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电子书共享：Two-Way Analysis of Variance Statistical Tests and Graphics Using R
7 个回复 - 1246 次查看 In statistics, analysis of variance (ANOVA) is a collection of statistical models used to distinguish between an observed variance in a particular variable and its component parts. In its simpl ...2013-6-30 09:10 - xinchuzu - 计量经济学与统计软件

Testing Kronecker Product Covariance Matrices for High-Dimensional Matrix-Variat
1 个回复 - 286 次查看【作者(必填)】 2323 【文题(必填)】 Testing Kronecker Product Covariance Matrices for High-Dimensional Matrix-Variate Data 【年份(必填)】 233 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-11-18 09:40 - internet.hzx - 求助成功区

Unit root tests with a break in innovation variance
4 个回复 - 731 次查看【作者(必填)】 Tae-HwanKim,Stephen Leybourne 【文题(必填)】 Unit root tests with a break in innovation variance 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2015-12-18 10:04 - mico123 - 求助成功区

Interpoint-ranking sign covariance for the test of independence
1 个回复 - 345 次查看【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-7-31 01:17 - internet.hzx - 求助成功区

Interpoint-ranking sign covariance for the test of independence
1 个回复 - 432 次查看【作者(必填)】 233 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract ...2022-7-31 01:24 - internet.hzx - 求助成功区

intermediate_microeconomics_varian_9e_test bank pdf
5 个回复 - 2090 次查看 2019-4-16 10:21 - lonzoball - 微观经济学

Testing for unit roots based on sample autocovariances
1 个回复 - 561 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2022-3-16 23:09 - internet.hzx - 求助成功区

A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Sm
1 个回复 - 374 次查看【作者(必填)】 23 【文题(必填)】 A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Small Samples 【年份(必填)】 223 【全文链接或数据库名称(选填)】https://wwwtandfonli ...2022-3-18 09:22 - internet.hzx - 求助成功区

Interpoint-ranking sign covariance for the test of independence
2 个回复 - 707 次查看【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 2 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-3-15 08:55 - internet.hzx - 求助成功区

Testing for unit roots based on sample autocovariances
1 个回复 - 439 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2021-9-13 10:54 - internet.hzx - 求助成功区

Testing for unit roots based on sample autocovariances
2 个回复 - 168 次查看【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/ ...2022-3-16 23:19 - internet.hzx - 文献求助专区

Testing mutual independence in high dimension via distance covariance
1 个回复 - 456 次查看【作者(必填)】 23 【文题(必填)】 Testing mutual independence in high dimension via distance covariance 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/1 ...2020-11-16 10:16 - internet.hzx - 求助成功区

Testing for Rank Invariance or Similarity in Program Evaluation
2 个回复 - 437 次查看【作者(必填)】 Yingying Dong Shu Shen 【文题(必填)】 Testing for Rank Invariance or Similarity in Program Evaluation 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.mitpressjourna ...2019-2-25 19:28 - xgdl2010 - 求助成功区

Using generalized method of moments to test mean-variance eﬃciency
1 个回复 - 509 次查看【作者(必填)】 A. Craig MacKinlay and Matthew P. Richardson 【文题(必填)】 Using Generalized Method of Moments to Test Mean-Variance Efficiency【年份(必填)】 The Journal of Finance Vol. 46, No. 2 ...2019-1-10 12:35 - leosong - 求助成功区

求[springer]A simultaneous testing of the mean vector and the covariance matrix
1 个回复 - 554 次查看【作者(必填)】Masashi Hyodo; Takahiro Nishiyama 【文题(必填)】A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data 【年份(必填)】2017 ...2018-1-21 20:40 - gymao - 求助成功区

Testing homogeneity of several covariance matrices
2 个回复 - 524 次查看【作者(必填)】 M. Rauf Ahmad 【文题(必填)】Testing homogeneity of several covariance matrices and multi-sample sphericity for[/backcolor] high-dimensional[/backcolor] data[/backcolor] under non-no ...2017-9-29 23:31 - ynlihuiqiong - 求助成功区

求：A causality-in-variance test and its application to financial market prices
1 个回复 - 421 次查看【作者(必填)】Yin-Wong Cheung 【文题(必填)】A causality-in-variance test and its application to financial market prices 【年份(必填)】Volume 72, Issues 1–2, May–June 1996, Pages 33-48 【全文链 ...2017-8-27 08:09 - daodaory - 求助成功区

