On Testing the Random Walk Hypothesis: A Model-Comparison Approach

2001 ◽  
Author(s):  
Ali F. Darrat ◽  
Maosen Zhong
Keyword(s):  
Random Walk ◽  
Model Comparison ◽  
Random Walk Hypothesis ◽  
Comparison Approach

scholarly journals A Bayesian model comparison approach to test the specificity of visual integration impairment in schizophrenia or psychosis

2018 ◽  
Vol 265 ◽  
pp. 271-278 ◽  
Author(s):  
Tyler B. Grove ◽  
Beier Yao ◽  
Savanna A. Mueller ◽  
Merranda McLaughlin ◽  
Vicki L. Ellingrod ◽  
...  
Keyword(s):  
Bayesian Model ◽  
Model Comparison ◽  
Visual Integration ◽  
Bayesian Model Comparison ◽  
Comparison Approach

scholarly journals Test of Random Walk Hypothesis in the Nigerian Stock Market

2015 ◽  
Vol 7 (2) ◽  
pp. 27-36 ◽  
Author(s):  
Joel Obayagbona ◽  
Sunday Osaretin Igbinosa
Keyword(s):  
Random Walk ◽  
Stock Market ◽  
Random Walk Hypothesis

scholarly journals Capturing Ordinal Theoretical Constraint in Psychological Science

2018 ◽  
Author(s):  
Julia M. Haaf ◽  
Fayette Klaassen ◽  
Jeffrey Rouder
Keyword(s):  
Social Sciences ◽  
Linear Model ◽  
Bayesian Model ◽  
Model Comparison ◽  
Social Scientists ◽  
Psychological Science ◽  
Bayesian Model Comparison ◽  
Comparison Approach ◽  
The Social ◽  
Ordinal Level

Most theories in the social sciences are verbal and provide ordinal-level predictions for data. For example, a theory might predict that performance is better in one condition than another, but not by how much. One way of gaining additional specificity is to posit many ordinal constraints that hold simultaneously. For example a theory might predict an effect in one condition, a larger effect in another, and none in a third. We show how common theoretical positions naturally lead to multiple ordinal constraints. To assess whether multiple ordinal constraints hold in data, we adopt a Bayesian model comparison approach. The result is an inferential system that is custom-tuned for the way social scientists conceptualize theory, and that is more intuitive and informative than current linear-model approaches.

scholarly journals A Wilcoxon signed-rank test for random walk hypothesis based on slopes

2014 ◽  
Vol 25 (6) ◽  
pp. 1499-1506 ◽  
Author(s):  
Tae Yoon Kim ◽  
Cheolyong Park ◽  
Seul Gee Kim ◽  
Min Seok Kim ◽  
Woo Jung Lee ◽  
...  
Keyword(s):  
Random Walk ◽  
Rank Test ◽  
Random Walk Hypothesis ◽  
Signed Rank ◽  
Wilcoxon Signed Rank Test ◽  
Signed Rank Test
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