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De Witte, Kristof; Dijkgraaf, Elbert - 2007

association started with a voluntary benchmarking aimed to increase the efficiency and effectiveness of the sector. Secondly … efficiency of these two evolutions. In particular, we adapt Free Disposal Hull (FDH) to estimate robust and conditional non …-oriented efficiency estimates. Parametric COLS (Fourier) tests show the robustness of the model with respect to the specification and its …

Persistent link: https://www.econbiz.de/10011373828

Lagged cross-products of regression residuals and a family of serial correlation tests

Gooijer, Jan G. de; MacNeill, Ian B. - 1994

Persistent link: https://www.econbiz.de/10000151697

Semiparametric regression with kernel error model

Yuan, Ao; Gooijer, Jan G. de - 2006

Persistent link: https://www.econbiz.de/10003354580

On the identification of the censored regression model with a stochastic and unobserved treshold

Ridder, Geert; Montfort, Kees van - 1998

We show that a sufficient condition for the identification ofall parameters of the censored regression model with astochastic and unobserved threshold is that the errors are jointlynormally distributed. Exclusion restrictions are not needed.

Persistent link: https://www.econbiz.de/10011283468

MDL mean function selection in semiparametric Kernel regression models

Gooijer, Jan G. de; Yuan, Ao - 2008 - Forthcoming in: Communications in Statistics: Theory and Methods, 2008

We study the problem of selecting the optimal functional form among a set of non-nested nonlinear mean functions for a semiparametric kernel based regression model. To this end we consider Rissanen's minimum description length (MDL) principle. We prove the consistency of the proposed MDL...

Persistent link: https://www.econbiz.de/10011374398

Efficient estimation of an additive quantile regression

Cheng, Yebin; Gooijer, Jan G. de; Zerom Godefay, Dawit - 2009

reduce the variance of the first estimator. We show that the second estimator achieves oracle efficiency in the sense that …

Persistent link: https://www.econbiz.de/10011379443

Consistent estimation of structural parameters in regression models with adaptive learning

Christopeit, Norbert; Massmann, Michael - 2010

In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive estimation of the parameters in an auxiliary model. The learning scheme employed by the agents belongs to the class of stochastic approximation algorithms whose gain sequence is...

Persistent link: https://www.econbiz.de/10011381034

Distribution approximations for cointegration tests with stationary exogenous regressors

Boswijk, Herman Peter; Doornik, Jurgen A. - 1999

The distribution of a functional of two correlated vector Brownian motions isapproximated by a Gamma distribution. This functional represents the limiting distribution for cointegration tests with stationary exogenous regressors, but also for cointegration tests based on a non-Gaussian...

Persistent link: https://www.econbiz.de/10011300548

Comprehensive definitions of breakdown-points for independent and dependent observations

Genton, Marc G.; Lucas, André - 2000

We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...

Persistent link: https://www.econbiz.de/10011303297

Pivotal statistics for testing subsets of structural parameters in the IV regression model

Kleibergen, Frank - 2000

We construct a novel statistic to test hypothezes on subsets of the structural parameters in anInstrumental Variables (IV) regression model. We derive the chi squared limiting distribution of thestatistic and show that it has a degrees of freedom parameter that is equal to the number...

Persistent link: https://www.econbiz.de/10011304400

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