求tandfonline文献一篇Tests of Covariance Matrices for High Dimensional Multivari
1 个回复 - 702 次查看【作者(必填)】Ahmad and Dietrich Von Rosenbc 【文题(必填)】Tests of Covariance Matrices for High Dimensional Multivariate Data Under Non Normality 【年份(必填)】2015 【全文链接或数据库名称(选 ...2016-8-10 02:15 - mgymgy - 求助成功区

求springer文献一篇On testing sphericity and identity of a covariance matrix with
1 个回复 - 595 次查看【作者(必填)】M. R. Ahmad 【文题(必填)】On testing sphericity and identity of a covariance matrix with large dimensions 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://link.springer.c ...2016-8-9 12:15 - mgymgy - 求助成功区

【独家发布】A Direct Comparison Approach for Testing Measurement Invariance
3 个回复 - 2233 次查看 Abstract Measurement equivalence/invariance (ME/I) is a condition that should be met before meaningful comparisons of survey results across groups can be made. As an alternative to the likelihood ra ...2016-6-16 15:07 - jiandong4388 - IRT理论相关软件

Bootstrap tests for structural change with infinite variance observations
0 个回复 - 601 次查看 2016-4-6 15:16 - 飘雪那个冬 - 文献求助专区

on the CUSUM of squares tests for variance change in nonstationary
1 个回复 - 607 次查看【作者(必填)】 Lee,S.,Na,O. 【文题(必填)】 on the CUSUM of squares tests for variance change in nonstationary and nonparametric regression time series models 【年份(必填)】 2003 【全文链接或数据 ...2016-4-6 14:59 - mico123 - 求助成功区

Ratio test to detect change in the variance of linear process
1 个回复 - 625 次查看【作者(必填)】Wenzhi Zhaoa*, Zhiming Xiab & Zheng Tianc 【文题(必填)】Ratio test to detect change in the variance of linear process 【年份(必填)】Volume 45, Issue 2, 2011 【全文链接或数据库名称(选 ...2016-3-6 12:45 - xmok77 - 求助成功区

eviews：关于VARIANCE RATIO TEST 的资料
15 个回复 - 8876 次查看在网上发现好多童鞋问关于怎么用EVIEWS 做VR TEST，正好这次大作业有用到，所以写个简单的guide~ 在eviews软件里面选file/open/programs. 打开附件里的这个vrtest.prg。程序就会自动打开一个源代码的窗口。下面 ...2011-4-6 19:30 - wuweixiaoxiao - EViews专版

A CUSUMSQ test for structural breaks in error variance
1 个回复 - 784 次查看 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model2016-1-6 13:07 - lucky187 - 求助成功区

Bootstrap tests for structural change with infinite variance observations
3 个回复 - 654 次查看【作者(必填)】【文题(必填)】Bootstrap tests for structural change with infinite variance observations 【年份(必填)】【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/ ...2016-1-4 09:27 - dandan0407 - 求助成功区

Ratio test for variance change point
1 个回复 - 550 次查看 Zhao W Z,Ratio test for variance change point in linear process with long memory.2010.2015-11-17 09:09 - lucky187 - 求助成功区

Tests of Independence Based on Sign and Rank Covariances
1 个回复 - 597 次查看【作者(必填)】 [*]S. Taskinen [*], A. Kankainen [*], H. Oja 【文题(必填)】 Tests of Independence Based on Sign and Rank Covariances【年份(必填)】未知【全文链接或数据库名称(选填)】http://lin ...2015-10-23 13:18 - internet.hzx - 文献求助专区

Variance ratio tests for a unit root in the presence of a mean shift
3 个回复 - 566 次查看 Variance ratio tests for a unit root in the presence of a mean shift: small sample properties and an application to purchasing power parity2015-10-13 09:38 - lucky187 - 求助成功区

Simultaneous Specification Test for the Mean and Variance Structures for
2 个回复 - 638 次查看【作者(必填)】Chen, S.X. and J. Gao 【文题(必填)】Simultaneous Specification Test for the Mean and Variance Structures for Nonlinear Time Series regression 【年份(必填)】2011 【全文链接或数据 ...2015-9-19 16:50 - 我来了 - 求助成功区

为什么出现 Cross-section test variance is invalid?
2 个回复 - 3800 次查看问题一：在做Correlated Random Effects - Hausman Test时，出现“Cross-section test variance is invalid” 为为什么出现这种情况啊？问题二：在面板数据的固定影响模型中引入一个虚拟变量：d=1表示所选的银行 ...2012-4-6 17:13 - zhengruyue - EViews专版

