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Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions

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Author Info
Dufour, J.M.
Farhat, A.

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Abstract

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments.

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Publisher Info
Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number 2001-23.

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Length: 32 pages
Date of creation: 2001
Date of revision:
Handle: RePEc:mtl:montec:2001-23

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Related research
Keywords: ECONOMETRICS ; ECONOMIC MODELS ; TESTS ; ESTIMATION;

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Find related papers by JEL classification:
C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation and Testing
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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  1. Kiviet, Jan F. & Dufour, Jean-Marie, 1997. "Exact tests in single equation autoregressive distributed lag models," Journal of Econometrics, Elsevier, vol. 80(2), pages 325-353, October. [Downloadable!] (restricted)
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  2. Dufour, Jean-Marie, 1989. "Nonlinear Hypotheses, Inequality Restrictions, and Non-nested Hypotheses: Exact Simultaneous Tests in Linear Regressions," Econometrica, Econometric Society, vol. 57(2), pages 335-55, March. [Downloadable!] (restricted)
  3. Dufour, Jean-Marie, 2006. "Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics," Journal of Econometrics, Elsevier, vol. 133(2), pages 443-477, August. [Downloadable!] (restricted)
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  4. Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C154-C173.
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  5. Dufour, Jean-Marie, 1990. "Exact Tests and Confidence Sets in Linear Regressions with Autocorrelated Errors," Econometrica, Econometric Society, vol. 58(2), pages 475-94, March. [Downloadable!] (restricted)
  6. Dufour, Jean-Marie & Torres, Olivier, 2000. "Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes," Journal of Econometrics, Elsevier, vol. 99(2), pages 255-289, December. [Downloadable!] (restricted)
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  7. Jean-Marie Dufour & Jan F. Kiviet, 1998. "Exact Inference Methods for First-Order Autoregressive Distributed Lag Models," Econometrica, Econometric Society, vol. 66(1), pages 79-104, January.
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  8. G. Noether, 1963. "Note on the kolmogorov statistic in the discrete case," Metrika, Springer, vol. 7(1), pages 115-116, December. [Downloadable!] (restricted)
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