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With the introduction of the state subsidized private retirement provision, the implementation of the sustainability factor and the increase of the statutory retirement age comprehensive pension reforms have been adopted in Germany in recent years. In this article we outline the insufficiency of...
Persistent link: https://www.econbiz.de/10009234026
Unternehmen aller Branchen stehen vor dem Hintergrund der fortschreitenden Digitalisierung neuen Herausforderungen gegenüber. Die von der so verstandenen Digitalisierung ausgelösten Veränderungen betreffen insbesondere den Dienstleistungssektor, in dem das Handeln der Beschäftigten in hohem...
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We investigate the relative merits of a moment-oriented bootstrap method of Bunke (1997) in comparison with the classical wild bootstrap of Wu (1986) in nonparametric heteroscedastic regression situations. The moment-oriented bootstrap is a wild bootstrap based on local estimators of higher...
Persistent link: https://www.econbiz.de/10010956342
A language of a statistical system is important, even though it bas an effective graphical user interface. A language may be used to control the statistical system at will and to implement new statistical procedures which are not realized in the system at the beginning. This paper introduces the...
Persistent link: https://www.econbiz.de/10010956343
We use ideas from estimating function theory to derive new, simply computed consistent covariance matrix estimates in nonparametric regression and in a class of semiparametric problems. Unlike other estimates in the literature, ours do not require auxiliary or additional nonparametric regressions.
Persistent link: https://www.econbiz.de/10010956344
In this paper we introduce a bootstrap procedure to test parameter restrictions in vector autoregressive models which is robust in cases of conditionally heteroskedastic error terms. The adopted wild bootstrap method does not require any parametric specification of the volatility process and...
Persistent link: https://www.econbiz.de/10010956345
Motivated by an example in nutritional epidemiology, we investigate some design and analysis aspects of linear measurement error models with missing surrogate data. The specific problem investigated consists of an initial large sample in which the response (a food frequency questionnaire, FFQ)...
Persistent link: https://www.econbiz.de/10010956346