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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.; Krajina, Andrea - 2023
Persistent link: https://www.econbiz.de/10013475286
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Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - 1997
different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and …
Persistent link: https://www.econbiz.de/10010310815
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Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition
Iturria, Stephen J.; Carroll, Raymond J.; Firth, David - 1997
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...
Persistent link: https://www.econbiz.de/10010310829
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Polynomial regression and estimation function in the presence of multiplication measurement error, with application to nutrition
Iturria, Stephen J.; Carroll, Raymond J.; Firth, David - Sonderforschungsbereich 373, Quantifikation und … - 1997
In this paper we consider the polynomial regression model in the presence of multiplicative measurement error in the predictor. Consistent parameter estimates and their associated standard errors are derived. Two general methods are considered, with the methods differing in their assumptions...
Persistent link: https://www.econbiz.de/10010956460
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Nonparametric kernel and regression spline estimation in the presence of measurement error
Maca, J. D.; Carroll, Raymond J.; Ruppert, David - Sonderforschungsbereich 373, Quantifikation und … - 1997
different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and …
Persistent link: https://www.econbiz.de/10010956490
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Bootstrapping Spurious Regression
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2001
The bootstrap is shown to be inconsistent in spurious regression. The failure of the bootstrap is spectacular in that … the bootstrap effectively turns a spurious regression into a cointegrating regression. In particular, the serial … correlation coefficient of the residuals in the bootstrap regression does not converge to unity, so the bootstrap is not even …
Persistent link: https://www.econbiz.de/10005593430
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Controlling the significance levels of prediction error tests for linear regression models
GODFREY, LESLIE G.; ORME, CHRIS D. - In: Econometrics Journal 3 (2000) 1, pp. 66-83
a linear regression model are not normally distributed. The ability of a simple bootstrap procedure to give a useful …
Persistent link: https://www.econbiz.de/10005607117
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Bootstrapping I(1) Data
Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2009
A functional law for an I(1) sample data version of the continuous-path block bootstrap of Paparoditis and Politis … (2001) is given. The results provide an alternative demonstration that continuous-path block bootstrap unit root tests are …
Persistent link: https://www.econbiz.de/10005762605
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Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B. - In: Journal of quantitative economics 19 (2021), pp. 163-217
Persistent link: https://www.econbiz.de/10013441715