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A nifty fix for published distribution statistics : simplified distribution-free statistical inference
Beach, Charles M. - 2021
This paper applies the tool box measures of disaggregative income inequality characterization and the statistical methodology of Beach (2021) to percentile-based distribution statistics such as quintile income shares and decile means typically published by official statistical agencies. It...
Persistent link: https://www.econbiz.de/10012670923
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Using large samples in econometrics
MacKinnon, James G. - 2021
As I document using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues....
Persistent link: https://www.econbiz.de/10012815681
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Experiencing sequentially simulated outcomes : a guide to improve statistical inference
Hogarth, Robin M.; Soyer, Emre - 2010
Persistent link: https://www.econbiz.de/10008664534
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Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo; Spokojnyj, Vladimir G. - 2002
This paper offers a new approach for estimation and forecasting of the volatility of financial time series. No assumption is made about the parametric form of the processes, on the contrary we only suppose that the volatility can be approximated by a constant over some interval. In such a...
Persistent link: https://www.econbiz.de/10009626679
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Semi-Parametric Indirect Inference
Dridi, Ramdan - 2008
interest associated with the structural parameters do correspond to true unknown values. This enables us to produce a theory of … Hausman type tests on the required assumptions for the consistency of the SII estimators. We illustrate our theory with …
Persistent link: https://www.econbiz.de/10012771057
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Statistical Inference in Economics, 1920-1965 : Changes in Meaning and Practice
Biddle, Jeff - 2016
probability theory as a source of measures and procedures to be used in statistical inference. Haavelmo and the econometricians … from probability theory, but the arguments they offered in defense of this approach were not always responsive to the … from probability theory were an almost essential part of empirical research in economics. I close the paper with some …
Persistent link: https://www.econbiz.de/10012987278
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Comparing Trend and Gap Statistics Across Tests : Distributional Change Using Ordinal Methods and Bayesian Inference
Denbleyker, John - 2014
Persistent link: https://www.econbiz.de/10013045591
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Geography, Statistics, and Ecological Inference
King, Gary - 2008
I am grateful for such thoughtful review from these three distinguished geographers. Fotheringham provides an excellent summary of the approach offered, including how it combines the two methods that have dominated applications (and methodological analysis) for nearly half a century - the method...
Persistent link: https://www.econbiz.de/10014221019
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Causal inference of social experiments using orthogonal designs
Heckman, James J.; Pinto, Rodrigo - In: Journal of quantitative economics 20 (2022), pp. 7-30
Persistent link: https://www.econbiz.de/10013441603
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Searching for a Tide Table for Business : Interwar Conceptions of Statistical Inference in Business Forecasting
Lenel, Laetitia - 2022
mathematical theory of probability in economics. Instead, they established an extensive correspondence with economic and political …
Persistent link: https://www.econbiz.de/10013311251