Showing 1 - 10 of 253
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …'hypothèse nulle. Nous établissons aussi les propriétés des pouvoirs locaux et justifions la validité de la technique bootstrap …
Persistent link: https://www.econbiz.de/10005101068
This paper gives an overview of the way the issue of poverty measurement is typically addressed in economics. After having briefly defined what is meant by poverty in economics, I examine successively the unidimensional approach to poverty based on the income or expenses, and the...
Persistent link: https://www.econbiz.de/10005697624
Dans cet article, nous proposons des tests sur la forme de la distribution des erreurs dans un modèle de régression linéaire multivarié (RLM). Les tests que nous développons sont fonction des résidus obtenus par moindres carrés multivariés, lesquels sont standardisés de façon à ce que...
Persistent link: https://www.econbiz.de/10005100629
In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian...
Persistent link: https://www.econbiz.de/10005100677
the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading … asymptotique ou une technique de bootstrap. Après avoir montré que ces méthodes peuvent être très peu fiables, même avec des …
Persistent link: https://www.econbiz.de/10005100698
techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case …'application du bootstrap est aussi considérée. Les méthodes sont appliquées à un modèle VAR de l'économie américaine. …
Persistent link: https://www.econbiz.de/10005100843
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...
Persistent link: https://www.econbiz.de/10005100885
La microfinance se développe progressivement dans la région du Moyen-Orient et d’Afrique du Nord (MENA) à travers des institutions de microfinance (IMF) très variées. L’objectif de la plupart de ces IMF est de concilier la performance sociale (PS) qui vise à réduire la pauvreté et la...
Persistent link: https://www.econbiz.de/10009145830
In the last decades, Corporate Social Responsibility (CSR) has been deeply studied. Many researchers focused on the best social report form underlining advantages, and they shown that these documents follow more and more often balance-sheets. This work analyses the relation between the writing...
Persistent link: https://www.econbiz.de/10005087057