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cannit
2009 Nov 29
0
KhmaladzeTest in quantreg
...critical value 5.350
- 5% critical value 4.523
So I accept the null.
But if I carry out the test for the location shift hypotesis
the result is:
$Tn
[1] 3.178942
and I accept the null again! How is it possible??? Is there something wrong in my estimation?
Thank you for your help!
Antonella Cannito
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