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Intuitive Mathematical Economics Series: Linear functions, their matrix form and the geometry of linear systems of equations
Pernice, Sergio - 2019
Matrices, their products, linear systems, and the underlying geometric ideas are presented in an intuitive and …
Persistent link: https://www.econbiz.de/10012609511
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A Case Study of Investor R&D Evaluation using Game Theory
Georgiou, Andreas - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 8 (2022) 1, pp. 91-98
through long-term debt. This strategy must be confirmed by solving more game theory matrices based on similar R …
Persistent link: https://www.econbiz.de/10013488678
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What linear estimators miss: Re-examining the effects of family income on child outcomes
Løken, Katrine V.; Mogstad, Magne; Wiswall, Matthew - 2010
This paper uses a rich Norwegian dataset to re-examine the causal relationship between family income and child outcomes. Motivated by theoretical predictions and OLS results that suggest a nonlinear relationship, we depart from previous studies in allowing the marginal effects on children's...
Persistent link: https://www.econbiz.de/10010269833
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Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments
Martins, Ana Paula - 2010
This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple...
Persistent link: https://www.econbiz.de/10011496139
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Testing for Cointegration in Misspecified Systems - A Monte Carlo Study of Size Distortions
Österholm, Pär - 2003
specification of a model. Using the best available tests, one can reduce the probability of estimating econometric models that are … misspecified. This paper investigates the small sample performance of four well-known cointegration tests when a system has been …, Johansen's (1991) trace and the Boswijk (1989) Wald tests are examined. The Johansen trace test adjusted by the finite sample …
Persistent link: https://www.econbiz.de/10010321641
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Hypothesis testing of multiple inequalities: The method of constraint chaining
Chen, Le-Yu; Szroeter, Jerzy - 2009
models. In this paper we set forth four key properties which tests of multiple inequality constraints should ideally satisfy … that the predominant tests currently used in econometrics do not appear to enjoy all these properties simultaneously. We … tests. A full asymptotic theory is provided for the baseline. Simulation results show that the finite-sample performance of …
Persistent link: https://www.econbiz.de/10010288421
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A new approach to bootstrap inference in functional coefficient models
Herwartz, Helmut; Xu, Fang - 2007
We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic is shown to hold asymptotically. In simulation...
Persistent link: https://www.econbiz.de/10010296279
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A robust bootstrap approach to the Hausman test in stationary panel data models
Herwartz, Helmut; Neumann, Michael H. - 2007
robust under cross sectional or time heteroskedasticity and inhomogeneous patterns of serial correlation. A Monte Carlo study …
Persistent link: https://www.econbiz.de/10010296293
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Efficient Maximum Likelihood Estimation of Spatial Autoregressive Models with Normal but Heteroskedastic Disturbances
Yokoi, Takahisa - 2010
Likelihood functions of spatial autoregressive models with normal but heteroskedastic disturbances have been already derived [Anselin (1988, ch.6)]. But there is no implementation for maximum likelihood estimation of these likelihood functions in general (heteroskedastic disturbances) cases....
Persistent link: https://www.econbiz.de/10011332432
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Estimating the immediate impact of monetary policy shocks on the exchange rate and other asset prices in Hungary
Rezessy, András - 2005
. The endogeneity problem is treated with the method of identification through heteroskedasticity as described by Rigobon …
Persistent link: https://www.econbiz.de/10010322405