Search Results - subject:"Monte Carlo experiments"

A replication of "the effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding" (American Journal of Agricultural Economics, 2019)

Tian, Jiarui - In: Economics: The Open-Access, Open-Assessment Journal 17 (2023) 1, pp. 1-7

whether the data and code that BLW provided are reliable to reproduce their results. Second, it constructs Monte Carlo … experiments to assess the performance of BLW's method. The results indicate that their method produces ex post power estimates …

Persistent link: https://www.econbiz.de/10015100697

Johansen test with Fourier-type smooth nonlinear trends in cointegrating relations

Kurita, Takamitsu; Shintani, Mototsugu - 2023

Persistent link: https://www.econbiz.de/10014383879

A replication of "the effect of the conservation reserve program on rural economies : deriving a statistical verdict from a null finding" (American Journal of Agricultural Economics, 2019)

Tian, Jiarui - In: Economics : the open-access, open-assessment journal 17 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014281231

A replication of "the effect of the conservation reserve program on rural economies: deriving a statistical verdict from a null finding" : (American Journal of Agricultural Economics, 2019)

Tian, Jiarui - 2021

Persistent link: https://www.econbiz.de/10012693510

Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function

Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometrics 8 (2020) 1, pp. 1-15

of inequality indices for ordered response data. We use Monte Carlo experiments to compare the empirical size and …

Persistent link: https://www.econbiz.de/10012696271

Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function

Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometrics : open access journal 8 (2020) 1/8, pp. 1-15

of inequality indices for ordered response data. We use Monte Carlo experiments to compare the empirical size and …

Persistent link: https://www.econbiz.de/10012265388

Bayesian analysis of coefficient instability in dynamic regressions

Ciapanna, Emanuela; Taboga, Marco - In: Econometrics 7 (2019) 3, pp. 1-32

computational tractability of the model and to the fact that it is fully automatic, we are able to run Monte Carlo experiments and …

Persistent link: https://www.econbiz.de/10012696244

Bayesian analysis of coefficient instability in dynamic regressions

Ciapanna, Emanuela; Taboga, Marco - In: Econometrics : open access journal 7 (2019) 3/29, pp. 1-32

computational tractability of the model and to the fact that it is fully automatic, we are able to run Monte Carlo experiments and …

Persistent link: https://www.econbiz.de/10012161539

Big Data Analytics: A New Perspective

Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016

Model specification and selection are recurring themes in econometric analysis. Both topics become considerably more complicated in the case of large-dimensional data sets where the set of specification possibilities can become quite large. In the context of linear regression models, penalised...

Persistent link: https://www.econbiz.de/10011451442

Big data analytics : a new perspective

Chudik, Alexander; Kapetanios, George; Pesaran, M. Hashem - 2016

Persistent link: https://www.econbiz.de/10011444508