Showing 1 - 10 of 76
Persistent link: https://www.econbiz.de/10005395873
This paper proposes empirical likelihood based inference methods for causal effects identified from regression discontinuity designs. We consider both the sharp and fuzzy regression discontinuity designs and treat the regression functions as nonparametric. The proposed inference procedures do...
Persistent link: https://www.econbiz.de/10011126270
Medical cost has received increasing interest recently in Biostatistics and public health. Statistical analysis and inference of life time medical cost have been challenging by the fact that the survival times are censored on some study subjects and their subsequent cost are unknown. Huang...
Persistent link: https://www.econbiz.de/10009463368
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...
Persistent link: https://www.econbiz.de/10010267350
The paper proposes and applies statistical tests for poverty dominance that check for whether poverty comparisons can be made robustly over ranges of poverty lines and classes of poverty indices. This helps provide both normative and statistical confidence in establishing poverty rankings across...
Persistent link: https://www.econbiz.de/10010272033
This paper considers blockwise empirical likelihood for real-valued linear time processes which may exhibit either short- or long-range dependence. Empirical likelihood approaches intended for weakly dependent time series can fail in the presence of strong dependence. However, a modified...
Persistent link: https://www.econbiz.de/10010276032
The aim of this paper is to show that existing estimators for the error distribution in nonparametric regression models can be improved when additional information about the distribution is included by the empirical likelihood method. The weak convergence of the resulting new estimator to a...
Persistent link: https://www.econbiz.de/10010296709
This paper presents empirical evidence concerning the finite sample performance of conventional and generalized empirical likelihood-type estimators that utilize instruments in the context of linear structural models characterized by endogenous explanatory variables. There are suggestions in the...
Persistent link: https://www.econbiz.de/10009442778
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated. Several block bootstrap techniques have been proposed to correct the...
Persistent link: https://www.econbiz.de/10011940770
In this paper, we consider the question and present evidence as to whether or not Benford's exponential first significant digit (FSD) law reflects a fundamental principle behind the complex and nondeterministic nature of large-scale physical and behavioral systems. As a behavioral example, we...
Persistent link: https://www.econbiz.de/10011755306