests with Dependent Observations
Extreme value statistics Stochastic processes Models of financial markets
2011/7/4
We revisit the Kolmogorov-Smirnov and Cram´er-von Mises goodness-offit
(GoF) tests and propose a generalisation to identically distributed, but dependent
univariate random variables. We show t...
NONPARAMETRIC TESTS OF THE MARKOV HYPOTHESIS IN CONTINUOUS-TIME MODELS
Markov hypothesis Chapman–Kolmogorov equation locally linear smoother transition density diffusion
2014/3/13
We propose several statistics to test the Markov hypothesis forβ-mixing stationary processes sampled at discrete time intervals. Our tests are based on the Chapman–Kolmogorov equation. We establish th...
General Equilibrium Theories of the Equity Risk Premium: Estimates and Tests
General Equilibrium Theories Equity Risk Premium Estimates and Tests
2010/9/7
This paper provides new estimates and tests of a number of leading general equilibrium theories of the price of equity and, to our knowledge, the first estimates of the time-varying equity premia impl...
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
Tests scaling universality distributions trade size share volume Evidence
2010/12/17
Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)。
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor-the debt-to-asset ratio R-in order...
Is the Real Exchange Rate Stationary? The Application of Similar Tests for a Unit Root in the Univariate and Panel Cases
Nonstationarity panel data PPP real exchange rate stationarity
2010/9/7
In this article we show that mean-adjusting panel and univariate time series unit root tests yield similar size when there is no drift. The conclusion of the empirics for Purchasing Power Parity is th...
Finite-Sample Performance of Structural Change Tests in Cointegrated Relationships: A Monte Carlo Analysis
Structural change cointegration central limit theory nonparametric estimation Monte Carlo simulation
2010/9/7
We present Monte Carlo simulation experiments to investigate the finite sample properties of structural change tests in cointegrated relationships. These tests are computed using three alternative eff...
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
stocks market asymmetries
2011/4/2
In this paper, we provide a model-free test for asymmetric correlations which suggest stocks tend to have greater correlations with the market when the market goes down than when it goes up.
Nonparametric Specifiation Tests of Discrete Time Spot Interest Rate Models in China
Spot RateModels Nonparametric Speci… cation Tests Generalized residuals Probability Integral Transform Q-Stats
2011/4/6
Understanding the dynamics of spot rates is very important for asset pricing, risk
management and interest rate liberalization. We examine a wide variety of popular
spot rate models in China, includ...
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
asymmetric correlations market portfolios felicity function
2011/4/6
In this paper, we provide a model-free test for asymmetric correlations in which stocks move
more often with the market when the market goes down than when it goes up. We also provide
such tests for...
Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional...
Economic theories underlying economic variables nuisance parameter free
2011/4/2
Economic theories in time series contexts usually have implications on and only on the conditional mean dynamics of underlying economic variables. We propose a new class of specification tests for tim...
