Narrow search
Showing 1 - 10 of 71
Cover Image
On Zipf's law and the bias of Zipf regressions
Schluter, Christian - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 529-548
Persistent link: https://www.econbiz.de/10012616865
Cover Image
Top incomes, heavy tails, and rank-size regressions
Schluter, Christian - In: Econometrics : open access journal 6 (2018) 1, pp. 1-16
In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto. The estimator then over-estimates the true value in the...
Persistent link: https://www.econbiz.de/10011823274
Cover Image
Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - 2012
(g) can be carried out by using by using the bootstrap. An empirical application illustrates the usefulness of shape …
Persistent link: https://www.econbiz.de/10009554348
Cover Image
Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
Cover Image
A note on estimationg variance of finite population distribution function
Adhya, Sumanta; Banerjee, Tathagata; Chattopadhyay, … - 2015
Persistent link: https://www.econbiz.de/10011334577
Cover Image
Regional and ownership drivers of bank efficiency
Zelenyuk, Natalya; Zelenyuk, Valentin - 2014
Persistent link: https://www.econbiz.de/10011342007
Cover Image
Loan quality, ownership and efficiency of Indian banks : a bootstrap truncated regression approach
Sathye, Suneeta; Sathye, Milind - In: Indian journal of economics & business : IJEB 14 (2015) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10011349561
Cover Image
How to implement the bootstrap in static or stable dynamic regression models
Giersbergen, Noud P. A. van; Kiviet, J. F. - 2001
different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and …
Persistent link: https://www.econbiz.de/10011325661
Cover Image
Financial freedom and bank efficiency : evidence from the European Union
Chortareas, Georgios E.; Girardone, Claudia; Ventouri, … - 2012
Persistent link: https://www.econbiz.de/10009664623
Cover Image
Financial freedom and bank efficiency : evidence from the European Union
Chortareas, Georgios E.; Girardone, Claudia; Ventouri, … - In: Journal of banking & finance 37 (2013) 4, pp. 1223-1231
Persistent link: https://www.econbiz.de/10009719797