Search Results - subject:"Finite Sample Performance"

A correction to "Generalized nonparametric smoothing with mixed discrete and continuous data" by Li, Simar & Telenyuk (2014, CSDA)

Racine, Jeffrey - 2016

Persistent link: https://www.econbiz.de/10011413155

Estimation of Censored Regression Model: A Simulation Study

Ai, Chunrong; Zhou, Qiong - In: Frontiers of Economics in China 7 (2012) 4, pp. 499-518

We investigate the finite sample performance of several estimators proposed for the panel data Tobit regression model … are asymptotically equivalent, the last two have better finite sample performance. However, our simulation reveals that …

Persistent link: https://www.econbiz.de/10010888574

Comparaison of several estimation procedures for long term behavior.

Guegan, Dominique; Lu, Zhiping; Zhu, BeiJia - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012

,d,q) setting we cast a light on the finite sample performance of these estimation procedures for the non-stationary long memory …

Persistent link: https://www.econbiz.de/10009492765

Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment

Kim, Hyeongwoo; Moh, Young-Kyu - Department of Economics, Auburn University - 2010

This paper revisits the empirical evidence of purchasing power parity under the current float by recursive mean adjustment (RMA) proposed by So and Shin (1999). We first report superior power of the RMA-based unit root test in finite samples relative to the conventional augmented Dickey-Fuller...

Persistent link: https://www.econbiz.de/10010862354

Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment

Kim, Hyeongwoo; Moh, Young-Kyu - Volkswirtschaftliche Fakultät, … - 2010

adjustment (RMA) method (So and Shin, 1999). We first demonstrate superior finite sample performance of the RMA-based unit root …

Persistent link: https://www.econbiz.de/10008506099

Nonparametric Efficiency Estimation in Stochastic Environments (II)

Cherchye, L.; Post, G.T. - Erasmus Research Institute of Management (ERIM), ERIM … - 2001

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the …

Persistent link: https://www.econbiz.de/10004969828

Nonparametric Efficiency Estimation in Stochastic Environments (II)

Cherchye, Cherchye, L.; Post, Post, G.T. - Erasmus Research Institute of Management (ERIM), … - 2001

We consider the issues of noise-to-signal estimation, finite sample performance and hypothesis testing for the …

Persistent link: https://www.econbiz.de/10010837548

Is Foreign Debt Portfolio Management Efficient in Emerging Economies?

Hussein, Khaled - International Monetary Fund (IMF) - 2001

This paper develops a simple model of foreign debt portfolio management. The model suggests that, under mild conditions, the currency composition of a country's foreign debt portfolio is responsive to exchange rate movements. Empirical evidence is provided for a panel of 14 emerging economies in...

Persistent link: https://www.econbiz.de/10005599482