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90,247
Does monetary policy matter? A new test
 in the spirit of Friedman and Schwartz. NBER Macroeconomics Annual
, 1989
"... This paper investigates whether nominal disturbances have important real effects. What differentiates the paper from the countless others on the same subject is that it focuses not on purely statistical evidence but on evidence derived from the historical recordevidence based on what ..."
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Cited by 427 (20 self)
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This paper investigates whether nominal disturbances have important real effects. What differentiates the paper from the countless others on the same subject is that it focuses not on purely statistical evidence but on evidence derived from the historical recordevidence based on what
DART: Directed automated random testing
 In Programming Language Design and Implementation (PLDI
, 2005
"... We present a new tool, named DART, for automatically testing software that combines three main techniques: (1) automated extraction of the interface of a program with its external environment using static sourcecode parsing; (2) automatic generation of a test driver for this interface that performs ..."
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Cited by 843 (42 self)
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We present a new tool, named DART, for automatically testing software that combines three main techniques: (1) automated extraction of the interface of a program with its external environment using static sourcecode parsing; (2) automatic generation of a test driver for this interface
Bisimulation through probabilistic testing
 in “Conference Record of the 16th ACM Symposium on Principles of Programming Languages (POPL
, 1989
"... We propose a language for testing concurrent processes and examine its strength in terms of the processes that are distinguished by a test. By using probabilistic transition systems as the underlying semantic model, we show how a testing algorithm can distinguish, with a probability arbitrarily clos ..."
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Cited by 529 (14 self)
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close to one, between processes that are not bisimulation equivalent. We also show a similar result (in a slightly stronger form) for a new process relation called $bisimulationwhich lies strictly between that of simulation and bisimulation. Finally, the ultimately strength of the testing language
Critical values for cointegration tests
 Eds.), LongRun Economic Relationship: Readings in Cointegration
, 1991
"... This paper provides tables of critical values for some popular tests of cointegration and unit roots. Although these tables are necessarily based on computer simulations, they are much more accurate than those previously available. The results of the simulation experiments are summarized by means of ..."
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Cited by 506 (3 self)
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This paper provides tables of critical values for some popular tests of cointegration and unit roots. Although these tables are necessarily based on computer simulations, they are much more accurate than those previously available. The results of the simulation experiments are summarized by means
Measuring and testing the impact of news on volatility
, 1991
"... This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests are p ..."
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Cited by 726 (14 self)
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This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the News Impact Curve. New diagnostic tests
Prices and unit labor costs: A new test of price stickiness
, 1999
"... This paper investigates the predictions of a simple optimizing model of nominal price rigidity for the aggregate price level and the dynamics of inflation. I compare the model’s predictions with those of a perfectly competitive, flexible price ‘benchmark’ model (corresponding to the model of pricing ..."
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Cited by 356 (11 self)
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This paper investigates the predictions of a simple optimizing model of nominal price rigidity for the aggregate price level and the dynamics of inflation. I compare the model’s predictions with those of a perfectly competitive, flexible price ‘benchmark’ model (corresponding to the model of pricing assumed in standard real business cycle models), and evaluate how much the introduction of nominal rigidities improves the model’s fit with the data. The model’s predictions are derived using only the firms optimal pricing problem; taking as given the paths of nominal labor compensation, labor productivity, and output, I determine the implied path of prices predicted by the model. Because prices are not a stationary series, I present my results in terms of the predicted path of the price/unit labor cost ratio, where the parameters characterizing such paths are chosen to maximize the fit with the data. I find that, while the evolution of prices relative to unit labor costs is quite different from what would be predicted by the flexibleprice ‘benchmark ’ model, a simple model of nominal price rigidity delivers an extremely close approximation both of the price/unit labor cost ratio and of the inflation series, even under a very simple approach to the measurement of marginal costs. Moreover, the results are robust to modifications of this measure.
Approximate Statistical Tests for Comparing Supervised Classification Learning Algorithms
, 1998
"... This article reviews five approximate statistical tests for determining whether one learning algorithm outperforms another on a particular learning task. These tests are compared experimentally to determine their probability of incorrectly detecting a difference when no difference exists (type I err ..."
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Cited by 723 (8 self)
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differences t test based on 10fold crossvalidation, exhibits somewhat elevated probability of type I error. A fourth test, McNemar’s test, is shown to have low type I error. The fifth test is a new test, 5 × 2 cv, based on five iterations of twofold crossvalidation. Experiments show that this test also has
Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
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Cited by 529 (13 self)
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We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous
A new scale of social desirability independent of psychopathology
 Journal of Consulting Psychology
, 1960
"... It has long been recognized that personality test scores are influenced by nontestrelevant response determinants. Wiggins and Rumrill (1959) distinguish three approaches to this problem. Briefly, interest in the problem of response distortion has been concerned with attempts at statistical correct ..."
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Cited by 695 (1 self)
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It has long been recognized that personality test scores are influenced by nontestrelevant response determinants. Wiggins and Rumrill (1959) distinguish three approaches to this problem. Briefly, interest in the problem of response distortion has been concerned with attempts at statistical
A HeteroskedasticityConsistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity
, 1980
"... This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator ..."
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Cited by 3211 (5 self)
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This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator
Results 1  10
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90,247