Matches in SemOpenAlex for { <https://semopenalex.org/work/W949011738> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W949011738 abstract "In this chapter, various tests for homogeneity will be discussed. In section 5.1, an exact test for the case of normal, homoskedastic errors which are independent in time is derived. This test corresponds to Anderson’s U test (see Anderson 1984, 298ff). In section 5.2, it will be shown that Anderson’s U statistic is functionally equivalent to Laitinen’s statistic (see Laitinen 1978). In section 5.3, it is assumed that the errors follow a vector autoregressive process. The likelihood ratio statistic for testing homogeneity will be defined. Since only the asymptotic distribution of this test statistic is known, a small sample version of the likelihood ratio test and a Monte Carlo test is proposed. In section 5.4, we study the consequences of testing for homogeneity if the error process is wrongly specified. It will be shown that Anderson’s U statistic derived in section 5.1 is asymptotically equivalent to a quadratic form in normal variables under quite general assumptions. In section 5.5, a robust Wald test is defined. This Wald test is based on the quasi-maximum likelihood estimation of the coefficients of the Rotterdam model and on the heteroskedasticity and autocorrelation consistent estimation of its variance-covariance matrix. This test is robust in the sense that the Wald statistic is asymptotically distributed as a χ2 under the null hypothesis of homogeneity under fairly general assumptions." @default.
- W949011738 created "2016-06-24" @default.
- W949011738 creator A5056654948 @default.
- W949011738 date "2000-01-01" @default.
- W949011738 modified "2023-09-26" @default.
- W949011738 title "Testing for homogeneity" @default.
- W949011738 doi "https://doi.org/10.1007/978-3-642-58324-7_5" @default.
- W949011738 hasPublicationYear "2000" @default.
- W949011738 type Work @default.
- W949011738 sameAs 949011738 @default.
- W949011738 citedByCount "13" @default.
- W949011738 countsByYear W9490117382013 @default.
- W949011738 countsByYear W9490117382014 @default.
- W949011738 countsByYear W9490117382015 @default.
- W949011738 countsByYear W9490117382016 @default.
- W949011738 countsByYear W9490117382021 @default.
- W949011738 crossrefType "book-chapter" @default.
- W949011738 hasAuthorship W949011738A5056654948 @default.
- W949011738 hasConcept C103463560 @default.
- W949011738 hasConcept C105795698 @default.
- W949011738 hasConcept C110460608 @default.
- W949011738 hasConcept C120639 @default.
- W949011738 hasConcept C142259097 @default.
- W949011738 hasConcept C159877910 @default.
- W949011738 hasConcept C169857963 @default.
- W949011738 hasConcept C185429906 @default.
- W949011738 hasConcept C203274628 @default.
- W949011738 hasConcept C28826006 @default.
- W949011738 hasConcept C29447264 @default.
- W949011738 hasConcept C33923547 @default.
- W949011738 hasConcept C65778772 @default.
- W949011738 hasConcept C87007009 @default.
- W949011738 hasConcept C89128539 @default.
- W949011738 hasConcept C9483764 @default.
- W949011738 hasConceptScore W949011738C103463560 @default.
- W949011738 hasConceptScore W949011738C105795698 @default.
- W949011738 hasConceptScore W949011738C110460608 @default.
- W949011738 hasConceptScore W949011738C120639 @default.
- W949011738 hasConceptScore W949011738C142259097 @default.
- W949011738 hasConceptScore W949011738C159877910 @default.
- W949011738 hasConceptScore W949011738C169857963 @default.
- W949011738 hasConceptScore W949011738C185429906 @default.
- W949011738 hasConceptScore W949011738C203274628 @default.
- W949011738 hasConceptScore W949011738C28826006 @default.
- W949011738 hasConceptScore W949011738C29447264 @default.
- W949011738 hasConceptScore W949011738C33923547 @default.
- W949011738 hasConceptScore W949011738C65778772 @default.
- W949011738 hasConceptScore W949011738C87007009 @default.
- W949011738 hasConceptScore W949011738C89128539 @default.
- W949011738 hasConceptScore W949011738C9483764 @default.
- W949011738 hasLocation W9490117381 @default.
- W949011738 hasOpenAccess W949011738 @default.
- W949011738 hasPrimaryLocation W9490117381 @default.
- W949011738 hasRelatedWork W1970143540 @default.
- W949011738 hasRelatedWork W1974992598 @default.
- W949011738 hasRelatedWork W2002151188 @default.
- W949011738 hasRelatedWork W2037790662 @default.
- W949011738 hasRelatedWork W2048661390 @default.
- W949011738 hasRelatedWork W2049781629 @default.
- W949011738 hasRelatedWork W2052611179 @default.
- W949011738 hasRelatedWork W2057001967 @default.
- W949011738 hasRelatedWork W2063742147 @default.
- W949011738 hasRelatedWork W2071368556 @default.
- W949011738 hasRelatedWork W2084391800 @default.
- W949011738 hasRelatedWork W2122228761 @default.
- W949011738 hasRelatedWork W2135141104 @default.
- W949011738 hasRelatedWork W2143041539 @default.
- W949011738 hasRelatedWork W2144443219 @default.
- W949011738 hasRelatedWork W2170712385 @default.
- W949011738 hasRelatedWork W2460086300 @default.
- W949011738 hasRelatedWork W3170655365 @default.
- W949011738 hasRelatedWork W2498862656 @default.
- W949011738 hasRelatedWork W326639299 @default.
- W949011738 isParatext "false" @default.
- W949011738 isRetracted "false" @default.
- W949011738 magId "949011738" @default.
- W949011738 workType "book-chapter" @default.