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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - In: Macroeconomic dynamics 5 (2001) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander - 1999
Persistent link: https://www.econbiz.de/10013422836
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results … clearly favour the direct bias corrected estimators, especially the estimator proposed by Hansen (2001). The superiority of …
Persistent link: https://www.econbiz.de/10011431996
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results … clearly favour the direct bias corrected estimators, especially the estimator proposed by Hansen (2001). The superiority of …
Persistent link: https://www.econbiz.de/10001751405
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Estimation of discrete response models with missclassified dependent variables
Dustmann, Christian; Soest, Arthur van - 2001
Persistent link: https://www.econbiz.de/10014553643
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Essays in empirical finance
Andersson, Magnus - 2007
Persistent link: https://www.econbiz.de/10003738211
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
It is argued that standard impulse response analysis based on vector autoregressive models has a number of shortcomings. Although the impulse responses are estimated quantities, measures for sampling variability such as confidence intervals are often not provided. If confidence intervals are...
Persistent link: https://www.econbiz.de/10009580485
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Simple sequential procedure for modeling of item non-response in econometric analysis : application to CV survey data
Fonta, William M.; Ayuk, Elias T.; Ichoku, Hyacinth E. - In: CBN journal of applied statistics 3 (2012) 1, pp. 1-17
analyst faces a sample selection bias problem. The aim of this paper is to provide further evidence using a simple sequential … with sample selection bias than the Heckman’s 2-step approach. …
Persistent link: https://www.econbiz.de/10011477155