### Table 3: An Empirical Test for Zoning Fox Chapel

2007

"... In PAGE 30: ...Table3 . We test the null hypothesis that the coefficients on these new terms were jointly zero.... ..."

### TABLE III RANGE OF VALUES FOR EMPIRICAL TEST

1993

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### Table 2: Summary statistic for empirical tests

1999

"... In PAGE 17: ...ore than 2.5% from the portfolio used for aggregation. Two aggregation categories with equal return ranges were below R * and three categories with equal ranges were between R * and the 50 th percentile of portfolio returns. The summary statistics for the eleven-period test horizon are presented in Table2 . The... In PAGE 17: ... The summary statistics for the eleven-period test horizon are presented in Table 2. The superscripted numbers in Table2... In PAGE 20: ... This outcome supports the theoretically based conclusions drawn by Basak and Shapiro (1999). Upon examination of the performance across out-sample scenarios in Table2 , it is clear that portfolio performance is not robust to the holdout sample set of future scenarios. In this case the behavior of future returns is not well described by observed behavior dating back 50 months.... In PAGE 21: ...elatively high average kurtosis of 8.0. A summary of the simulation statistics across the fifty trials is given in Table 3. The superscripted values in Table 3, as in Table2 , are the p-values for two-tailed t-tests of a hypothesized mean difference of zero between each statistic for the MV, MM and SP models and the comparable statistic for the SP-A model. For both in-sample and out-sample scenario sets, the SP-A model outperformed the alternative models with statistically significantly higher expected returns.... ..."

Cited by 1

### Table 1 shows empirical powers for the test statistics

1986

Cited by 5

### Table 6. Empirical percentiles of test statistic.

"... In PAGE 10: ...9n29, but without the mean adjustment parts. The 5n25 and 95n25 points of the distribution of the test statistics are given in the last part of Table6 . The statistic denoted by1=2n28n1f 2 + n18 2 n16 n29 is the statistic for n1a =1.... In PAGE 11: ...Table6 contains the 5n25 and 95n25 points of the Monte Carlo distribution of the test statistics based upon 1000 samples. For n1a = 0, the percentiles of the test statistic are close to those of the F -distribution.... ..."

### Table 7 Empirical Size of 5% Tests19

"... In PAGE 42: ...16 Since the bootstrap is actually applied to the AR(p) fitting errors, we also examine the actual sizes of the tests for linearly dependent data, where the observations are generated by an AR(2) process driven by innovations generated from each of these distributions.17 The results of these calculations are given in Table7 below. As noted above, the 5% critical region for each test was obtained using 1000 bootstrap replications.... ..."

### Table 3 Hausman test: empirical distribution

"... In PAGE 9: ...5, and 99% of the HT(pi), through simulation. The results are reported in Table3... ..."

### Table 1: Empirical size of the ME test

2005