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Estimating and Correcting the Effects of Model Selection Uncertainty ; Estimating and Correcting the Effects of Model Selection Uncertainty
Nguefack Tsague, Georges Lucioni Edison - 2006
Persistent link: https://www.econbiz.de/10010353200
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Hypothesis testing in nonparametric models of production using multiple sample splits
Simar, Léopold; Wilson, Paul W. - In: Journal of productivity analysis : an official journal … 53 (2020) 3, pp. 287-303
Persistent link: https://www.econbiz.de/10012228857
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Testing macro models by indirect inference : a survey for users
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - In: Open economies review 27 (2016) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10011591688
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Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.; Hu, Luojia - In: Economics letters 171 (2018), pp. 46-50
Persistent link: https://www.econbiz.de/10012021820
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A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul - In: Computational Economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009401761
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Inference in stochastic frontier analysis with dependent error terms
El Mehdi, Rachida; Hafner, Christian M. - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 131-143
Maximum Likelihood (ML) methods, an open issue concerns the inference of the technical efficiencies. We propose a parametric …
Persistent link: https://www.econbiz.de/10010870390
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10014534921
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Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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Inference in stochastic frontier analysis with dependent error terms
El Mehdi, Rachida; Hafner, Christian M. - In: Mathematics and Computers in Simulation (MATCOM) 102 (2014) C, pp. 104-116
Maximum Likelihood (ML) methods, an open issue concerns the inference of the technical efficiencies. We propose a parametric …
Persistent link: https://www.econbiz.de/10010785223
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Asymptotic and bootstrap inference for top income shares
Brzezinski, Michal - In: Economics Letters 120 (2013) 1, pp. 10-13
We analyse statistical inference for top income shares in finite samples. The asymptotic inference performs poorly even …
Persistent link: https://www.econbiz.de/10010665686