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How to implement bootstrap hypothesis testing in static and dynamic regression models

Giersbergen, Noud P. van; Kiviet, Jan F. - 1994

Persistent link: https://www.econbiz.de/10000151691

The relevance of Hendry's econometric methodology : experimental simulation results for linear spatial models

Florax, Raymond J. G. M.; Folmer, Henk; Rey, Sergio J. - 1998

Persistent link: https://www.econbiz.de/10000168245

Combinatorial integer labeling theorems on finite sets with an application to discrete systems of nonlinear equations

Laan, Gerard van der; Talman, Dolf; Yang, Zaifu - 2007

Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set {1,2,...n,-1,-2,....-n} with the property that antipodal vertices on the...

Persistent link: https://www.econbiz.de/10011373836

Market power in water markets

Ansink, Erik; Houba, Harold - 2011 - This version: May 2011

Water markets with market power are analysed as multi-market Cournot competition in which the river structure constrains access to local markets and limited resources impose capacity constraints. Conditions for uniqueness are identified. Lerner indices are larger under binding resource...

Persistent link: https://www.econbiz.de/10011380731

The unobserved heterogeneity distribution in duration analysis

Abbring, Jaap H.; Berg, Gerard J. van den - 2006

In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...

Persistent link: https://www.econbiz.de/10011349195

Some remarks on the simulation revolution in Bayesian econometric inference

Dijk, Herman K. van - 1998

Persistent link: https://www.econbiz.de/10000995344

The economics and econometrics of gene-environment interplay

Biroli, Pietro; Galama, Titus; Hinke Kessler Scholder, … - 2022

Economists and social scientists have debated the relative importance of nature (one's genes) and nurture (one … estimating the interplay between nature (genes) and nurture (environment). We discuss how economists can benefit from … that gene-environment (G × E) studies can be instrumental for (i) testing economic theory, (ii) uncovering economic or …

Persistent link: https://www.econbiz.de/10012887875

Nonstationarity in GARCH models : a Bayesian analysis

Kleibergen, Frank; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000122477

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van - 1999

In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...

Persistent link: https://www.econbiz.de/10011302135

The Bayesian score statistic

Kleibergen, Frank; Kleijn, Richard; Paap, Richard - 2000

We propose a novel Bayesian test under a (noninformative) Jeffreys'priorspecification. We check whether the fixed scalar value of the so-calledBayesian Score Statistic (BSS) under the null hypothesis is aplausiblerealization from its known and standardized distribution under thealternative....

Persistent link: https://www.econbiz.de/10011303302

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