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A Bayesian small area model with Dirichlet processes on the responses
Yin, Jiani; Nandram, Balgobin - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 1-19
Typically survey data have responses with gaps, outliers and ties, and the distributions of the responses might be skewed. Usually, in small area estimation, predictive inference is done using a two-stage Bayesian model with normality at both levels (responses and area means).This is the...
Persistent link: https://www.econbiz.de/10012291514
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Cross-country efficiency of secondary education provision: a semi-parametric analysis with non-discretionary inputs
Afonso, António; St. Aubyn, Miguel - 2005
analysis output scores on nondiscretionary variables, both using Tobit and a single and double bootstrap procedure, we show …
Persistent link: https://www.econbiz.de/10011604540
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Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives
Corradi, Valentina; Swanson, Norman R. - 2003
Forecasters and applied econometricians are often interested in comparing the predictive accuracy of nested competing models. A leading example of nestedness is when predictive ability is equated with ?out-of-sample Granger causality?. In particular, it is often of interest to assess whether...
Persistent link: https://www.econbiz.de/10010263216
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Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver J.; Herwartz, Helmut - 2008
confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …
Persistent link: https://www.econbiz.de/10010271838
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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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The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained
García Solanes, José; Torrejón-Flores, Fernando - In: Economics: The Open-Access, Open-Assessment E-Journal 3 (2009) 2009-2, pp. 1-24
This paper studies the Balassa-Samuelson effects in two areas with strong differences in economic development, sixteen OECD countries and sixteen Latin American economies. The USA is taken as a benchmark. Applying recent panel cointegration and bootstrapping techniques that solve for...
Persistent link: https://www.econbiz.de/10010298622
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Efficiency and productivity in the operational units of the armed forces
Hanson, Torbjørn - 2012
find that, by using the bootstrap technique to estimate confidence intervals, we can point at the uncertainty of the …
Persistent link: https://www.econbiz.de/10010330221
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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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Efficiency and productivity of Norwegian tax offices
Førsund, Finn R.; Kittelsen, Sverre A. C.; Lindseth, Frode - 2005
analysis and a Malmquist productivity index. The estimates are biascorrected using a bootstrap approach recently developed for …
Persistent link: https://www.econbiz.de/10010284365