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	Provedor de dados AgEcon (2) Colegio de Postgraduados (1) Autor Hurtado Jaramillo, Annel (1) Jin, Hyun Joung (1) Misra, Sukant K. (1) Nelson, Jeannie (1) Ramirez, Octavio A. (1) Palavra-chave Non-normality (3) Agribusiness (1) Agricultural Finance (1) Autocorrelation. (1) Crop Production/Industries (1) Demand and Price Analysis (1) Efficient regression models (1) Estadística (1) FIGARCH (1) Food Consumption/Nutrition/Food Safety (1) Heteroskedasticity (1) International Development (1) International Relations/Trade (1) International grain markets (1) Leven´s test (1) Maestría (1) No normalidad (1) Partially adaptive estimation (1) Potencial de una prueba (1) Power of test (1) Mais... Tipo do documento Conference Paper or Presentation (1) Journal Article (1) Ano 2013 (1) 2008 (1) 2002 (1) País United States (2) Mexico (1) Idioma Inglês (2) Espanhol (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Una prueba robusta para detectar heterogeneidad de varianzas en un diseño experimental completamente al azar. Colegio de Postgraduados Hurtado Jaramillo, Annel. Uno de los supuestos más importantes del ANOVA es que las varianzas de las poblaciones estudiadas son iguales. Una prueba para verificar homogeneidad de varianzas es la prueba de Levene la cual es relativamente sensible a desviaciones de normalidad, se han propuesto algunas modificaciones logrando pruebas más robustas, sin embargo, no han sido del todo satisfactorias. Por lo que, este trabajo tiene como objetivo proponer una prueba robusta para heterogeneidad de varianzas usando el principio de transformación a rangos sobre el valor absoluto de los residuos. Mediante simulación Monte Carlo se comparó la potencia y el tamaño de la prueba propuesta con distintas variantes de la prueba de Levene. Los resultados de la simulación muestran que la prueba de... Palavras-chave: No normalidad; Potencial de una prueba; Prueba de Levene; Robustez; Tamaños de prueba; Transformación a rangos; Leven´s test; Non-normality; Power of test; Rank transformation; Robustness; Test´s size; Estadística; Maestría. Ano: 2013 URL: http://hdl.handle.net/10521/2172 A Long Memory Conditional Variance Model for International Grain Markets AgEcon Jin, Hyun Joung. The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and long memory process. This study adopts six different volatility models, nested in an ARMA(p,q)- FIGARCH(P,D,Q), to capture dependence of grain cash price volatility and compares the performance of the six models. It also visits a related question about non-normal behaviors of grain prices and adopts the student-t density intended to account for fat-tailed properties of the data. We find suitability of the FIGARCH type models under the student-t distribution and competitiveness of the parsimonious FIGARCH(1,d,0) for modeling long memory volatility. Tipo: Journal Article Palavras-chave: International grain markets; Stochastic volatility; FIGARCH; Non-normality; Agribusiness; Agricultural Finance; Crop Production/Industries; Demand and Price Analysis; Food Consumption/Nutrition/Food Safety; International Development; International Relations/Trade. Ano: 2008 URL: http://purl.umn.edu/45654 ESTIMATION OF EFFICIENT REGRESSION MODELS FOR APPLIED AGRICULTURAL ECONOMICS RESEARCH AgEcon Ramirez, Octavio A.; Misra, Sukant K.; Nelson, Jeannie. This paper proposes and explores the use of a partially adaptive estimation technique to improve the reliability of the inferences made from multiple regression models when the dependent variable is not normally distributed. The relevance of this technique for agricultural economics research is evaluated through Monte Carlo simulation and two mainstream applications: A time-series analysis of agricultural commodity prices and an empirical model of the West Texas cotton basis. It is concluded that, given non-normality, this technique can substantially reduce the magnitude of the standard errors of the slope parameter estimators in relation to OLS, GLS and other least squares based estimation procedures, in practice, allowing for more precise inferences... Tipo: Conference Paper or Presentation Palavras-chave: Efficient regression models; Partially adaptive estimation; Non-normality; Skewness; Heteroskedasticity; Autocorrelation.; Research Methods/ Statistical Methods. Ano: 2002 URL: http://purl.umn.edu/19904 Registros recuperados: 3 Primeira ... 1 ... Última

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