... Assumptions 1 and 2. Then if the DGPfor sample size n is q/n as defined by (10), the limiting... more ... Assumptions 1 and 2. Then if the DGPfor sample size n is q/n as defined by (10), the limiting joint distribution as n -> X of the cRI(pO) as defined by (11) and of an as defined by (12), is normal with mean vector [C T, Ila 112]T and covariance matrix rI60) c1 L cT Ila 112_ where I ...
... There are perhaps a baker's dozen of published papers, most notably the three other ... more ... There are perhaps a baker's dozen of published papers, most notably the three other papers in this symposium, four papers in the March 1972 issue of the Swvedish Journal of Economics, and several papers in various recent issues of the Journal of Economic Theory. ...
... BY RUSSELL DAVIDSON AND JAMES G. MACKINNONI ... (1) Ho :yi-= f (Xi-, ) + Eo,I&amp... more ... BY RUSSELL DAVIDSON AND JAMES G. MACKINNONI ... (1) Ho :yi-= f (Xi-, ) + Eo,I' 'We would like to thank Angus Deaton, Gordon Fisher, Bentley Macleod, MichaelMcAleer, and an editor for helpful comments on earlier drafts. ...
... POWER OF THE TESTS The Monte Carlo experiment of the previous section can easily be extended ... more ... POWER OF THE TESTS The Monte Carlo experiment of the previous section can easily be extended to examine the power of alternative tests. ... For a fairly non-technical discussion of this type of asymptotic analysis of power, see Davidson and MacKinnon (1985). ...
... Assumptions 1 and 2. Then if the DGPfor sample size n is q/n as defined by (10), the limiting... more ... Assumptions 1 and 2. Then if the DGPfor sample size n is q/n as defined by (10), the limiting joint distribution as n -> X of the cRI(pO) as defined by (11) and of an as defined by (12), is normal with mean vector [C T, Ila 112]T and covariance matrix rI60) c1 L cT Ila 112_ where I ...
... There are perhaps a baker's dozen of published papers, most notably the three other ... more ... There are perhaps a baker's dozen of published papers, most notably the three other papers in this symposium, four papers in the March 1972 issue of the Swvedish Journal of Economics, and several papers in various recent issues of the Journal of Economic Theory. ...
... BY RUSSELL DAVIDSON AND JAMES G. MACKINNONI ... (1) Ho :yi-= f (Xi-, ) + Eo,I&amp... more ... BY RUSSELL DAVIDSON AND JAMES G. MACKINNONI ... (1) Ho :yi-= f (Xi-, ) + Eo,I' 'We would like to thank Angus Deaton, Gordon Fisher, Bentley Macleod, MichaelMcAleer, and an editor for helpful comments on earlier drafts. ...
... POWER OF THE TESTS The Monte Carlo experiment of the previous section can easily be extended ... more ... POWER OF THE TESTS The Monte Carlo experiment of the previous section can easily be extended to examine the power of alternative tests. ... For a fairly non-technical discussion of this type of asymptotic analysis of power, see Davidson and MacKinnon (1985). ...
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Papers by J. Mackinnon