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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, Joel L.; Lee, Sokbae - 2010
method to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values …
Persistent link: https://www.econbiz.de/10010292807
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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 …, factor based bootstrap inference outperforms the wild bootstrap and pairs bootstrap approach according to its size features …
Persistent link: https://www.econbiz.de/10010296279
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When, where and how to perform efficiency estimation
Badunenko, Oleg; Henderson, Daniel J.; Kumbhakar, Subal C. - 2011
In this paper we compare two flexible estimators of technical efficiency in a cross-sectional setting: the nonparametric kernel SFA estimator of Fan, Li and Weersink (1996) to the nonparametric bias corrected DEA estimator of Kneip, Simar and Wilson (2008). We assess the finite sample...
Persistent link: https://www.econbiz.de/10010280699
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Uniform confidence bands for functions estimated nonparametrically with instrumental variables
Horowitz, Joel L.; Lee, Sokbae - 2009
to obtain a uniform confidence band and show that the bootstrap can be used to obtain the required critical values. Monte …
Persistent link: https://www.econbiz.de/10010288414
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Confidence sets based on inverting Anderson-Rubin tests
Davidson, Russell; MacKinnon, James G. - 2011
Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The AR confidence sets that result have correct coverage under...
Persistent link: https://www.econbiz.de/10010290355
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The effect of prayer on god's attitude toward mankind
Heckman, James Joseph - 2008
This paper uses data available from the National Opinion Research Center's (NORC) survey on religious attitudes and powerful statistical methods to evaluate the effect of prayer on the attitude of God toward human beings.
Persistent link: https://www.econbiz.de/10010274250
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Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
Bunke, Olaf; Johannes, Jan - 2003
A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...
Persistent link: https://www.econbiz.de/10010296441
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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis
Wilke, Ralf A.; Wichert, Laura - 2005
We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator...
Persistent link: https://www.econbiz.de/10010297933
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Instrumental Variable Estimation for Duration Data
Bijwaard, Govert E. - 2008
In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...
Persistent link: https://www.econbiz.de/10010325958
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Estimation in a Duration Model for Evaluating Educational Programs
Brännäs, Kurt - 2000
The paper proposes two estimation approaches for duration models that are subject to right censored observations and selection effects. Main focus is on accelerated duration models and the estimators that are of the limited information type, i.e. they are not based on a fully specified selection...
Persistent link: https://www.econbiz.de/10010262324