Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10014084522
Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal
Persistent link: https://www.econbiz.de/10012966322
Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal. --...
Persistent link: https://www.econbiz.de/10009407026
In the microsimulation literature, it is still uncommon to test the statistical significance of results. In this paper we argue that this situation is both undesirable and unnecessary. Provided the parameters used in the microsimulation are exogenous, as is often the case in static...
Persistent link: https://www.econbiz.de/10010201167
Along with many others, we agree that a modern education in statistics needs to incorporate the practical analysis of real datasets, which are usually more complex than the common examples found in standard textbooks. The software used in the teaching of statistics includes standard spreadsheet...
Persistent link: https://www.econbiz.de/10003633982
Many multivariate methods that are apparently distinct can be linked by introducing one or more parameters in their definition. Methods that can be linked in this way are correspondence analysis, unweighted or weighted logratio analysis (the latter also known as quot;spectral mappingquot;),...
Persistent link: https://www.econbiz.de/10012724509
A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by Stock and Yogo (2005) using simulations. We derive a closed-form solution for the expectation from which these critical values are derived, as well as present some second-order...
Persistent link: https://www.econbiz.de/10011945785
In this paper, a characterization of the joint distribution function for the maximum and minimum of a vector is presented in terms of the joint distribution function for the vector. If the joint distribution function is given explicitly, for instance by a copula and marginals, this leads to an...
Persistent link: https://www.econbiz.de/10013078886
I highlight the educational potential of ready-made regression tables created by newly available add-on packages for the R statistical programming language. In particular, I use the stargazer package to illustrate various properties of ordinary least squares (OLS) regression: the effect of...
Persistent link: https://www.econbiz.de/10014147739