Multiple hypotheses testing in the linear regression model with applications to economics and finance:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Göttingen
Cuvillier
2005
|
| Edition: | 1. Aufl. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Zugl: Wien, Univ., Diss., 2004 |
| Physical Description: | VI, 129 S. |
| ISBN: | 3865373380 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS 1 INTRODUCTION 1 2 FOUNDATIONS OF MULTIPLE TEST PROCEDURES 9
2.1 INTRODUCTION 9 2.2 COHERENCE AND CONSONANCE 10 2.3 GLOBAL AND
MULTIPLE LEVEL A TESTS 11 2.4 THE CLOSURE TEST PRINCIPLE 14 2.5 POWER
CONCEPTS 26 2.6 CONSISTENCY CONCEPTS 28 3 MULTIPLE TEST PROCEDURES IN
THE LINEAR REGRESSION MODEL 33 3.1 INTRODUCTION 33 3.2 THE BONFERRONI
PROCEDURE 35 3.3 THE SCHEFFE PROCEDURE 40 3.4 THE BONFERRONI-HOLM
PROCEDURE 44 3.5 THE CLOSED F-PROCEDURE 51 3.6 TEST PROCEDURES BASED ON
ORDERED OR DEPENDENT HYPOTHESES 55 3.7 NESTED TEST PROCEDURES 60 3.8
CONSISTENT AND FULLY CONSISTENT TEST PROCEDURES 68 4 MULTIPLE HYPOTHESES
TESTING - A MONTE CARLO STUDY 77 4.1 INTRODUCTION 77 4.2 SIMULATING TYPE
I ERROR PROBABILITIES 78 4.3 POWER COMPARISONS ON ARTIFICIAL DATA 80 4.4
POWER COMPARISONS ON ECONOMIC DATA 84 5 TESTING ENERGY DEMAND MODELS 89
5.1 INTRODUCTION 89 5.2 THE MODELS 90 5.3 THE CLOSURE TEST 93 5.4 DATA:
AUSTRIAN ECONOMIC DATA, 1970-1992 96 5.5 EMPIRICAL RESULTS 97 6 TESTING
FOR DAY-OF-THE-WEEK EFFECTS 101 6.1 INTRODUCTION 101 6.2 TRADITIONAL
TESTING APPROACHES 102 6.3 A MODIFIED APPROACH BASED ON THE CLOSURE TEST
PRINCIPLE 104 6.4 DATA: DOW JONES INDUSTRIAL AVERAGE, 1991-2000 106 6.5
EMPIRICAL RESULTS 108 7 CONCLUSION 115 BIBLIOGRAPHY 121
|
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| author | Alt, Raimund |
| author_GND | (DE-588)170396584 |
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| dewey-full | 330 |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330 |
| dewey-search | 330 |
| dewey-sort | 3330 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Book |
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| indexdate | 2024-07-09T20:05:23Z |
| institution | BVB |
| isbn | 3865373380 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013081924 |
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| physical | VI, 129 S. |
| publishDate | 2005 |
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| spelling | Alt, Raimund Verfasser (DE-588)170396584 aut Multiple hypotheses testing in the linear regression model with applications to economics and finance Raimund Alt 1. Aufl. Göttingen Cuvillier 2005 VI, 129 S. txt rdacontent n rdamedia nc rdacarrier Zugl: Wien, Univ., Diss., 2004 Lineares Regressionsmodell (DE-588)4127971-2 gnd rswk-swf Multipler Test (DE-588)4294391-7 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Lineares Regressionsmodell (DE-588)4127971-2 s Multipler Test (DE-588)4294391-7 s DE-604 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013081924&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Alt, Raimund Multiple hypotheses testing in the linear regression model with applications to economics and finance Lineares Regressionsmodell (DE-588)4127971-2 gnd Multipler Test (DE-588)4294391-7 gnd |
| subject_GND | (DE-588)4127971-2 (DE-588)4294391-7 (DE-588)4113937-9 |
| title | Multiple hypotheses testing in the linear regression model with applications to economics and finance |
| title_auth | Multiple hypotheses testing in the linear regression model with applications to economics and finance |
| title_exact_search | Multiple hypotheses testing in the linear regression model with applications to economics and finance |
| title_full | Multiple hypotheses testing in the linear regression model with applications to economics and finance Raimund Alt |
| title_fullStr | Multiple hypotheses testing in the linear regression model with applications to economics and finance Raimund Alt |
| title_full_unstemmed | Multiple hypotheses testing in the linear regression model with applications to economics and finance Raimund Alt |
| title_short | Multiple hypotheses testing in the linear regression model with applications to economics and finance |
| title_sort | multiple hypotheses testing in the linear regression model with applications to economics and finance |
| topic | Lineares Regressionsmodell (DE-588)4127971-2 gnd Multipler Test (DE-588)4294391-7 gnd |
| topic_facet | Lineares Regressionsmodell Multipler Test Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013081924&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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