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confidence interval of Imbens and Manski (2004). A simulation study is conducted to examine the finite sample performance of our …
Persistent link: https://www.econbiz.de/10009652936
via simulation. …
Persistent link: https://www.econbiz.de/10009652944
This paper explores the sensitivity of plug-in based subset tests to instrument exclusion in linear IV regression. Recently, identification-robust statistics based on plug-in principle have been developed for testing hypotheses specified on subsets of the structural parameters. However, their...
Persistent link: https://www.econbiz.de/10011107656
The objective of this study is to test regional economic inequalities in Jordan. The methodology has been profoundly influenced by the statistical approach of Analyses Of Variance (ANOVA). This approach tests regional variations in consumption on governorates level. The Least Significant...
Persistent link: https://www.econbiz.de/10011107893
estimated model, a stress testing simulation procedure is undertaken. The simulation shows that under adverse shock scenarios … substantial impact on banks’ loan losses. The households sector stress testing simulation show that this sector is more resilient …
Persistent link: https://www.econbiz.de/10011114319
This paper presents an overview of some general concepts and techniques of an adequacy estimation of simulation models … of the banking business processes. A proposal on specific requirements for computer simulation models to banking activity …
Persistent link: https://www.econbiz.de/10011260831
addition, we test the validity of the various assumptions employed in these tests using a Monte Carlo Simulation and Kuiper …
Persistent link: https://www.econbiz.de/10011259390
Testing the assumption of independence between variables is a crucial aspect of spatial data analysis. However, the literature is limited and somewhat confusing. To our knowledge, we can mention only the bivariate generalization of Moran’s statistic. This test suffers from several...
Persistent link: https://www.econbiz.de/10011260150
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
this paper is to evaluate the validity of employing these distributions in practice. Monte Carlo simulation results …
Persistent link: https://www.econbiz.de/10005015592