Showing 1 - 10 of 114
Persistent link: https://www.econbiz.de/10010409930
conditional likelihood ratio test confidence set identification inference moment conditions robust singular variance subvector …
Persistent link: https://www.econbiz.de/10012202897
This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …
Persistent link: https://www.econbiz.de/10011757270
This paper tests for robust multidimensional poverty comparisons across six countries of the West African Economic and Monetary Union (WAEMU). Two dimensions are considered, nutritional status and assets. The estimation of the asset index is based on two factorial analysis methods. The first...
Persistent link: https://www.econbiz.de/10014217744
. In this paper, a very simple and practical resampling test is offered as an alternative to inference based on …
Persistent link: https://www.econbiz.de/10014119496
Identification through heteroskedasticity in heteroskedastic simultaneous equations models (HSEMs) is considered. The possibility that heteroskedasticity identifies the structural parameters only partially is explicitly allowed for. The asymptotic properties of the identified parameters are...
Persistent link: https://www.econbiz.de/10012964101
Identification through heteroskedasticity in heteroskedastic simultaneous equations models (HSEMs) is considered. The possibility that heteroskedasticity identifies the structural parameters only partially is explicitly allowed for. The asymptoticproperties of the identified parameters are...
Persistent link: https://www.econbiz.de/10012965407
This paper describes a randomization-based inference procedure for the distribution or quantiles of potential outcomes … for small n, a weak instrument, or inference on tail quantiles, when conventional large-sample methods break down. The …
Persistent link: https://www.econbiz.de/10013124827
inference depends critically on whether an estimator is asymptotically unbiased or not …
Persistent link: https://www.econbiz.de/10013028736
This paper reviews recent developments in methods for dealing with weak instruments (IVs) in IV regression models. The focus is more on tests (and confidence intervals derived from tests) than estimators. The paper also presents new testing results under many weak IV asymptotics, which are...
Persistent link: https://www.econbiz.de/10014062994