Showing 1 - 10 of 19
L'article examine les conditions qui permettent de satisfaire simultanément les versions ex ante et ex post du principe de Pareto, lorsqu'on cesse d'imposer l'hypothèse de l'utilité espérée aux préférences individuelles et sociales. Avec des probabilités subjectives qui peuvent varier,...
Persistent link: https://www.econbiz.de/10008794818
Nous cherchons à mesurer l'impact de l'article 55 de loi SRU sur la production effective de logements sociaux, en utilisant plusieurs méthodes contrefactuelles (Double Différence, Double Changement) et en les confrontant à une nouvelle méthode qui utilise uniquement l'information passée...
Persistent link: https://www.econbiz.de/10010933908
A random sample drawn from a population would appear to offer an ideal opportunity to use the bootstrap in order to perform accurate inference, since the observations of the sample are IID. In this paper, Monte Carlo results suggest that bootstrapping a commonly used index of inequality leads to...
Persistent link: https://www.econbiz.de/10010750903
An axiomatic approach is used to develop a one-parameter family of measures of divergence between distributions. These measures can be used to perform goodness-of-fit tests with good statistical properties. Asymptotic theory shows that the test statistics have well-defined limiting distributions...
Persistent link: https://www.econbiz.de/10009371843
A random sample drawn from a population would appear to offer an ideal opportunity to use the bootstrap in order to perform accurate inference, since the observations of the sample are IID. In this paper, Monte Carlo results suggest that bootstrapping a commonly used index of inequality leads to...
Persistent link: https://www.econbiz.de/10008795665
Many simulation experiments have shown that, in a variety of circumstances, bootstrap tests perform better than current asymptotic theory predicts. Specifically, the discrepancy between the actual rejection probability of a bootstrap test under the null and the nominal level of the test appears...
Persistent link: https://www.econbiz.de/10008793443
Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random...
Persistent link: https://www.econbiz.de/10008793448
Two procedures are proposed for estimating the rejection probabilities of bootstrap tests in Monte Carlo experiments without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive (per replication) as estimating rejection probabilities for...
Persistent link: https://www.econbiz.de/10008793559
Extensions are presented to the results of Davidson and Duclos (2007), whereby the null hypothesis of restricted stochastic non dominance can be tested by both asymptotic and bootstrap tests, the latter having considerably better properties as regards both size and power. In this paper, the...
Persistent link: https://www.econbiz.de/10008793598
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10008793851