The power of unit root tests under local-to-finite variance errors
3 个回复 - 762 次查看 The power of unit root tests under local-to-finite variance errors2015-5-28 11:01 - lucky187 - 求助成功区

variance ratio test怎么写命令？急求啊
0 个回复 - 2163 次查看用stata做variance ratio test, 怎么写命令啊？研究对象是股指的日收盘价？麻烦具体点？谢谢！2015-5-17 19:50 - 981150912 - Stata专版

求助Unit root tests in the presence of an innovation variance break that has pow
2 个回复 - 581 次查看【作者(必填)】Amit Sen 【文题(必填)】Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative 【年份(必填)】2009 【全文链接 ...2015-3-23 14:10 - lohas0409 - 求助成功区

求助Testing for a unit root in the presence of a variance shift
1 个回复 - 526 次查看【作者(必填)】Shigeyuki Hamori, Akira Tokihisa 【文题(必填)】Testing for a unit root in the presence of a variance shift 【年份(必填)】1997 【全文链接或数据库名称(选填)】2015-3-23 16:32 - lohas0409 - 求助成功区

A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
1 个回复 - 1334 次查看【作者(必填)】Carlos Velasco andXuexin Wang 【文题(必填)】A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journa ...2014-12-30 09:04 - 我来了 - 求助成功区

springerbook2012:Two-Way Analysis of Variance Statistical Tests and Graphics Usi
1 个回复 - 811 次查看【作者(必填)】 Authors: [*]Thomas W. MacFarland 【文题(必填)】 Two-Way Analysis of VarianceStatistical Tests and Graphics Using R【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://l ...2014-12-7 01:42 - qijiongli - 求助成功区

Two-Way Analysis of Variance Statistical Tests and Graphics Using R
0 个回复 - 677 次查看 Thomas W. MacFarland Two-Way Analysis of Variance Statistical Tests and Graphics Using R2014-10-17 08:51 - li_mao - 计量经济学与统计软件

文献求助：Comparing Paired Data: A Simultaneous Test for Means and Variances
1 个回复 - 746 次查看 http://www.tandfonline.com/doi/abs/10.1080/00031305.1989.10475665#.U1u1WfmSyPI Bradley, E. L. and Blackwood, L. G. (1989). Comparing Paired Data: A Simultaneous Test for Means and Variances.The Ameri ...2014-4-26 21:34 - sunshine880607 - 悬赏大厅

关于cross-section test variance is invalid. Hausman statistic set to zero
7 个回复 - 7406 次查看在网上看到了这个，大家觉得是应该用固定效果还是随机效果呢？ hausman test correlated random effects by kpcinthin on Mon Jul 19, 2010 1:57 pm ...2013-4-5 07:30 - 150288731 - EViews专版

Cavaliere+Unit root tests under time-varying variances
4 个回复 - 761 次查看【作者(必填)】Andrews, D.W.K., Guggenberger, P., 【文题(必填)】Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1)model with conditional heteroskedaticity 【年份(必填)】2012 【全文链 ...2013-12-23 06:40 - harlon1976 - 求助成功区

怎么用stata 做variance ratio test 啊
1 个回复 - 3397 次查看如题，，很捉急啊，，谢谢大家2013-8-2 04:09 - viola芊 - Stata专版

Fear sentiments and gold price: testing causality in-mean and in-variance
2 个回复 - 976 次查看【作者(必填)】Mahmod Qadana & Joseph Yagilb* 【文题(必填)】Fear sentiments and gold price: testing causality in-mean and in-variance 【年份(必填)】2013 【全文链接或数据库名称(选填)】http ...2013-6-16 21:33 - 杨万弟 - 求助成功区

Andrew W.Lo:The Size and Power of the Variance Ratio Test in Finite Samples
0 个回复 - 1337 次查看 We examine the finite sample properties of the variance ratio test of the random walk hypothesis via Monte Carlo simulations under two null and three alternative hypotheses. These results are comp ...2013-5-17 22:59 - delphy_crystal - 金融学（理论版）

A test for variant objective functions in credit unions
1 个回复 - 761 次查看【作者(必填)】Donald J. Smith 【文题(必填)】A test for variant objective functions in credit unions 【年份(必填)】1986 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/0 ...2013-3-1 19:10 - beulahwish - 求助成功区

