Spurious regressions in small samples
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 김철수 | - |
dc.date.available | 2021-02-22T11:35:52Z | - |
dc.date.issued | 1998-12 | - |
dc.identifier.issn | 1229-1900 | - |
dc.identifier.uri | https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/10564 | - |
dc.description.abstract | This paper shows another problem with simply relying on classical hypothesis testing. The size of economic tests is weak. Specially in time series analysis where the number of observations is relatively small and series are very persistent, we need to be cautious in interpreting standard t and χ^2 tests since they tend to reject the null hypothesis too often. We should examine which models are good approximations instead of simply rejecting or failing to reject the null hypothesis. | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | 숙명여자대학교 경제경영연구소 | - |
dc.title | Spurious regressions in small samples | - |
dc.type | Article | - |
dc.publisher.location | 대한민국 | - |
dc.identifier.bibliographicCitation | 경제경영논집, v.28, pp 261 - 266 | - |
dc.citation.title | 경제경영논집 | - |
dc.citation.volume | 28 | - |
dc.citation.startPage | 261 | - |
dc.citation.endPage | 266 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | other | - |
dc.identifier.url | http://www.riss.kr/search/detail/DetailView.do?p_mat_type=1a0202e37d52c72d&control_no=b2bb34694d4241d4ffe0bdc3ef48d419 | - |
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