Showing 1 - 3 of 3
In the estimation of models with averaged data, weighted least squares is often used and recommended as a way of improving the efficiency of the estimator. However, if the size of the different groups is not conditionally independent of the regressand, consistent estimation may not be possible...
Persistent link: https://www.econbiz.de/10005119115
The standard confidence regions based on the first-order approximation of quantile regression estimators can be inaccurate in small samples. We show that confidence regions based on the smoothed empirical likelihood ratio have coverage errors of order n^{-1} and may be Bartlett-corrected to...
Persistent link: https://www.econbiz.de/10005062560
In this paper I attempt at answering to the following question: is modern culture affected by amcient cultural heritage? Are Archimedes and Qin Shi Huang, Cicero and Shakespeare, and the like, still intellectually alive? Do the Parthenon and the Temple of Heaven, and the like, significantly...
Persistent link: https://www.econbiz.de/10005407932