Multiple Hypotheses Testing in the Linear Regression Model with Applications to Economics and Finance
eBook - PDF

Multiple Hypotheses Testing in the Linear Regression Model with Applications to Economics and Finance

,
  1. 140 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Multiple Hypotheses Testing in the Linear Regression Model with Applications to Economics and Finance

,

About this book

Multiple HypothesenprĂŒfung ist ein Teilgebiet der Statistik, das sich mit den speziellen Problemen beim Testen von zwei oder mehr Nullhypothesen beschĂ€ftigt. Die vorliegende Darstellung stellt eine EinfĂŒhrung in die moderne Theorie multipler Testprozeduren dar.Nach einer Diskussion der theoretischen Grundlagen werden verschiedene Testprozeduren im Rahmen des linearen Regressionsmodells beschrieben. Dazu gehören die Bonferroni-Prozedur, die Scheffe-Prozedur, die Bonferroni-Holm-Prozedur und die abgeschlossene F-Prozedur. Unter anderem wird auch auf das Testen geordneter, abhĂ€ngiger und hierarchischer Hypothesen eingegangen. Danach werden die Ergebnisse einer Monte Carlo Studie prĂ€sentiert, in der die GĂŒte mehrerer Testprozeduren verglichen wird. Die Vergleiche demonstrieren anschaulich die Überlegenheit abgeschlossener Testprozeduren. Anschließend werden die Resultate zweier empirischer Anwendungen abgeschlossener Testprozeduren vorgestellt. Die erste diskutiert die Ergebnisse von Madlener und Alt, die mehrere Energie-Nachfragemodelle fĂŒr Österreich testeten. Bei der zweiten Anwendung handelt es sich um eine empirische Untersuchung des Wochentagseffekts beim amerikanischen Dow Jones Index.

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Information

Publisher
Cuvillier Verlag
Year
2005
Print ISBN
9783865373380
eBook ISBN
9783736913387
Edition
1

Table of contents