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power function. As an illustration, we consider testing implications from auction theory, provide primitive conditions for …
Persistent link: https://www.econbiz.de/10010254852
We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow...
Persistent link: https://www.econbiz.de/10010354164
general semiparametric local alternatives. The asymptotic theory developed in this paper differs from existing work on … illustrate the proposed theory and methodology …
Persistent link: https://www.econbiz.de/10013084965
kernel smoothing of the conditional mean function. An asymptotic theory for the resulting kernel estimator is developed and …
Persistent link: https://www.econbiz.de/10003747376
the other two are based on new ideas. Unfortunately only for one of these tests a solid theory for approximating the …
Persistent link: https://www.econbiz.de/10013079356
We provide a revealed preference analysis of the transferable utility hypothesis, which is widely used in economic models. First, we establish revealed preference conditions that must be satisfied for observed group behavior to be consistent with Pareto efficiency under transferable utility....
Persistent link: https://www.econbiz.de/10014185457
This paper introduces an alternative testing procedure to test the distribution of the error term in the Autoregressive Conditional Duration (ACD) class of models. In these models, the error term is normally interpreted as the standardized duration by which its probability distribution may have...
Persistent link: https://www.econbiz.de/10014166683
This paper identifies sharp bounds on the mean treatment response and average treatment effect under the assumptions of both the concave-monotone treatment response (concave-MTR) and the monotone treatment selection (MTS). We use our bounds and the U.S. National Longitudinal Survey of Youth 1979...
Persistent link: https://www.econbiz.de/10013039224
This paper identifies sharp bounds on the mean treatment response and average treatment effect under the assumptions of both concave monotone treatment response (concave-MTR) and monotone treatment selection (MTS). We use our bounds and the US National Longitudinal Survey of Youth to estimate...
Persistent link: https://www.econbiz.de/10013141734
We provide a revealed preference analysis of the transferable utility hypothesis, which is widely used in economic models. First, we establish revealed preference conditions that must be satisfied for observed group behavior to be consistent with Pareto efficiency under transferable utility....
Persistent link: https://www.econbiz.de/10013129058