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Lorsque le question de valorisation utilisee dans la methode d'evaluation contingente prend la forme d'une question fermee, le modele econometrique adequat est un modele a choix binaire. Dans cet article, nous presentons un modele a choix binaire tenant compte d'une heterogeneite par groupes de...
Persistent link: https://www.econbiz.de/10005479071
In this paper we are interested in inference based on heteroskedasticity consistent covariance matrix estimators, for which the appropriate bootstrap is a version of the wild bootstrap. Simulation results, obtained by a new very efficient methos, show that all wild bootstraps tests exhibit...
Persistent link: https://www.econbiz.de/10005479073
Dans la pratique, la plupart des statistiques de test ont une distribution de probabilite de forme inconnue. Generalement, on utilise leur loi asymptotique comme approximation de la vraie loi. Mais, si l'echelon dont on dispose n'est pas de taille suffisante cette approximation peut etre de...
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In this paper we are interested in heteroskedastic regression model s, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (1981). We propose an ameliorate version of it, with better numerical performance.
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