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The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives

Nishiyama, Yoshihiko; Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2005

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate. However, smoothing can inflate the error in the normal approximation, so that refined approximations are of...

Persistent link: https://www.econbiz.de/10005797507

Robustness of bootstrap in instrumental variable regression

Camponovo, Lorenzo; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We consider test statistics for parameter hypotheses based on the IV estimatorand generalized method of trimmed moments (GMTM) estimator introduced by Cížek (2008, 2009),and compare...

Persistent link: https://www.econbiz.de/10010734584

Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary

Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae - Suntory and Toyota International Centres for Economics … - 2008

We propose a new method of testing stochastic dominance which improves onexisting tests based on bootstrap or subsampling. Our test requires estimation ofthe contact sets between the marginal distributions. Our tests have asymptoticsizes that are exactly equal to the nominal level uniformly over...

Persistent link: https://www.econbiz.de/10008838727

Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive- based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....

Persistent link: https://www.econbiz.de/10010632799

Growing Apart: Inequality and Poverty Trends in Brazil in the 1980s

Ferreira, Francisco H.G.; Litchfield, Julie - Suntory and Toyota International Centres for Economics … - 1996

This paper analyses the evolution of inequality and poverty in Brazil during the 1980s, using a large repeated cross …-section household survey data set. We calculate standard scalar measures of inequality and poverty, together with decile means and … performed to infer population dominance, generating robust welfare and inequality comparisons. Analogously, mixed stochastic …

Persistent link: https://www.econbiz.de/10005510537

Income Distribution in Brazil 1981-1990: Parametric and Non-Parametric Approaches

Cowell, Frank A; Ferreira, Francisco H.G.; Litchfield, Julie - Suntory and Toyota International Centres for Economics … - 1996

distribution. We show that inequality changed dramatically during the decade, along with modest changes in average income. Applying …

Persistent link: https://www.econbiz.de/10005670750