Search Results - subject:"bootstrap method"

On the validity of tests for asymmetry in residual-based threshold cointegration models

Schild, Karl-Heinz; Schweikert, Karsten - In: Econometrics : open access journal 7 (2019) 1/12, pp. 1-13

This paper investigates the properties of tests for asymmetric long-run adjustment which are often applied in empirical studies on asymmetric price transmissions. We show that substantial size distortions are caused by preconditioning the test on finding sufficient evidence for cointegration in...

Persistent link: https://www.econbiz.de/10012025641

Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals

He, Yang; Bartalotti, Otávio - 2019

This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...

Persistent link: https://www.econbiz.de/10012139158

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment condition models. Both tests are very fast to...

Persistent link: https://www.econbiz.de/10012202897

The Bootstrap Trap

Greene, Sara Sternberg - 2019

In the mid-1990s, Congress fundamentally altered the public safety net when it passed the Personal Responsibility and Work Opportunity Reconciliation Act (PRWORA) of 1996, otherwise known as welfare reform. Under the PRWORA, cash assistance was no longer an entitlement for income-qualifying...

Persistent link: https://www.econbiz.de/10014033847

An investigation of bootstrap methods for estimating the standard error of equating under the common-item nonequivalent groups design

Wang, Chunxin - 2011

The purpose of this study was to investigate the performance of the parametric bootstrap method and to compare the ….When the performance of the parametric bootstrap method was investigated, bivariate polynomial log-linear models were employed … the CPM of one. (3) The nonparametric bootstrap method generally produced less accurate estimates of the SEE than the …

Persistent link: https://www.econbiz.de/10009466018