Global ETD Search
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Showing 1 to 12 of 12 for “"specification test"”.
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Essays in Spatial Econometrics: Estimation, Specification Test and the Bootstrap
… topics in spatial econometrics: estimation, specification and the bootstrap.</p><p>In Chapter 1, we first generalize an approximate measure of spatial dependence, the APLE statistic in Li et al (2007), to a spatial Durbin (SD) model. This generalized APLE takes into account exogenous …
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A nonparametric residual-based specification test : asymptotic, finite-sample, and computational properties
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1993.
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Validation of New Asphalt Cement Specification Test Methods Using Eastern and Northeastern Ontario Contracts and Trial Sections
… the validation efforts related to two new test methods developed for the grading of asphalt cement. Asphalt cements that were recovered from a large number of regular paving contracts and trial sections in eastern and northeastern Ontario were tested according to LS-299 and LS-308 test …
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Modeling Conditional Heteroskedasticity in Time Series and Spatial Analysis
… (jointly) two main mechanisms: distributional misspecification and conditional heteroskedasticity. I first derive a simple specification test for spatial autoregressive model using the information matrix (IM) test principle. As a byproduct of my test development, I obtain a general model that has …
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Properties and applications of a martingale hypothesis test
… the properties of a martingale hypothesis test, and present three applications of the test that address empirical questions in asset-pricing finance. The martingale test exploits the lack of correlation between forecast error and the current information set. The test is designed to consider …
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The effect of transition to renewable energy on stakeholders of energy companies: analyses of energy companies' financial and non-financial performance indices
… Datastream database. Panel models were used to test the hypotheses, and Hausman's specification test selected a more robust model between the fixed and random effect models. The study did not find evidence to conclude that energy transition has a significant effect on leverage, waste pollution, …
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Three Essays in Applied Microeconometrics
Chapter 1 develops a specification test for a single index binary outcome model in semi-parametric estimation. The semiparametric estimator examined does not rely on any distributional assumption, but it still relies on the single-index assumption. The violation of this assumption creates a source …
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Consideraciones respecto a los sistemas provisionales de protección de borde
… “Temporary edge protection systems. Product specification, test methods”. Presently, during the writing process of this doctorate dissertation, this standard is in the process of revision at the european level. In this dissertation, the performance of TEPS made of steel tubes and wood boards …
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Four essays on statistical modelling of environmental data
… models for specific environments and require specification search. Given more complex environments, specification search gets complicated by potential nonlinearities and heterogeneities. This research embeds a nonparametric trend modelling approach in real-time two-step methods. Form and …
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Contribución a la gestión de los procesos de pruebas de software y servicios
… only provide a high level description of the testing phase. Because of that, test management activities fall under the general control of the project management process. However in a scenario where development project is carried out distributed big development teams, under different …
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Adaptation of the EPT specification to a Ukrainian argumentative writing test within the contrastive rhetoric approach
… Illinois, USA) English Placement Test (EPT) Specification (spec) to the Ukrainian argumentative writing test taken by Ukrainian high-school graduates as a part of the obligatory Unified State Examination (USE) within the contrastive rhetoric approach. Never before has any …