메뉴 건너뛰기




Volumn 20, Issue 1, 2001, Pages 1-30

The power and size of nonparametric tests for common distributional characteristics

Author keywords

JEL Classification: C12, C14; Omnibus tests; Two sample linear rank tests

Indexed keywords


EID: 85009395613     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-100104077     Document Type: Article
Times cited : (12)

References (32)
  • 1
    • 38149146061 scopus 로고
    • Simple tests of distributional form
    • Anderson, G. J., 1994. Simple tests of distributional form. Journal of Econometrics, 62: 265–276.
    • (1994) Journal of Econometrics , vol.62 , pp. 265-276
    • Anderson, G.J.1
  • 2
    • 0030372030 scopus 로고    scopus 로고
    • Nonparametric tests of stochastic dominance in income distributions
    • Anderson, G. J., 1996. Nonparametric tests of stochastic dominance in income distributions. Econometrica, 64: 1183–1193.
    • (1996) Econometrica , vol.64 , pp. 1183-1193
    • Anderson, G.J.1
  • 3
    • 84983945722 scopus 로고
    • Evidence on relationships among alternative measures of concentration: a tool for analysis of LDC inequalities
    • Berry, A., 1987. Evidence on relationships among alternative measures of concentration: a tool for analysis of LDC inequalities. Review of Income and Wealth, 33: 417–429.
    • (1987) Review of Income and Wealth , vol.33 , pp. 417-429
    • Berry, A.1
  • 4
    • 0039001502 scopus 로고
    • Asymptotic efficiency of certain locally most powerful rank tests
    • Capon, J., 1961. Asymptotic efficiency of certain locally most powerful rank tests. Annals of Mathematical Statistics, 32: 88–100.
    • (1961) Annals of Mathematical Statistics , vol.32 , pp. 88-100
    • Capon, J.1
  • 5
    • 0000807326 scopus 로고
    • Asymptotic normality and efficiency of certain nonparametric test statistics
    • Chernoff, H., and Savage, I. R., 1958. Asymptotic normality and efficiency of certain nonparametric test statistics. Annals of Mathematical Statistics, 29: 972–994.
    • (1958) Annals of Mathematical Statistics , vol.29 , pp. 972-994
    • Chernoff, H.1    Savage, I.R.2
  • 6
    • 85066179781 scopus 로고
    • Labour market institutions and the distribution of wages 1973–1992: a semiparametric approach
    • DiNardo, J., Fortin, N., and Lemieux, T., 1995. Labour market institutions and the distribution of wages 1973–1992: a semiparametric approach. Econometrica forthcoming.
    • (1995) Econometrica forthcoming
    • DiNardo, J.1    Fortin, N.2    Lemieux, T.3
  • 7
    • 0342798452 scopus 로고
    • Differences in earnings and wage distributions between Canada and the United States: an application of a semi-parametric estimator of distribution functions with covariates
    • Donald, S. G., Green, D. A., and Paarsch, H. J., 1995. Differences in earnings and wage distributions between Canada and the United States: an application of a semi-parametric estimator of distribution functions with covariates. University of British Columbia Department of Economics Discussion Paper No. 95-34.
    • (1995) University of British Columbia Department of Economics Discussion Paper No. 95-34
    • Donald, S.G.1    Green, D.A.2    Paarsch, H.J.3
  • 8
    • 18844416849 scopus 로고
    • Wald, likelihood ratio and lagrange multiplier tests in econometrics
    • Grilliches Z., Intriligator D.M., (eds), North Holland: vol 2, chapter 13,. Edited by
    • Engle, R. F., 1984. “ Wald, likelihood ratio and lagrange multiplier tests in econometrics ”. In Handbook of Econometrics Edited by: Grilliches, Z., and Intriligator, D. M., North Holland vol 2, chapter 13.
    • (1984) Handbook of Econometrics
    • Engle, R.F.1
  • 12
    • 84988106767 scopus 로고
    • Nonparametric tests in small unbalanced samples: application in employment discrimination cases
    • Gastwirth, J. L., and Wang, Jane-Ling. 1987. Nonparametric tests in small unbalanced samples: application in employment discrimination cases. Canadian Journal of Statistics, 15: 339–348.
    • (1987) Canadian Journal of Statistics , vol.15 , pp. 339-348
    • Gastwirth, J.L.1    Wang, J.-L.2
  • 13
    • 38249005137 scopus 로고
    • Statistical properties of measures of betweengroup income differentials
