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Le propos de cet article est une evaluation critique des methodes de rapprochement entre les faits et la theorie economique. Il s'agit, plus precisement, de questionner les methodes econometriques actuellement en vigueur relativement a l'epistemologie scientifique. Nous avons considere dans ce...
Persistent link: https://www.econbiz.de/10005479024
We propose a test for spatial correlation in Probit models that is a joint test for exclusion of spatially lagged-dependent variables and absence of spatial-error correlation. We give a maximum-likelihood justification for the test but use a simulations approach rather than relying on its...
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Bootstrap tests are tests for which the significance level is calculated by some sort of bootstrap procedure, which may …
Persistent link: https://www.econbiz.de/10005669416
We consider data on jewellery sold in English public auctions between June 1993 and May 1994 at Credit Municipal de Paris. We present the underlying model of this market derived from a "hedonic price equation".
Persistent link: https://www.econbiz.de/10005669489
by explicitly inverting a set of bootstrap hypothesis tests for each of which the bootstrap data-generating process is …
Persistent link: https://www.econbiz.de/10005669491
functions of the tests for cointegration proposed by Johansen. The paper provides accurate tables of asymptotic critical values …
Persistent link: https://www.econbiz.de/10005779643
Ce document est en deux parties. Les principaux modeles de l'econometrie des donnees de panel sont exposes. La premiere partie est consacre a l'estimation des modeles lineaires et a variable dependante qualitative sur un panel cylindre. La seconde partie est consacree aux methodes d'estimations...
Persistent link: https://www.econbiz.de/10005779676
tests, we show that the size-corrected power of a bootstrap test differs from that of the corresponding asymptotic test only …
Persistent link: https://www.econbiz.de/10005634348