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not identified in parts of the parameter space. Specifically, we consider estimator criterion functions that are sample …
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nonparametric conditional quantile model with censoring and a nonparametric conditional treatment effect model. The recommended CS/test … uses a Cramér–von-Mises-type test statistic and employs a generalized moment selection critical value. …
Persistent link: https://www.econbiz.de/10010738119
a modification of Mikusheva's (2007a) modification of Stock's (1991) CI that employs the least squares estimator and a … heteroskedasticity-robust variance estimator. The CI is shown to have correct asymptotic size and to be asymptotically similar (in a …
Persistent link: https://www.econbiz.de/10011009896
recomputation of the second stage estimator during each resample iteration. The fast resample method directly exploits the score …
Persistent link: https://www.econbiz.de/10010753478
This paper discusses two alternative two-part models for fractional response variables that are defined as ratios of integers. The first two-part model assumes a Binomial distribution and known group size. It nests the one-part fractional response model proposed by Papke and Wooldridge (1996)...
Persistent link: https://www.econbiz.de/10010417183
-hypothesis, and thus the test choice is of central importance.This study compares seven tests for Benford's law common in literature … possible deviations. Even though no test consistently dominated all other tests, results show, amongst other findings, that the … current method of choice, the Chi^2-test, is consistently outperformed by Watson's-U^2 statistic …
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