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under are highly nonstandard due to the inherent irregular natures of the problem, and then construct bootstrap critical …
Persistent link: https://www.econbiz.de/10012202917
We discuss statistical inference problems associated with identification and testability in econometrics. We consider inference in non-parametric models and weakly identified structural models (weak instruments). We point out that many ill-defined statistical problems, such as non-testable...
Persistent link: https://www.econbiz.de/10014074912
A test for serial independence is proposed which is related to the BDS test but focuses on tail event probabilities rather than probabilities near the center of the distribution. The motivation behind this approach is to obtain a test more suitable for detecting structure in the tails, such as...
Persistent link: https://www.econbiz.de/10010324850
A test for serial independence is proposed which is related to the BDS test but focuses on tail event probabilities rather than probabilities near the center of the distribution. The motivation behind this approach is to obtain a test more suitable for detecting structure in the tails, such as...
Persistent link: https://www.econbiz.de/10011327543
the test statistics or using bootstrap methods to obtain critical values. Our simulation results indicate that our tests …
Persistent link: https://www.econbiz.de/10011317720
coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur … demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the … bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a …
Persistent link: https://www.econbiz.de/10010354164
functionals of kernel-type estimators (1 < p < ∞) and is easy to implement in general, mainly due to its recourse to the bootstrap … method. The bootstrap procedure is based on nonparametric bootstrap applied to kernel-based test statistics, with estimated … "contact sets". We provide regularity conditions under which the bootstrap test is asymptotically valid uniformly over a large …
Persistent link: https://www.econbiz.de/10010254852
characterize their quantile breakdown point. For the moving block bootstrap and the subsampling, we find a very low quantile …
Persistent link: https://www.econbiz.de/10003971115
We develop a test of equality between two dependence structures estimated through empirical copulas. We provide inference for independent or paired samples. The multiplier central limit theorem is used for calculating p-values of the Crameacute;r-von Mises test statistic. Finite sample properties...
Persistent link: https://www.econbiz.de/10003550857
regression model. Monte Carlo simulations in two settings where the bootstrap fails show the accuracy and robustness of the …
Persistent link: https://www.econbiz.de/10003394379