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This paper shows how to bootstrap hypothesis tests in the context of the Parks (Efficient estimation of a system of … that the bootstrap outperforms Parks's top competitor. The Parks estimator has been a workhorse for the analysis of panel …
Persistent link: https://www.econbiz.de/10012020272
Abstract This paper employs a Monte Carlo study to compare the performance of equal-tailed bootstrap percentile- t … , symmetric bootstrap percentile- t , bootstrap percentile, and standard asymptotic confidence intervals in two distinct … heteroscedastic regression models. Bootstrap confidence intervals are constructed with both the XY and wild bootstrap algorithm …
Persistent link: https://www.econbiz.de/10014612565
The research deals with bootstrap interval estimation of wildlife population sizes frommultiple surveys in the Hluhluwe … using line transect sampling and mark-recapture methodsrespectively. The bootstrap and jackknife procedures were applied … separately to each ofthe datasets. Bootstrap estimates for each of the time point were obtained and theconfidence intervals of …
Persistent link: https://www.econbiz.de/10009447712
In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10011755286
Persistent link: https://www.econbiz.de/10011807281
Since the introduction of bootstrap DEA there is a growing literature on applications which use this method, mainly for … hypothesis testing. It is therefore important to establish the consistency and evaluate the performance of bootstrap DEA. The few … coverage probabilities are not a good tool of assessment. In our study we evaluate the performance of bootstrap DEA using the …
Persistent link: https://www.econbiz.de/10010288834
We extend the method of indirect inference testing to data that is not filtered and so may be non-stationary. We apply the method to an open economy real business cycle model on UK data. We review the method using a Monte Carlo experiment and find that it performs accurately and has good power.
Persistent link: https://www.econbiz.de/10010288847
This paper shows how to bootstrap hypothesis tests in the context of the Parks's (1967) Feasible Generalized Least … Squares estimator. It then demonstrates that the bootstrap outperforms FGLS(Parks)'s top competitor. The FGLS(Parks) estimator …
Persistent link: https://www.econbiz.de/10012160886
Persistent link: https://www.econbiz.de/10011378482
Persistent link: https://www.econbiz.de/10011349513