High survey nonresponse in unemployment duration studies may have a strong effect on inference if the so called causal mechanism is present. A robust method of testing the causal nonresponse is proposed for data sets where survey information can be combined with complete administrative records....

In many situations, data follow a generalized linear model in which the mean of the responses is modelled, through a link function, linearly on the covariates. Robust estimators for the regression parameter in order to build test statistics for this parameter, when missing data occur in the...

As recent research highlights that the Sharpe ratio has a decision theoretic foundation even in the case of asymmetric or fat-tailed excess returns and thus is adequate even for the evaluation of hedge funds, this note provides the first Sharpe ratio based performance analysis of the hedge fund...

In this paper, we introduce a family of robust statistics which allow to decide between a parametric model and a semiparametric one. More precisely, under a generalized partially linear model, i.e., when the observations satisfy yi|(xi,ti)∼F(⋅,μi) with μi=H(η(ti)+xit β) and H a known...

This paper puts forward a method to estimate average economic growth, andits associated confidence bounds, which does not require a formal decision onpotential unit root properties. The method is based on the analysis of eitherdifference-stationary or trend-stationary time series models,...

This paper puts forward a method to estimate average economic growth, and its associated confidence bounds, which does not require a formal decision on potential unit root properties. The method is based on the analysis of either difference-stationary or trend-stationary time series models,...

This paper puts forward a method to estimate average economic growth, andits associated confidence bounds, which does not require a formal decision onpotential unit root properties. The method is based on the analysis of eitherdifference-stationary or trend-stationary time series models,...