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We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133053
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133161
, but it can often be estimated very accurately by using the bootstrap. The latter does not depend on unknown population …
Persistent link: https://www.econbiz.de/10005560335
, factor based bootstrap approach is proposed for inferential issues in functional coefficient models. This approach can cope … with heterogeneous error distributions and is proven to hold asymptotically. In simulation studies factor based bootstrap … inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features. Regarding current account …
Persistent link: https://www.econbiz.de/10009429004
Poisson regression in a log-linear model. The third one is a nonparametric approach based on bootstrap percentile confidence … computationally expensive and it has desirable Type I errors in most cases as well as good powers. The bootstrap-based method is the …
Persistent link: https://www.econbiz.de/10009431223
the classical paradigm, by investigating the best way to estimate bootstrap confidence limits on recreational harvest and …
Persistent link: https://www.econbiz.de/10009438291
estimator (CME), the bootstrap and the more recently proposed hook-and-loop resampling based model selection. The advantages and …
Persistent link: https://www.econbiz.de/10009438332
We analyze the transmission of structural shocks between the US and the euro area within a two-country VAR framework. For that purpose, we simultaneously identify cost-push, demand and monetary policy shocks for both countries using sign restrictions. Our results show that domestic shocks...
Persistent link: https://www.econbiz.de/10013370062
prove a wild bootstrap implementation to restore asymptotically pivotal inference for the above and new CUSUM‐ and Cramér … ability: wild bootstrap inference typically yields convincing evidence for advantages of the SPF, while tests using non …
Persistent link: https://www.econbiz.de/10013383877