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Davidson, Russell - HAL - 2009

very reliable inference, some precautions should be taken in order to ensure this. Two “Golden Rules” are formulated that …

Persistent link: https://www.econbiz.de/10008794309

Robustness and inference in nonparametric partial-frontier modeling

Daouia, Abdelaati; Gijbels, Irène - HAL - 2011

A major aim in recent nonparametric frontier modeling is to estimate a partial frontier well inside the sample of production units but near the optimal boundary. Two concepts of partial boundaries of the production set have been proposed: an expected maximum output frontier of order and a...

Persistent link: https://www.econbiz.de/10010821037

Robustness and inference in nonparametric partial-frontier modeling

Daouia, Abdelaati; Gijbels, Irène - HAL - 2011

Persistent link: https://www.econbiz.de/10010898813

Bootstrap inference in a linear equation estimated by instrumental variables

Davidson, Russell; Mackinnon, James - HAL - 2009

estimated by instrumental variables. We show that writing all the test statistics—Student's t, Anderson-Rubin, the LM statistic … interesting results about the properties of the tests under weakinstrument asymptotics. We then propose several new procedures for … bootstrapping the three non-exact test statistics and also a new conditional bootstrap version of the LR test. These use more …

Persistent link: https://www.econbiz.de/10008793853

Wild bootstrap tests for IV regression

Davidson, Russell; Mackinnon, James - HAL - 2009

heteroskedasticity-robust t tests, and to the Anderson-Rubin test. We provide simulation evidence that it works far better than older …

Persistent link: https://www.econbiz.de/10008794398

Competitive equilibrium with asymmetric information : an existence theorem for numeraire assets

Boisdeffre, Lionel De - HAL - 2005

In a general equilibrium model of incomplete markets with nominal assets and adverse selection, Cornet-De Boisdeffre (3) introduced refined concepts of "no-arbitrage" prices and equilibria, which extended to the asymmetric information. We now present the model with numeraire assets and study its...

Persistent link: https://www.econbiz.de/10010750811

Competitive equilibrium with asymmetric information : the arbitrage characterization

Boisdeffre, Lionel De - HAL - 2005

In a general equilibrium model of incomplete nominal-asset markets and adverse selection, Cornet-De Boisdeffre [3] introduced refined concepts of "no-arbitrage" prices and equilibria, which extended to the asymmetric information setting the classical concepts of symmetric information. In...

Persistent link: https://www.econbiz.de/10010750867

Measuring Mobility

Cowell, Frank A.; Flachaire, Emmanuel - HAL - 2011

measures over the different status concepts consistent with the same underlying data. We investigate the statistical inference …

Persistent link: https://www.econbiz.de/10009643227

Economic Science and Political Influence

Saint-Paul, Gilles - HAL - 2012

When policymakers and private agents use models, the economists who design the model have an incentive to alter it in order infuence outcomes in a fashion consistent with their own preferences. I discuss some consequences of the existence of such ideological bias. In particular, I analyze the...

Persistent link: https://www.econbiz.de/10010739019

Le lancement d'un nouveau réseau de transports en commun : le cas de Riom

Cissé, Mélanie - HAL - 2010

La mise en place d'un nouveau réseau de transport en commun s'accompagne d'une nouvelle organisation commerciale visant à accompagner et à porter les ambitions du réseau. Le présent rapport détaille la nouvelle offre de transport et les stratégies marketing mis en œuvre pour gagner en...

Persistent link: https://www.econbiz.de/10010898555