The Wald Test for Testing “Adjusted Noise-to-Signal Ratio”

碩士 === 國立臺灣大學 === 經濟學研究所 === 94 === This paper recommends the Wald test to test the “adjusted noise-to-signal ratio”. Kaminsky, Lizondo and Reinhart (1998) use “adjusted noise-to-signal ratio” to examine the effectiveness of individual indicators. However, they did not provide a formal statistical t...

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Bibliographic Details
Main Authors: Yu-Jian Lin, 林宇建
Other Authors: Chia-Shang J. Chu
Format: Others
Language:en_US
Online Access:http://ndltd.ncl.edu.tw/handle/95843353522516273055