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The Hang Seng University of Hong Kong

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Category: Book Chapter (1); Conference Paper (12); Journal Article (84); Refereed Conference Proceedings (1)

Department: ENG (2); ACY (5); EAF (13); MGT (5); MKT (8); SSC (3); COM (1); M&S (48); MSI (6); PO (2); SBUS (1); SCM (3); SDSC (1)

Keyword: A-optimality (1); ARMA-GARCH model (1); Ability to comply (1); Ability to comply, education, Hong Kong, tax compliance, tax morale, tax system fairness (1); Actual significance level (1); Adjacent-categories logit model (1); Agresti–Coull interval (1); Air quality rank (1); An emerging market (1); Approximate exact tests (1); Approximate unconditional inference (1); Approximate unconditional method (3); Approximate unconditional tests (1); Asymptotic confidence interval (1); Asymptotic inference (6); Asymptotic test (5); Asymptotic tests (4); Auction Theory, Budget constraints, Land Auctions, Bidding Strategy (1); Bakhtin (1); Bayes-type estimator (1); Bayesian credible interval (1); Bilateral-sample design (1); Binomial proportions (1); Bioequivalence (1); Bootstrap (2); Bootstrap resampling method (1); Bootstrap simultaneous confidence interval (1); Bootstrap-resampling (1); Bootstrap-resampling method, correlated bilateral data, risk difference, simultaneous confidence interval, stratified design (1); CHINA (1); COP 26 conference (1); Centroid algorithm (1); China Diamond industry Social capital Governance mechanism GRX scale Guanxi Performance (1); Cigarette package (1); Climate policy uncertainty (1); Cochran-Armitage test (1); Combined test (1); Comparative study (1); Comparative tests (1); Component test (1); Conditional heteroscedasticity (1); Conditional skewness (1); Conditional test (3); Confidence interval (3); Constrained MLE (1); Constrained maximum likelihood estimation (4); Constrained maximum likelihood estimation method (1); Correlated binary data (5); Count data (1); Cross-jurisdictional comparisons (1); Crossover study (1); Digital learning (1); Dirichlet distribution (1); Disease prevalence (2); Dose-response data (3); Dose–response data (4); Dostoevsky (1); Double sampling (2); Double-sided random process (1); EM algorithm (4); EM algorithm; MM algorithm; Shortest confidence intervals; Stochastic representation; Zero-truncated discrete models (1); Earnings quality (1); Economic policy uncertainty (1); Education (1); Emissions trading system (ETS) (1); English vocabulary (1); Equities Premium (1); Equivalence study (1); Equivalence test (1); Equivalence trials (1); Exact conditional approach (1); Exact conditional test (4); Exact confidence interval (1); Exact inference (1); Exact power (3); Exact power computation (3); Exact significance level (1); Exact test (3); Exact unconditional approach (1); Exact unconditional inference (2); Exact unconditional power (1); Exact unconditional test (1); Exact unconditional tests (1); False-negative rate ratio (1); Fear appeal (1); Financial integration; cointegration; error correction; linear and nonlinear causality (2); Follower championing behaviour (1); Generalized F-test (1); Generalized Shapiro-Wilk W Statistic (1); Generalized impulse response analysis (1); Globalization (1); Granger causality tests (1); Heterogeneous beliefs (1); Higher education (1); Hong Kong (2); Humanization (1); Hypothesis Testing (1); Hysteresis (1); IFRS (1); INVESTMENT (1); IPO underpricing (1); Incomplete data (2); Incomplete table (1); Indonesia (1); Information environment (1); Initial public offerings (1); Insider ownership (1); Intelligent control (1); Intraclass correlation (2); Inverse sampling (2); Investor protection (1); Irony (1); Jeffreys interval (1); Knowledge Co-Creation, Platform Management, Product Reviews (1); Knowledge co-creation (1); Knowledge community (1); Lagrange multiplier test (1); Language apps (1); Latent Growth Modeling (1); Latent growth modeling (1); Latent variable (1); Learning English as a second language (1); Level of significance (2); Likelihood ratio test (4); Linear and nonlinear analysis (1); Linearity (1); Läuter’s test (1); MM Algorithm (1); Managerial entrenchment (1); Market declines (1); Matched-pair design (1); Maximum likelihood method (1); Median unbiased estimate (1); Method of variance estimate recovery (MOVER) (1); Method of variance estimates recovery (1); Mid-P test (4); Mid-p (1); Missing at random (1); Missing data (1); Mixed-effect model (1); Monte Carlo Methods (1); Monte Carlo simulation (2); Multi-sided platforms (1); Multinomial distribution (1); Multiple test procedure (1); Mx (1); Natural Rate (1); Negative binomial (2); Nested Dirichlet distribution (1); Neural network (1); Non-randomized response models (2); Noninferiority (2); Noninferiority trials (1); Nonlinearity (1); Odds ratio (2); On-line detection (1); Ordinal data with misclassification (1); Ordinal probit (1); Ordinal response (2); Organizational performance (1); Otolaryngologic study (1); Otolaryngology (1); PEER EFFECT (1); Paired binary data (3); Pairwise likelihood (1); Partially validated data (1); Partially validated series (1); Piecewise stationary time series (1); Platform management (1); Poisson rate Difference (1); Polynomial multiplication algorithm (1); Portfolio Choice (1); Portmanteau test (1); Power (4); Power calculation (1); Power divergence statistic (1); Power loss (1); Predictor Variables (1); Product reviews (1); Quickest detection (1); Randomized response technique (1); Rate difference (2); Rate ratio (5); Rehabilitation (1); Relative risk (1); Risk Analysis (1); Risk difference (2); Romanticism (1); Sample size (4); Sample size determination (2); Sample size formula (1); Schlegel (1); Score statistic (1); Score test (11); Score test statistic (1); Sensitive questions (2); Sensitivity (2); Sequential monitoring (1); Service-learning (1); Shanghai-Hong Kong Stock Connect (1); Short sale restrictions (1); Simultaneous confidence interval (1); Simultaneous hypotheses (1); Singapore (1); Single-step test (1); Size (1); Smoke prevention (1); Software engineering (1); Software prototyping (1); Software tools (1); Specificity (2); Square-and-add Approach (1); Stepwise test (1); Stochastic representation (1); Stochastic volatility model (1); Stock price synchronicity (2); Stratification (1); Stratified matched-pair design (1); Structural break (1); Structural equation models (1); Structural zero (2); Student developmental outcomes (1); Survey sampling (1); Taiwan (1); Tango score interval (1); Tax compliance (1); Tax morale (1); Tax system fairness (1); Temporal aggregation (1); Test for the multivariate normal mean (1); Test-based confidence interval (2); Testing high-dimensional normality (1); Testing the equality of proportions (1); Three-arm design (1); Trend test (1); Truncated approximations (1); Two 1-sided tests (1); US (1); Unconditional exact inference (1); Unconditional exact test (1); Unemployment rate (1); Unit Root Test (1); Unmet Expectation (1); Unmet expectation (1); Unordered;2 × K table (1); Validation series (1); Volatility (1); WTO (1); Wald test (2); Wald-type test (1); Warning labels (1); Wilks phenomenon; likelihood ratio test; profile likelihood ratio test; semiparametric approach (1); Wilson score interval (1); Work Passion (1); Work passion (1); XGBoost (1); ZTBell (1)