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27,552
Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
 Journal of Applied Econometrics
, 1999
"... This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansentype likelihood ratio tests for cointegration. These are carried out in the context of the models recently proposed by Pesaran, Shin, and Smith (1997) that ..."
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Cited by 299 (11 self)
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This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions for the Johansentype likelihood ratio tests for cointegration. These are carried out in the context of the models recently proposed by Pesaran, Shin, and Smith (1997
Model Selection and Model Averaging in Phylogenetics: Advantages of Akaike Information Criterion and Bayesian Approaches Over Likelihood Ratio Tests
, 2004
"... Model selection is a topic of special relevance in molecular phylogenetics that affects many, if not all, stages of phylogenetic inference. Here we discuss some fundamental concepts and techniques of model selection in the context of phylogenetics. We start by reviewing different aspects of the sel ..."
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Cited by 407 (8 self)
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of the selection of substitution models in phylogenetics from a theoretical, philosophical and practical point of view, and summarize this comparison in table format. We argue that the most commonly implemented model selection approach, the hierarchical likelihood ratio test, is not the optimal strategy for model
RATIO TESTS
"... This paper shows there is a very strong optimality property within the class of sequential probability ratio tests (SPRT). This property, which was discovered by B.K. Ghosh in a weaker form, is completely analogous to the classical optimality property found by Wald and Wolfowitz. The only real diffe ..."
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This paper shows there is a very strong optimality property within the class of sequential probability ratio tests (SPRT). This property, which was discovered by B.K. Ghosh in a weaker form, is completely analogous to the classical optimality property found by Wald and Wolfowitz. The only real
Likelihood ratio tests for detecting positive selection and application to primate lysozyme evolution.
 Mol. Biol. Evol.
, 1998
"... An excess of nonsynonymous substitutions over synonymous ones is an important indicator of positive selection at the molecular level. A lineage that underwent Darwinian selection may have a nonsynonymous/synonymous rate ratio (d N /d S ) that is different from those of other lineages or greater tha ..."
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Cited by 309 (17 self)
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than one. In this paper, several codonbased likelihood models that allow for variable d N /d S ratios among lineages were developed. They were then used to construct likelihood ratio tests to examine whether the d N /d S ratio is variable among evolutionary lineages, whether the ratio for a few
Approximate likelihood ratio test for branches: a fast, accurate and powerful alternative
 SYSTEMATIC BIOLOGY
, 2006
"... We revisit statistical tests for branches of evolutionary trees reconstructed upon molecular data. A new, fast, approximate likelihoodratio test (aLRT) for branches is presented here as a competitive alternative to nonparametric bootstrap and Bayesian estimation of branch support. The aLRT is based ..."
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Cited by 275 (9 self)
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We revisit statistical tests for branches of evolutionary trees reconstructed upon molecular data. A new, fast, approximate likelihoodratio test (aLRT) for branches is presented here as a competitive alternative to nonparametric bootstrap and Bayesian estimation of branch support. The a
On Likelihood Ratio tests of Trend
, 1975
"... Suppose we have a random sample from a multinomial distribution with K parameters PI ' P2 ' •• • 'PK (,r Pi=1) • Three likelihood ratio tests about ..."
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Suppose we have a random sample from a multinomial distribution with K parameters PI ' P2 ' •• • 'PK (,r Pi=1) • Three likelihood ratio tests about
Likelihood ratio tests and singularities
 Ann. Statist
, 2008
"... Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models that satisf ..."
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Cited by 21 (5 self)
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Many statistical hypotheses can be formulated in terms of polynomial equalities and inequalities in the unknown parameters and thus correspond to semialgebraic subsets of the parameter space. We consider large sample asymptotics for the likelihood ratio test of such hypotheses in models
On likelihood ratio tests
 IMS Lecture Notesmonograph Series 49
, 2006
"... Abstract: Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative ..."
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Cited by 1 (0 self)
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Abstract: Likelihood ratio tests are intuitively appealing. Nevertheless, a number of examples are known in which they perform very poorly. The present paper discusses a large class of situations in which this is the case, and analyzes just how intuition misleads us; it also presents an alternative
Statistical Analysis of Cointegrated Vectors
 Journal of Economic Dynamics and Control
, 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
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Cited by 2749 (12 self)
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We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number
Results 1  10
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27,552