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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...
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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...
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We perform an extensive series of Monte Carlo experiments to compare the performance of the "Jacknife Instrumental Variables Estimator", or JIVE, with that of the more familiar 2SLS and LIML estimators. We find no evidence to suggest that JIVE should ever be used. It is always more dispersed...
Persistent link: https://www.econbiz.de/10005503845
We develop a new form of the information matrix test for a wide variety of statistical models, and present full details for the special case of univariate nonlinear regression models. Chesher (1984) showed that the implicit alternative of the information matrix test is a model with random...
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Bootstrap testing of nonlinear models normally requires at least one nonlinear estimation for every bootstrap sample. We show how to reduce computational costs by performing only a fixed, small number of Newton or quasi-Newton steps for each bootstrap sample. The number of steps is smaller for...
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