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Bias-Corrected Estimation for Spatial Autocorrelation
Yang, Zhenlin - School of Economics, Singapore Management University - 2010
the expectations of ratios of quadratic forms is overcome by a simple bootstrap procedure. With that, the corrections on …
Persistent link: https://www.econbiz.de/10008725929
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Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model
Liu, Shew Fan; Yang, Zhenlin - School of Economics, Singapore Management University - 2014
In studying the asymptotic and finite-sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10010929725
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A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
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Improved inferences for spatial regression models
Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
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A discrete model for bootstrap iteration
Davidson, Russell - 2015
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …
Persistent link: https://www.econbiz.de/10011445744
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Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
Lee, Kuo-Hao; Elkassabgi, Ahmed; Hsieh, Wei-Jen - In: Review of Economics & Finance 4 (2014) May, pp. 15-22
research by using of a leveraged bootstrap test developed by Hacker and Hatemi-J (2006) to examine the behavior of the …
Persistent link: https://www.econbiz.de/10010812029
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Bootstrapping econometric models (in Russian)
Davidson, Russell - In: Quantile (2007) 3, pp. 13-36
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding …, if observed, help to obtain the best the bootstrap can offer. Bootstrapping always involves setting up a bootstrap data …-generating process (DGP). The main types of bootstrap DGP in current use are discussed, with examples of their use in econometrics. The …
Persistent link: https://www.econbiz.de/10005569960
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A discrete model for bootstrap iteration
Davidson, Russell - 2015
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …
Persistent link: https://www.econbiz.de/10011295590
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A bootstrap test for instrument validity in heterogeneous treatment effect models
Kitagawa, Toru - 2013
bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …
Persistent link: https://www.econbiz.de/10010368206
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A test for instrument validity
Kitagawa, Toru - 2014
This paper develops a specification test for instrument validity in the heterogeneous treatment effect model with a binary treatment and a discrete instrument. The strongest testable implication for instrument validity is given by the condition for nonnegativity of point-identifiable complier's...
Persistent link: https://www.econbiz.de/10011282657