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Confidence sets for some partially identified parameters
Fan, Yanqin; Park, Sang Soo - Volkswirtschaftliche Fakultät, … - 2010
In this paper, we first re-visit the inference problem for interval identified parameters originally studied in Imbens and Manski (2004) and later extended in Stoye (2008). We take the general criterion function approach and establish a new confidence interval that is asymptotically valid under...
Persistent link: https://www.econbiz.de/10009652936
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Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models
Jeong, Jinook - Volkswirtschaftliche Fakultät, … - 2006
This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression … models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally … test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample …
Persistent link: https://www.econbiz.de/10005260238
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On testing equality of distributions of technical efficiency scores
Simar, Leopold; Zelenyuk, Valentin - Volkswirtschaftliche Fakultät, … - 2004
The challenge of the econometric problem in production efficiency analysis is that the very efficiency scores to be analyzed are unobserved. Recently, statistical properties have been discovered for a class of estimators popular in the literature, known as data envelopment analysis (DEA)...
Persistent link: https://www.econbiz.de/10008794662
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Asymptotic and bootstrap properties of rank regressions
Subbotin, Viktor - Volkswirtschaftliche Fakultät, … - 2007
The paper develops the bootstrap theory and extends the asymptotic theory of rank estimators, such as the Maximum Rank … asymptotic distributions can be consistently estimated by the nonparametric bootstrap. We investigate the accuracy of inference … based on the asymptotic approximation and the bootstrap, and provide bounds on the associated error. In the case of MRC and …
Persistent link: https://www.econbiz.de/10005789393
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Vulnerability to asset-poverty in Sub-Saharan Africa
Echevin, Damien - Volkswirtschaftliche Fakultät, … - 2011
This paper presents a methodology to measure vulnerability to asset-poverty. Using repeated cross-section data, age cohort decomposition techniques focusing on second-order moments can be used to identify and estimate the variance of shocks on assets and, therefore, the probability of being poor...
Persistent link: https://www.econbiz.de/10009403459
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Poultry production and rural poverty among small-scale farmers in Mzimba District of Malawi
Assa, Maganga - Volkswirtschaftliche Fakultät, … - 2012
This paper evaluates the role of participating in poultry production on household income and rural poverty in Mzimba district, Malawi. The study utilizes cross-sectional farm level household data collected in 2011. The paper computes income-based poverty measures and investigates their...
Persistent link: https://www.econbiz.de/10011109419
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Pro poor growth : a partial ordering approach
Sarkar, Sandip - Volkswirtschaftliche Fakultät, … - 2014
The paper examines the partial pro poor orderings for different growth curves and sets of Equally Distributed Equivalent growth rate dominance. A new pro poor growth curve as the of change of Gini social welfare function, based on the quantiles of logarithmic income, has been proposed. It has...
Persistent link: https://www.econbiz.de/10011114539
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Make Almost Stochastic Dominance really Almost
Guo, Xu; Wong, Wing-Keung; Zhu, Lixing - Volkswirtschaftliche Fakultät, … - 2013
Leshno and Levy (2002) extend stochastic dominance (SD) theory to almost stochastic dominance (ASD) for {\it most} decision makers. When comparing any two prospects, Guo, et al.\ (2013) find that there will be ASD relationship even there is only very little difference in mean, variance,...
Persistent link: https://www.econbiz.de/10011107819
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Multiple Testing Techniques in Growth Econometrics
Deckers, Thomas; Hanck, Christoph - Volkswirtschaftliche Fakultät, … - 2009
This paper discusses two longstanding questions in growth econometrics which involve multiple hypothesis testing. In cross sectional GDP growth regressions many variables are simultaneously tested for significance. Similarly, when investigating pairwise convergence of output for $n$ countries,...
Persistent link: https://www.econbiz.de/10008531718
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Improved tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - Volkswirtschaftliche Fakultät, … - 2012
be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …
Persistent link: https://www.econbiz.de/10011107432