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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - London School of Economics (LSE) - 2014
Carlo simulations, these tests, and bootstrap tests, generally significantly outperform χ2-based tests. …
Persistent link: https://www.econbiz.de/10011125890
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Specification for lattice processes
Hidalgo, Javier; Seo, Myung Hwan - London School of Economics (LSE) - 2013
asymptotic distribution that is free of nuisance parameters. Secondly, we propose a bootstrap analogue of the transformation and …
Persistent link: https://www.econbiz.de/10011126051
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - London School of Economics (LSE) - 2014
This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …
Persistent link: https://www.econbiz.de/10011126113
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C.; Yao, Qiwei; Tong, Howell - London School of Economics (LSE) - 2004
bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles …
Persistent link: https://www.econbiz.de/10011126619
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A representation of time discounting
Heilmann, Conrad - London School of Economics (LSE) - 2008
The concept of time discounting introduces weights on future goods to make these less valu- able. Famously, both the specic functional form of time discounting and its normative sta- tus are contested. To address these problems, this paper provides a measurement-theoretic framework of...
Persistent link: https://www.econbiz.de/10010884501
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Political competition and economic performance: theory and evidence from the United States
Besley, Timothy; Persson, Torsten; Sturm, Daniel.M - London School of Economics (LSE) - 2005
One of the most cherished propositions in economics is that market competition by and large raises consumer welfare. But whether political competition has similarly virtuous consequences is far less discussed. This paper formulates a model to explain why political competition may enhance...
Persistent link: https://www.econbiz.de/10010884502
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Revitalising the Planning Commission
Ikram, Khalid - London School of Economics (LSE) - 2011
This paper considers the key problems confronting the Pakistan Planning Commission, briefly examines the essentials of planning for a mixed economy, draws lessons from the experience of countries, both developed and developing, that have formulated and implemented successful plans, and suggests...
Persistent link: https://www.econbiz.de/10010884504
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Commitment and credibility: EU conditionality and interim gains
Bronk, Richard - London School of Economics (LSE) - 2002
Persistent link: https://www.econbiz.de/10010884509
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LARCH, leverage, and long memory
Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; … - London School of Economics (LSE) - 2004
Persistent link: https://www.econbiz.de/10010884511
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The United Kingdom pension system: key issues
Blake, David - London School of Economics (LSE) - 2003
This paper examines the key issues relating to the UK pension system. It reviews the current system of pension provision, describes and analyses the reforms since 1980, examines the legal regulatory and accounting framework for occupational pension schemes, assesses the different types of risks...
Persistent link: https://www.econbiz.de/10010884512