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The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter

Yıl 2017, Cilt 9, Sayı 1, 1 - 20, 03.04.2017
https://doi.org/10.33818/ier.319909

Öz

Strategies for comparison of alternative tests do not receive much attention in econometrics. The purpose of this paper is to introduce the concept of stringency and illustrate it in the context of a very simple hypothesis testing problem. Systematic use of this concept can be very helpful in evaluating relative performance of tests. 

Kaynakça

  • Durbin, J. and G. S. Watson (1950). Testing for Serial Correlation in Least Squares Regression. I. Biometrika, 37 (3-4), 409–428.
  • Durbin, J. and G. S. Watson (1951). Testing for Serial Correlation in Least Squares Regression. II. Biometrika, 38 (1-2), 159–178.
  • Islam, T. U. (2017). Stringency-based ranking of normality tests”. Communications in Statistics - Simulation and Computation, 46 (1), 655–668.
  • Khan, A. I. (2017). Theoretical and Empirical Comparisons of CoIntegration Tests. PhD thesis. International Islamic University of Islamabad, Pakistan.
  • Lehmann, E. L. and P. R. Joseph (2005). Testing Statistical Hypotheses. Springer Texts in Statistics. New York, NY: Springer Science & Business Media, Inc. Springer e-books. ISBN: 978-0-387-27605-2.
  • Zaman, A. (1996). Statistical Foundations for Econometric Techniques. Academic Press.

Yıl 2017, Cilt 9, Sayı 1, 1 - 20, 03.04.2017
https://doi.org/10.33818/ier.319909

Öz

Kaynakça

  • Durbin, J. and G. S. Watson (1950). Testing for Serial Correlation in Least Squares Regression. I. Biometrika, 37 (3-4), 409–428.
  • Durbin, J. and G. S. Watson (1951). Testing for Serial Correlation in Least Squares Regression. II. Biometrika, 38 (1-2), 159–178.
  • Islam, T. U. (2017). Stringency-based ranking of normality tests”. Communications in Statistics - Simulation and Computation, 46 (1), 655–668.
  • Khan, A. I. (2017). Theoretical and Empirical Comparisons of CoIntegration Tests. PhD thesis. International Islamic University of Islamabad, Pakistan.
  • Lehmann, E. L. and P. R. Joseph (2005). Testing Statistical Hypotheses. Springer Texts in Statistics. New York, NY: Springer Science & Business Media, Inc. Springer e-books. ISBN: 978-0-387-27605-2.
  • Zaman, A. (1996). Statistical Foundations for Econometric Techniques. Academic Press.

Ayrıntılar

Konular İşletme
Bölüm Makaleler
Yazarlar

Atiq Rehman
Pakistan


Arif Zaman Bu kişi benim
Lahore University of Management Science, Lahore
Pakistan


Asad Zaman
Pakistan

Yayımlanma Tarihi 3 Nisan 2017
Yayınlandığı Sayı Yıl 2017, Cilt 9, Sayı 1

Kaynak Göster

Bibtex @araştırma makalesi { ier319909, journal = {International Econometric Review}, issn = {1308-8793}, eissn = {1308-8815}, address = {Şairler Sokak, No:32/C, Gaziosmanpaşa, Ankara}, publisher = {Ekonometrik Araştırmalar Derneği}, year = {2017}, volume = {9}, pages = {1 - 20}, doi = {10.33818/ier.319909}, title = {The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter}, key = {cite}, author = {Rehman, Atiq and Zaman, Arif and Zaman, Asad} }
APA Rehman, A. , Zaman, A. & Zaman, A. (2017). The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter . International Econometric Review , 9 (1) , 1-20 . DOI: 10.33818/ier.319909
MLA Rehman, A. , Zaman, A. , Zaman, A. "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter" . International Econometric Review 9 (2017 ): 1-20 <https://dergipark.org.tr/tr/pub/ier/issue/30421/319909>
Chicago Rehman, A. , Zaman, A. , Zaman, A. "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter". International Econometric Review 9 (2017 ): 1-20
RIS TY - JOUR T1 - The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter AU - Atiq Rehman , Arif Zaman , Asad Zaman Y1 - 2017 PY - 2017 N1 - doi: 10.33818/ier.319909 DO - 10.33818/ier.319909 T2 - International Econometric Review JF - Journal JO - JOR SP - 1 EP - 20 VL - 9 IS - 1 SN - 1308-8793-1308-8815 M3 - doi: 10.33818/ier.319909 UR - https://doi.org/10.33818/ier.319909 Y2 - 2021 ER -
EndNote %0 International Econometric Review The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter %A Atiq Rehman , Arif Zaman , Asad Zaman %T The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter %D 2017 %J International Econometric Review %P 1308-8793-1308-8815 %V 9 %N 1 %R doi: 10.33818/ier.319909 %U 10.33818/ier.319909
ISNAD Rehman, Atiq , Zaman, Arif , Zaman, Asad . "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter". International Econometric Review 9 / 1 (Nisan 2017): 1-20 . https://doi.org/10.33818/ier.319909
AMA Rehman A. , Zaman A. , Zaman A. The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter. IER. 2017; 9(1): 1-20.
Vancouver Rehman A. , Zaman A. , Zaman A. The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter. International Econometric Review. 2017; 9(1): 1-20.
IEEE A. Rehman , A. Zaman ve A. Zaman , "The Concept of Stringency for Test Comparison: The Case of a Cauchy Location Parameter", International Econometric Review, c. 9, sayı. 1, ss. 1-20, Nis. 2017, doi:10.33818/ier.319909