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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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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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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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The laffer curve and the debt-growth link in low-income Sub-Saharan African economies
Megersa, kelbesa - Volkswirtschaftliche Fakultät, … - 2014
The study of the link between debt and growth has been full of debates, both in theory and empirics. However, there is a growing consensus that the relationship is sensitive to the level of debt. Our paper tries to address the question of non linearity in the long term relationship between...
Persistent link: https://www.econbiz.de/10011259050
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Detección de Dependencia Espacial mediante Análisis Simbólico
Herrera Gómez, Marcos; Ruiz Marín, Manuel; Mur … - Volkswirtschaftliche Fakultät, … - 2011
Testing for the assumption of independence between spatial variables is an important first step in spatial conometrics. Usually the researchers use the bivariate generalization of the Moran’s statistic, specifying a spatial matrix a priori. This test is applicable only to detect linear...
Persistent link: https://www.econbiz.de/10011260236
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Imposing Monotonicity Nonparametrically in First-Price Auctions
Henderson, Daniel J.; List, John A.; Millimet, Daniel L.; … - Volkswirtschaftliche Fakultät, … - 2008
Monotonicity of the equilibrium bidding strategy is a key property of structural auction models. Traditional nonparametric estimators provide a flexible means of uncovering salient features of auction data, but do not formally impose the monotonicity assumption that is inherent in the models...
Persistent link: https://www.econbiz.de/10005260097
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Testing for weak form market efficiency in Indian foreign exchange market
Sasikumar, Anoop - Volkswirtschaftliche Fakultät, … - 2011
This paper attempts to examine the weak form of market efficiency in the Indian foreign exchange market using a family of variance ratio tests. Monthly Nominal Effective Exchange Rate (NEER) data from April 1993-June 2010 were used for the analysis. NEER series was considered for the analysis as...
Persistent link: https://www.econbiz.de/10009652037
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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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Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin; Park, Sang Soo - Volkswirtschaftliche Fakultät, … - 2009
In this paper, we study partial identification of the distribution of treatment effects of a binary treatment for ideal randomized experiments, ideal randomized experiments with a known value of a dependence measure, and for data satisfying the selection-on-observables assumption respectively....
Persistent link: https://www.econbiz.de/10009652944
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One for all and all for one: regression checks with many regressors
Lavergne, Pascal; Patilea, Valentin - Volkswirtschaftliche Fakultät, … - 2011
We develop a novel approach to build checks of parametric regression models when many regressors are present, based on a class of sufficiently rich semiparametric alternatives, namely single-index models. We propose an omnibus test based on the kernel method that performs against a sequence of...
Persistent link: https://www.econbiz.de/10009401353