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Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa
Batana, Yélé Maweki; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2008
maximization of a likelihood function and on bayesian analysis. Using Demographic and Health Surveys (DHS), pivotal bootstrap tests …
Persistent link: https://www.econbiz.de/10005015291
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Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being
Batana, Yélé Maweki; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2010
This paper examines multidimensional stochastic dominance when one of the indicators of well-being, such as household size or place of residence, is qualitative. It also uses a test for strict dominance based on the empirical likelihood ratio. Empirical applications are based on the DHS...
Persistent link: https://www.econbiz.de/10008630015
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Testing for Restricted Stochastic Dominance
Davidson, Russell; Duclos, Jean-Yves - Centre Interuniversitaire sur le Risque, les Politiques … - 2006
Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two … be used to perform bootstrap tests that can turn out to provide much improved reliability of inference compared with the …
Persistent link: https://www.econbiz.de/10005795978
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Bootstrap tests in linear models with many regressors
Richard, Patrick - Département d'économique, Faculté d'administration - 2014
This paper is concerned with bootstrap hypothesis testing in high dimensional linear regression models. Using a … theoretical framework recently introduced by Anatolyev (2012), we show that bootstrap F, LR and LM tests are asymptotically valid … the wild bootstrap in the presence of heteroskedasticity and to bootstrap methods for heavy tailed data. …
Persistent link: https://www.econbiz.de/10010942759
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A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality
Bouezmarni, Taoufik; Rombouts, Jeroen V.K.; Taamouti, … - Centre Interuniversitaire sur le Risque, les Politiques … - 2009
bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …
Persistent link: https://www.econbiz.de/10008528557
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Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Centre Interuniversitaire de Recherche en Économie … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133053
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Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Département de Sciences Économiques, Université de … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133161
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Health and Income: a Robust Comparison of Canada and the US
Duclos, Jean-Yves; Échevin, Damien - Centre Interuniversitaire sur le Risque, les Politiques … - 2009
This paper uses sequential stochastic dominance procedures to compare the joint distribution of health and income across space and time. It is the first application of which we are aware of methods to compare multidimensional distributions of income and health using procedures that are robust to...
Persistent link: https://www.econbiz.de/10005015293
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Poverty-dominant program reforms: the role of targeting and allocation rules
Makdissi, Paul; Wodon, Quentin; Duclos, Jean-Yves - Département d'économique, Faculté d'administration - 2002
We propose simple graphical methods to identify poverty-reducing marginal reforms of transfer programs. The methods are based on Program Dominance curves that display cumulative program benefits weighted by powers of poverty gaps. These curves can be decomposed simply as sums of targeting...
Persistent link: https://www.econbiz.de/10005770804
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Poverty-Reducing Tax Reforms with Heterogeneous Agents
Makdissi, Paul; Duclos, Jean-Yves; Wodon, Quentin - Département d'économique, Faculté d'administration - 2002
The poverty impact of indirect tax reforms is analyzed using sequential stochastic dominance methods. This allows agents to differ in dimensions that cannot always be precisely captured within the usual money-metric indicators of living standards. Examples of such dimensions include household...
Persistent link: https://www.econbiz.de/10005770829