Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E07239
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The Monte Carlo comparisons use the CI approach to hypothesis testing, similar to the approach adopted by Biewen (2002) in studying the relative performance of asymptotic and
We show that a version of the Robins test, which we call the new method of projection, based on an efficient score- type statistic performs nearly as well as the MQLR statistic
Consider using linear regression analysis in order to test for rationality, in which case failure to reject the null equates with an absence of linear correlation between the
We also report some simulations on the power of the modified RESET test against some specific nonlinear models, choosing the following seven nonlinear models in addition to the
Our specification with the correlation at the value specified in the international guidance shows that the data are consider- ably less informative about the default probability in
In Panel (A) we show the filtered time series for both the model with the factor loadings parameter added to the state (DNS–TVL, dotted line) and the model with both the
The tail index estimation methods proposed in the paper are illustrated using an empirical analysis of Zipf’s power law for the United States city size distribution (Section 5)..
Moreover, in small simulation studies designed to mimic the data from the NSW application, we find that the simple linear least-squares based implementation of the bias-
