Title of article :
A simple procedure for the selection of significant effects
Author/Authors :
Wong، Man-Yu نويسنده , , Cox، D. R. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.
Keywords :
General equilibrium , Term structure of interest rates , Leading indicators , Yield curve
Journal title :
Journal of Royal Statistical Society (Series B)
Journal title :
Journal of Royal Statistical Society (Series B)