Narrow search
Showing 1 - 10 of 1,451
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Testing for weak form market efficiency in Indian foreign exchange market
Sasikumar, Anoop - Volkswirtschaftliche Fakultät, … - 2011
of variance ratio tests. Monthly Nominal Effective Exchange Rate (NEER) data from April 1993-June 2010 were used for the … exchange rates. Three individual variance ratio tests as well as three joint variance ratio tests were used for the purpose of … analysis. After analyzing the results from both individual and joint variance ratio test, it was concluded that Indian foreign …
Persistent link: https://www.econbiz.de/10009652037
Cover Image
A new distribution-based test of self-similarity
Bianchi, Sergio - Volkswirtschaftliche Fakultät, … - 2004
In studying the scale invariance of an empirical time series a twofold problem arises: it is necessary to test the series for self-similarity and, once passed such a test, the goal becomes to estimate the parameter H0 of self-similarity. The estimation is therefore correct only if the sequence...
Persistent link: https://www.econbiz.de/10005037724
Cover Image
Gibrat’s law for countries
González-Val, Rafael; Sanso-Navarro, Marcos - Volkswirtschaftliche Fakultät, … - 2008
If the population of a given country evolves according to Gibrat'�s Law, its growth rate will be independent of its initial size. This short paper further investigates this empirical regularity by the application of a suitable panel unit root test and non-parametric methods. The evidence...
Persistent link: https://www.econbiz.de/10005837090
Cover Image
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
Cover Image
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
Cover Image
Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien
Bouoiyour, Jamal; Marimoutou, Velayoudoum; Rey, Serge - Volkswirtschaftliche Fakultät, … - 2003
We study the relationships between the real effective exchange rate (REER) of the Tunisian dinar and its determinants/fundamentals, i.e. the ratio of trade balance/GDP, the ratio of public consumption/GDP, the openness rate and the terms of trade. We find that in the most of cases, the variables...
Persistent link: https://www.econbiz.de/10008924806
Cover Image
A nonparametric hypothesis test via the Bootstrap resampling
Temel, Tugrul - Volkswirtschaftliche Fakultät, … - 2011
This paper adapts an already existing nonparametric hypothesis test to the bootstrap framework. The test utilizes the …
Persistent link: https://www.econbiz.de/10009148028