Search Results - subject:"Conﬁdence set"

Test and confidence set for the difference of the x-coordinates of the vertices of two quadratic regression models

Bachmaier, Martin - In: Statistical Papers 51 (2010) 2, pp. 285-296

Persistent link: https://www.econbiz.de/10008456161

A confidence set for that x-coordinate where a quadratic regression model has a given gradient

Bachmaier, Martin - In: Statistical Papers 50 (2009) 3, pp. 649-660

Persistent link: https://www.econbiz.de/10004966077

Frequentist Inference in Weakly Identified DSGE Models

Guerron-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - C.E.P.R. Discussion Papers - 2009

We show that in weakly identified models (1) the posterior mode will not be a consistent estimator of the true parameter vector, (2) the posterior distribution will not be Gaussian even asymptotically, and (3) Bayesian credible sets and frequentist confidence sets will not coincide...

Persistent link: https://www.econbiz.de/10008528534

Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models

Dufour, Jean-Marie; Touhami, Abdelkhalek - Centre Interuniversitaire de Recherche en Analyse des … - 2000

We consider the problem of assessing the uncertainty of calibrated parameters in computable general equilibrium (CGE) models through the construction of confidence sets (or intervals) for these parameters. We study two different setups under which this can be done. The first one extends earlier...

Persistent link: https://www.econbiz.de/10005100806

Statistical Inference for Computable General Equilibrium Models with Application to a Model of the Moroccan Economy

ABDELKHALEK, Touhami; DUFOUR, Jean-Marie - Département de Sciences Économiques, Université de … - 1997

Wald-type statistic. The second approach assumes that a confidence set (sampling or Bayesian) is available for the free … parameters, from which confidence sets are derived by a projection technique. The latter has two advantages: first, confidence … set validity is not affected by model nonlinearities; second, we can easily build simultaneous confidence intervals for an …

Persistent link: https://www.econbiz.de/10005729850

Optimal confidence sets for testing average bioequivalence

Tseng, Yu-Ling - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 1, pp. 127-141

Persistent link: https://www.econbiz.de/10005390596

To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends

Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1990

In two recent articles, Sims (1988) and Sims and Uhlig (1988) question the value of much of the ongoing literature on unit roots and stochastic trends. They characterize the seeds of this literature as "sterile ideas," the application of nonstationary limit theory as "wrongheaded and...

Persistent link: https://www.econbiz.de/10005762668

An Application of Multiple Comparison Techniques to Model Selection

Shimodaira, Hidetoshi - In: Annals of the Institute of Statistical Mathematics 50 (1998) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10005395825

Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance

Takada, Yoshikazu - In: Journal of Multivariate Analysis 64 (1998) 2, pp. 118-130

form[sigma]2I. The coverage probability of the usual confidence set is shown to be improved asymptotically by centering at …

Persistent link: https://www.econbiz.de/10005160366