scholarly journals On the Exact Statistical Distribution of Econometric Estimators and Test Statistics

Author(s):  
Yong Bao ◽  
Xiaotian Liu ◽  
Aman Ullah
Author(s):  
Junhui Mei ◽  
Xidong Zhang ◽  
Heng Zhang ◽  
Guojun Lai ◽  
Guixia Kang

2020 ◽  
Vol 24 (04) ◽  
pp. 591-599 ◽  
Author(s):  
John O Kuranga ◽  
Kayode Ayinde ◽  
Gbenga S. Solomon

2010 ◽  
Vol 13 (2) ◽  
pp. 3-21
Author(s):  
Kilian Plank ◽  
Roland Walter

Econometrics ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 10
Author(s):  
Šárka Hudecová ◽  
Marie Hušková ◽  
Simos G. Meintanis

This article considers goodness-of-fit tests for bivariate INAR and bivariate Poisson autoregression models. The test statistics are based on an L2-type distance between two estimators of the probability generating function of the observations: one being entirely nonparametric and the second one being semiparametric computed under the corresponding null hypothesis. The asymptotic distribution of the proposed tests statistics both under the null hypotheses as well as under alternatives is derived and consistency is proved. The case of testing bivariate generalized Poisson autoregression and extension of the methods to dimension higher than two are also discussed. The finite-sample performance of a parametric bootstrap version of the tests is illustrated via a series of Monte Carlo experiments. The article concludes with applications on real data sets and discussion.


2021 ◽  
Vol 28 (1) ◽  
Author(s):  
Seyed Mohammad Mahdi Mortazavi ◽  
Saeid Ahmadjo ◽  
Mojtaba Omidvar ◽  
Mohammad Reza Zamani ◽  
Rezvan Fallahnezhad

Genetics ◽  
2000 ◽  
Vol 156 (1) ◽  
pp. 305-311 ◽  
Author(s):  
Jason G Mezey ◽  
James M Cheverud ◽  
Günter P Wagner

Abstract Various theories about the evolution of complex characters make predictions about the statistical distribution of genetic effects on phenotypic characters, also called the genotype-phenotype map. With the advent of QTL technology, data about these distributions are becoming available. In this article, we propose simple tests for the prediction that functionally integrated characters have a modular genotype-phenotype map. The test is applied to QTL data on the mouse mandible. The results provide statistical support for the notion that the ascending ramus region of the mandible is modularized. A data set comprising the effects of QTL on a more extensive portion of the phenotype is required to determine if the alveolar region of the mandible is also modularized.


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