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Persistent link: https://www.econbiz.de/10002531441
We study the robustness of block resampling procedures for time series. We first derive a set of formulas to characterize their quantile breakdown point. For the moving block bootstrap and the subsampling, we find a very low quantile breakdown point. A similar robustness problem arises in...
Persistent link: https://www.econbiz.de/10003971115
We consider testing for correct specification of a nonparametric instrumental variable regression. In this ill …
Persistent link: https://www.econbiz.de/10003550675
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the … uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function …
Persistent link: https://www.econbiz.de/10011382708
semiparametric regression estimators. The results show that the regressions are able to explain ICT infrastructure very well. Major …
Persistent link: https://www.econbiz.de/10011552991
models for distributional regression is the generalized additive model for location, scale and shape (GAMLSS). In high …
Persistent link: https://www.econbiz.de/10011899137
The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive …. -- Bermudan options ; Regression ; Boundary condition …
Persistent link: https://www.econbiz.de/10003828655
Development aid does not always exert the desired positive effect on economic growth in recipient countries and it is even feared that it may reduce total factor productivity (TFP) and may discourage recipient countries ́efforts. This study seeks to contribute to the research on aid...
Persistent link: https://www.econbiz.de/10011383601
The increasing growth of forced displacement worldwide has led to the stronger interest of various stakeholders in measuring poverty among refugee populations. However, refugee data remain scarce, particularly in relation to the measurement of income, consumption, or expenditure. This paper...
Persistent link: https://www.econbiz.de/10012140020
The increasing growth of forced displacement worldwide has led to the stronger interest of various stakeholders in measuring poverty among refugee populations. However, refugee data remain scarce, particularly in relation to the measurement of income, consumption, or expenditure. This paper...
Persistent link: https://www.econbiz.de/10012140318