HAL VARIAN INTERMEDIATE MACROECONOMICS TEST BANK
1 个回复 - 3359 次查看 HAL VARIAN INTERMEDIATE MACROECONOMICS TEST BANK2013-2-23 00:44 - A0002950 - 微观经济学

Automatic variance ratio test under conditional heteroskedasticity
4 个回复 - 2962 次查看【作者(必填)】 Kim, Jae H. 【文题(必填)】 "Automatic variance ratio test under conditional heteroskedasticity," Finance Research Letters, Elsevier, vol. 6(3), pages 179-185, September. 【年份(必 ...2013-2-9 16:43 - pan1111111 - 求助成功区

请教F test for equal variance
0 个回复 - 1334 次查看问个基础问题，在用f test 检验两个variance是否相等的时候, 1. 如果我的H_0 sigma_1 sigma_2, at alpha=0.05 我的F=S-1/S-2. 这个时候 f statistics 是用0.05 还是0.95 如果变换一下 H_0 sigma_1 =》 ...2013-2-7 10:38 - shenroong - 计量经济学与统计软件

stata Variance test 引用的数据问题
1 个回复 - 2012 次查看解答关于用stata 做variance ratio test（Lomackinlay test）的时候用指令分析的时候应该是引用log（price）还是 reurn？求解答，感激不尽2012-8-25 23:18 - arsenal733 - Stata专版

关于Eviews7.0 的variance ratio test
1 个回复 - 2756 次查看刚使用Eviews7 的variance ratio test算出的结果看不懂解释文件请问Eviews7 的variance ratio test是使用random walk I的模型还是II III？算出的结果是符合三种中的哪一种？可以计算全部三种么？求教2012-9-20 12:04 - qqqvvv - EViews专版

请教一道选择题（Varian 5th Test-Item File 11.19）
1 个回复 - 909 次查看 2012-8-1 16:59 - No3676671 - 微观经济学

一道跨期消费题（Varian 5th Test-Item File 10.23）
0 个回复 - 952 次查看求收入变化前后c1各为多少？2012-7-28 16:54 - No3676671 - 微观经济学

求预算线斜率。（Varian 5th Test-Item File 10.5）
0 个回复 - 1265 次查看求预算线斜率？2012-7-28 16:22 - No3676671 - 微观经济学

如何翻译most powerful invariant tests
4 个回复 - 1014 次查看 most powerful invariant tests 如何翻译2012-5-28 08:41 - harlon1976 - 计量经济学与统计软件

8. Classical and High-Dimensional Tests for Covariance Matrices
1 个回复 - 681 次查看【作者(必填)】Yasunori Fujikoshi, Vladimir V. Ulyanov, Ryoichi Shimizu 【文题(必填)】8. Classical and High-Dimensional Tests for Covariance Matrices 【年份(必填)】2011 【全文链接或数据库名称( ...2013-6-6 02:21 - violinangel - 求助成功区

Mean Squares, F Tests, and Estimates of Variance
1 个回复 - 778 次查看【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Mean Squares, F Tests, and Estimates of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlin ...2013-5-27 12:44 - violinangel - 求助成功区

[下载]Hal Varian - Intermediate Microeconomics（Fifth Edition）Test-Item File
5 个回复 - 3934 次查看 微观原版的题目，附有难度系数和答案分析。2007-9-26 21:38 - joykyd - 微观经济学

请问如何用stata做lomackinlay variance ratio test?
1 个回复 - 4217 次查看各位高手帮帮忙，如何用stata 做lomackinlay variance ratio test?2010-8-12 07:19 - phx000 - Stata专版

请问怎么用eviews做variance ratio test 和 runs test
4 个回复 - 8154 次查看搜到前面有人发帖，没人回。网上搜了很多，中文的英文的都没有。。。不能做吗？2008-4-11 05:59 - kobenrique - EViews专版

Hal Varian - Intermediate Microeconomics（Fifth Edition）Test-Item File
0 个回复 - 1771 次查看很不错的经济学文献，有口皆碑。2009-6-23 19:51 - 华而不实 - 微观经济学

Incentive compatibility and procedural invariance testing of the one-and-on...
0 个回复 - 293 次查看 2005-11-19 20:54 - 随机误差262 - Forum

Testing Constancy of the Error Covariance Matrix in Vector Models against P...
0 个回复 - 151 次查看 2004-11-24 14:14 - 股权投资基金528 - Forum

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