Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Testes de hipóteses estatísticas"
Now showing items 1-5 of 5
-
Especificação da paridade descoberta de juros no mercado brasileiro
2014-12-20Medimos a validade da paridade descoberta de juros – PDJ - para o mercado brasileiro no período de janeiro de 2010 a julho de 2014. Testamos a equação clássica da PDJ usando o Método dos Mínimos Quadrados Ordinários. Após ... -
Hypothesis testing in econometric models
2015-12-11This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical ... -
Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests
2017-10This paper presents necessary and su cient conditions for tests to have trivial power. By inverting these impractical tests, we demonstrate that the bounded con dence regions have error probability equal to one. This theo- ... -
Invariant tests in an instrumental variables model with unknown data generating process
2015-04-28In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests ... -
Wald tests for IV regression with weak instruments
2013-09-17This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the ...