    • Gastwirth, J. L., Nayak, T. K., and Wang, J-L., 1989. Statistical properties of measures of betweengroup income differentials. Journal of Econometrics, 42: 5–19.
    • (1989) Journal of Econometrics , vol.42 , pp. 5-19
    • Gastwirth, J.L.1    Nayak, T.K.2    Wang, J.-L.3
  • 16
    • 0001008891 scopus 로고
    • Estimating regression models with multiplicative heteroscedasticity
    • Harvey, A. C., 1976. Estimating regression models with multiplicative heteroscedasticity. Econometrica, 44: 461–465.
    • (1976) Econometrica , vol.44 , pp. 461-465
    • Harvey, A.C.1
  • 17
    • 70350165204 scopus 로고
    • Monte Carlo experimentation in econometrics
    • Griliches Z., Intriligator D.M., (eds), North Holland:. Edited by
    • Hendry, D. F., 1984. “ Monte Carlo experimentation in econometrics ”. In Handbook of Econometrics, vol 2, chapter 16 Edited by: Griliches, Z., and Intriligator, D. M., North Holland
    • (1984) Handbook of Econometrics, vol 2, chapter 16
    • Hendry, D.F.1
  • 18
    • 0003414592 scopus 로고
    • London: Oxford University Press
    • Jeffreys, H., 1967. Theory of Probability, (3rd edition) London: Oxford University Press.
    • (1967) Theory of Probability
    • Jeffreys, H.1
  • 21
    • 0003226504 scopus 로고
    • Stochastic dominance: a review and some new evidence
    • Kroll, Y., and Levy, H., 1980. Stochastic dominance: a review and some new evidence. Research in Finance, 2: 163–227.
    • (1980) Research in Finance , vol.2 , pp. 163-227
    • Kroll, Y.1    Levy, H.2
  • 23
    • 0000494262 scopus 로고
    • U.S. earnings levels and earnings inequality: a review of recent trends and proposed explanations
    • Levy, F., and Murnane, R. J., 1992. U.S. earnings levels and earnings inequality: a review of recent trends and proposed explanations. Journal of Economic Literature, 30: 1333–1381.
    • (1992) Journal of Economic Literature , vol.30 , pp. 1333-1381
    • Levy, F.1    Murnane, R.J.2
  • 24
    • 0000163591 scopus 로고
    • On the behaviour of inconsistent instrumental variable estimators
    • Maasoumi, Phillips. 1982. On the behaviour of inconsistent instrumental variable estimators. Journal of Econometrics, 19: 183–201.
    • (1982) Journal of Econometrics , vol.19 , pp. 183-201
    • Maasoumi, P.1
  • 25
    • 84925016065 scopus 로고
    • A compendium to information theory in economics and econometrics
    • Maasoumi, E., 1993. A compendium to information theory in economics and econometrics. Econometric Reviews, 12: 137–181.
    • (1993) Econometric Reviews , vol.12 , pp. 137-181
    • Maasoumi, E.1
  • 26
    • 0000225155 scopus 로고
    • On the asymptotic efficiency of certain nonparametric two sample tests
    • Mood, A. M., 1954. On the asymptotic efficiency of certain nonparametric two sample tests. Annals of Mathematical Statistics, 25: 514–522.
    • (1954) Annals of Mathematical Statistics , vol.25 , pp. 514-522
    • Mood, A.M.1
  • 28
    • 84947413454 scopus 로고
    • A nonparametric sum of ranks procedure for relative spread in unpaired samples
    • Seigal, S., and Tukey, J. W., 1960. A nonparametric sum of ranks procedure for relative spread in unpaired samples. Journal of the American Statistical Association, 55: pp. 429–445.
    • (1960) Journal of the American Statistical Association , vol.55 , pp. 429-445
    • Seigal, S.1    Tukey, J.W.2
  • 29
    • 10144248420 scopus 로고
    • Another look at market power
    • Schmalensee, R., 1982. Another look at market power. Harvard Law Review, 95: pp. 1789–816.
    • (1982) Harvard Law Review , vol.95 , pp. 1789-1816
    • Schmalensee, R.1
  • 30
    • 18644375139 scopus 로고
    • Some rank order tests which are most powerful against specific parametric alternatives
    • Terry, M. E., 1952. Some rank order tests which are most powerful against specific parametric alternatives. Annals of Mathematical Statistics, 23: 346–366.
    • (1952) Annals of Mathematical Statistics , vol.23 , pp. 346-366
    • Terry, M.E.1
  • 32
    • 0001884644 scopus 로고
    • Individual comparisons by ranking methods
    • Wilcoxon, F., 1945. Individual comparisons by ranking methods. Biometrics, 1: pp. 80–83.
    • (1945) Biometrics , vol.1 , pp. 80-83
    • Wilcoxon, F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.