Search Results - subject:"Bartlett correction"

Small sample adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85

Persistent link: https://www.econbiz.de/10013260145

Small sample adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - 2021

Persistent link: https://www.econbiz.de/10013167436

Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - 2020

Persistent link: https://www.econbiz.de/10012386989

Extreme canonical correlations and high-dimensional cointegration analysis

Onatski, Alexei; Wang, Chen - In: Journal of econometrics 212 (2019) 1, pp. 307-322

Persistent link: https://www.econbiz.de/10012303946

Empirical likelihood for regression discontinuity design

Otsu, Taisuke; Matsushita, Yukitoshi; Xu, Ke-Li - London School of Economics (LSE) - 2014

discontinuity design, we show that the empirical likelihood statistic admits a higher-order refinement, so-called the Bartlett … correction. Bandwidth selection methods are also discussed. …

Persistent link: https://www.econbiz.de/10011126270

Robust Bartlett adjustment for hypotheses testing on cointegrating vectors : a bootstrap approach

Canepa, Alessandra - 2012

Persistent link: https://www.econbiz.de/10009573947

Second-order refinement of empirical likelihood ratio tests of nonlinear restrictions

Ma, Jun - In: The econometrics journal 20 (2017) 1, pp. 139-148

Persistent link: https://www.econbiz.de/10011719975

Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions

Matsushita, Yukitoshi; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2011

-order refinement methods for the test based on the empirical Bartlett correction and adjusted empirical likelihood. Our second … simulation studies we find that the empirical Bartlett correction and adjusted empirical likelihood assisted by bootstrapping …

Persistent link: https://www.econbiz.de/10008925608

On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family

Camponovo, Lorenzo; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2011

Baggerly (1998) showed that empirical likelihood is the only member in the Cressie-Read power divergence family to be Bartlett correctable. This paper strengthens Baggerly's result by showing that in a generalized class of the power divergence family, which includes the Cressie-Read family...

Persistent link: https://www.econbiz.de/10009324077

A note on small-sample correction for hypothesis testing on cointegrating vectors: recursive Monte Carlo analysis

Kurita, Takamitsu - In: Economics Bulletin 29 (2009) 3, pp. 1588-1595

This note conducts recursive Monte Carlo experiments on the Bartlett correction for a likelihood-based test on …

Persistent link: https://www.econbiz.de/10008562943