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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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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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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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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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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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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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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
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On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin - Volkswirtschaftliche Fakultät, … - 2013
This paper investigates the asymptotic validity of the bootstrap for Durbin-Wu-Hausman (DWH) specification tests when … instrumental variables (IVs) may be arbitrary weak. It is shown that under strong identification, the bootstrap offers a better … approximation than the usual asymptotic chi-square distributions. However, the bootstrap provides only a first-order approximation …
Persistent link: https://www.econbiz.de/10011109415