Similar Search Results

Statistical methods for distributional analysis

Cowell, Frank A.; Flachaire, Emmanuel - 2015

Persistent link: https://www.econbiz.de/10010510165

A Hausman specification test of conditional moment restrictions

Lavergne, Pascal; Nguimkeu, Pierre - 2016

Persistent link: https://www.econbiz.de/10012221196

Robust inference under time-varying volatility : a real-time evaluation of professional forecasters

Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030

Persistent link: https://www.econbiz.de/10013464645

Chapter 6. Statistical Methods for Distributional Analysis

Cowell, Frank A.; Flachaire, Emmanuel - In: Handbook of income distribution : volume 2, (pp. 359-465). 2015

This chapter discusses the formal and informal techniques that are commonly used to give quantitative answers in the field of distributional analysis. To this end, it covers subjects including inequality, poverty, and the modeling of income distributions. It also deals with parametric and...

Persistent link: https://www.econbiz.de/10014025345

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …

Persistent link: https://www.econbiz.de/10010254852

A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

Lin, Zhongjian; Li, Qi; Sun, Yiguo - In: Journal of econometrics 178 (2014) 1, pp. 167-179

Persistent link: https://www.econbiz.de/10010255448

Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory

Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10010189879

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/10010190476

Identification-robust estimation and testing of the zero-beta CAPM

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - In: The review of economic studies 80 (2013) 3, pp. 892-924

Persistent link: https://www.econbiz.de/10010204244

A simple and effective misspecification test for the double-hurdle model

Lucchetti, Riccardo; Pigini, Claudia - In: Economics letters 123 (2014) 1, pp. 75-78

Persistent link: https://www.econbiz.de/10010396534