Narrow search
Showing 1 - 10 of 2,056
Cover Image
A correction function approach to solve the incidental parameter problem
Li, Guangjie; Leon-Gonzalez, Roberto - 2009
Following Lancaster (2002), we propose a strategy to solve the incidental parameter problem. The method is demonstrated under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is unavailable, such as the linear AR(p) panel model....
Persistent link: https://www.econbiz.de/10003817215
Cover Image
Scaled and Adjusted Restricted Tests in Multi Sample Analysis of Moment Structures
Satorra, Albert - 2001
We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the...
Persistent link: https://www.econbiz.de/10014179647
Cover Image
The fragility of meta-regression models in observational research
Bruns, Stephan B. - 2016
Many meta-regression analyses that synthesize estimates from primary studies have now been published in economics. Meta-regression models attempt to infer the presence of genuine empirical effects even if the authors of primary studies select statistically significant and theory-confirming...
Persistent link: https://www.econbiz.de/10011408185
Cover Image
Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
Cover Image
Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F. - 2005
their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … simulation design inspired by an analysis of the (non-)invariance properties of estimators and occasionally by available higher …
Persistent link: https://www.econbiz.de/10011348362
Cover Image
Identifying genuine effects in observational research by means of meta-regressions
Bruns, Stephan B. - 2013
performance in identifying genuine empirical effects by means of a comprehensive simulation study for various scenarios that are …
Persistent link: https://www.econbiz.de/10010199109
Cover Image
Simulation-based finite-sample linearity test against smooth transition models
González, Andrés (contributor);  … - 2005
In this paper we use Monte Carlo testing techniques for testing linearity against the smooth transition models. The Monte Carlo approach allows us to introduce a new test that differs from the tests existing in the literature in two respects. First, the test is exact in the sense that the...
Persistent link: https://www.econbiz.de/10003073820
Cover Image
Predictability hidden by anomalous observations
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
Cover Image
The impact of effect size heterogeneity on meta-analysis : a Monte Carlo experiment
Koetse, Mark J.; Florax, Raymond J. G. M.; Groot, Henri … - 2007
In this paper we use Monte Carlo simulation to investigate the impact of effect size heterogeneity on the results of a …
Persistent link: https://www.econbiz.de/10011372995
Cover Image
A bias-corrected method of moments approach to estimation of dynamic Short-T panels
Chudik, Alexander; Pesaran, M. Hashem - 2017
This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of searching for instruments that are uncorrelated with the errors, in cases where the correlation between the target variables and the errors can be derived. The advantage of the...
Persistent link: https://www.econbiz.de/10011735967