Artificial regression testing in the GARCH‐in‐mean model

Artificial regression testing in the GARCH - in - mean model

The issue of finite-sample inference in GARCH-like models has seldom been explored in the theoretical literature, although its potential relevance for practitioners is self-evident. In some cases, asymptotic theory may provide a very poor approximation to the actual distribution of the estimators in finite samples. The aim of this paper is to propose the application of the socalled double lengt...

Spatial Correlation Testing for Errors in Panel Data Regression Model

To investigate the spatial error correlation in panel regression models, various statistical hypothesizes and testings have been proposed. This paper, within introduction to spatial panel data regression model, existence of spatial error correlation and random effects is investigated by a joint Lagrange Multiplier test, which simultaneously tests their existence. For this purpose, joint Lagrang...

Robust testing in the logistic regression model

Testing model assumptions in functional regression models

In the functional regression model where the responses are curves new tests for the functional form of the regression and the variance function are proposed, which are based on a stochastic process estimating L2-distances. Our approach avoids the explicit estimation of the functional regression and it is shown that normalized versions of the proposed test statistics converge weakly. The finite ...

Analysis of Model Based Regression Testing Approaches

One of the important phases in the life cycle of software development process is the designing phase. There are different models used in this particular phase including class diagrams, state diagrams and use cases etc. To test the conformance of the software it is very essential that test cases should be derived from these specific models. Similarly regressions testing through these models are ...