This paper applies a bootstrap method to the Almost Ideal Demand System (AIDS) proposed by Deaton and Muellbauer (Am Econ Rev 70:312–326, <CitationRef CitationID="CR5">1980</CitationRef>), where the moving blocks bootstrap (MBB) and pairs bootstrap (PB) methods are adopted taking into account serially correlated error terms and limited...</citationref>

This paper proposes an improved gamma random generator. In the past, a lot of gamma random number generators have been proposed, and depending on a shape parameter (say, alpha) they are roughly classified into two cases: (i) alpha lies on the interval (0,1) and (ii) alpha is greater than 1,...

Non-parametric tests that deal with two samples include scores tests (such as the Wilcoxon rank sum test, normal scores test, logistic scores test, Cauchy scores test, etc.) and Fisher's randomization test. Because the non-parametric tests generally require a large amount of computational work,...

In this paper, the time-varying parameter model based on the Kalman filter is combined with the binary choice model. Next, estimation of the unknown parameters is examined without using any distribution. Finally, a money excess demand function is estimated as an application to the problem....

A simulation-based non-linear filter is developed for prediction and smoothing in non-linear and/or non-normal structural time-series models. Recursive algorithms of weighting functions are derived by applying Monte Carlo integration. Through Monte Carlo experiments, it is shown that (1) for a...