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Computational Statistics is an international journal that fosters the publication of applications and methodological research in the field of computational statistics. In this article, we will discuss the motivation, history, some specialties, and the future scope of this journal
Persistent link: https://www.econbiz.de/10012966322
Pearson's chi-square test is widely employed in social and health sciences to analyze categorical data and contingency tables. For the test to be valid, the sample size must be large enough to provide a minimum number of expected elements per category. This paper develops functions for...
Persistent link: https://www.econbiz.de/10012892454
This article provides an overview of existing community-contributed commands for executing event studies. I assess which command(s) could have been used to conduct event studies that have appeared in the past ten years in three leading accounting, finance and management journals. The older...
Persistent link: https://www.econbiz.de/10013242401
Uncertainty in regression can be efficiently and effectively communicated using the visual properties of statistical objects in a regression display. Altering the "visual weight" of lines and shapes to depict the quality of information represented clearly communicates statistical confidence,...
Persistent link: https://www.econbiz.de/10013081991
Theil (1968) proposed a transformation of regression residuals so that they are best (minimizes the trace of its covariance matrix), linear, unbiased and subject to the constraint that its covariance matrix is scalar (BLUS) in the sense that it is proportional to the identity matrix. Despite...
Persistent link: https://www.econbiz.de/10013056676
In the microsimulation literature, it is still uncommon to test the statistical significance of results. In this paper we argue that this situation is both undesirable and unnecessary. Provided the parameters used in the microsimulation are exogenous, as is often the case in static...
Persistent link: https://www.econbiz.de/10010201167
In this paper, we develop a new model-based method to inference on totals and averages of nite populations segmented in planned domains or strata. Within each stratum, we decompose the total as the sum of its sampled and unsampled parts, making inference on the unsampled part using Bayesian...
Persistent link: https://www.econbiz.de/10010370185
Persistent link: https://www.econbiz.de/10013130302
This paper extends two optimization routines to deal with objective functions for DSGE models. The optimization routines are i) a version of Simulated Annealing developed by Corana, Marchesi amp; Ridella (1987), and ii) the evolutionary algorithm CMA-ES developed by Hansen, Muuml;ller amp;...
Persistent link: https://www.econbiz.de/10012725384
A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by Stock and Yogo (2005) using simulations. We derive a closed-form solution for the expectation from which these critical values are derived, as well as present some second-order...
Persistent link: https://www.econbiz.de/10011945785