Showing 1 - 10 of 91
A growing literature seeks to identify policies that could reduce intimate partner violence. However, in the absence of reliable administrative records, this violence is often measured using self-reported data from health surveys. In this paper, an experiment is conducted comparing data from...
Persistent link: https://www.econbiz.de/10011784049
New macro empirical evidence is provided to assess the relative importance of object and idea gaps in explaining the world income distribution dynamics over a benchmark period 1960-1985. Results are then extended through 1995. Formal statistical hypothesis tests allow us to discriminate between...
Persistent link: https://www.econbiz.de/10011596202
A new test is proposed for the null of absence of serial correlation. The test uses a data-driven smoothing parameter. The resulting test statistic has a standard limit distribution under the null. The smoothing parameter is calibrated to achieve rate-optimality against several classes of...
Persistent link: https://www.econbiz.de/10003850599
This article investigates power and size of some tests for exogeneity of a binary explanatory variable in count models by conducting extensive Monte Carlo simulations. The tests under consideration are Hausman contrast tests as well as univariate Wald tests, including a new test of notably easy...
Persistent link: https://www.econbiz.de/10003894183
Commonly used tests to assess evidence for the absence of autocorrelation in a univariate time series or serial cross-correlation between time series rely on procedures whose validity holds for i.i.d. data. When the series are not i.i.d., the size of correlogram and cumulative Ljung-Box tests...
Persistent link: https://www.econbiz.de/10012243279
We investigate a test of equal predictive ability delineated in Giacomini and White (2006; Econometrica). In contrast to a claim made in the paper, we show that their test statistic need not be asymptotically Normal when a fixed window of observations is used to estimate model parameters. An example...
Persistent link: https://www.econbiz.de/10012064875
In this note we provide simulation evidence on the size and power of tests of predictive ability described in Giacomini and White (2006). Our goals are modest but non-trivial. First, we establish that there exist data generating processes that satisfy the null hypotheses of equal finite-sample...
Persistent link: https://www.econbiz.de/10011998061
This paper presents an application of a multi-attribute aggregation methodology to the construction of a sustainability index. Sustainability is a multi-faceted issue, in which synergies or conflicts may arise among the different components, thus making it a complex concept to which multi...
Persistent link: https://www.econbiz.de/10009714399
Composite indicators are becoming increasingly infuential tools of environmental assessment and advocacy. Nonetheless, their use is controversial as they often rely on ad-hoc and theoretically problematic assumptions regarding normalization, aggregation, and weighting. Nonparametric data...
Persistent link: https://www.econbiz.de/10010487006
This paper presents an application of a multi-attribute aggregation methodology to the construction of a sustainability index. Sustainability is a multi-faceted issue, in which synergies or conflicts may arise among the different components, thus making it a complex concept to which multi...
Persistent link: https://www.econbiz.de/10009565838