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Davidson, Russell - HAL - 2009

Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random...

Persistent link: https://www.econbiz.de/10008794210

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011

The topic of this paper is the estimation uncertainty of the Stock-Watsonand Gonzalo-Granger permanent-transitory decompositions in the frameworkof the cointegrated vector-autoregression. Specifically, we suggest an approach to construct the confidence interval of the transitory component in...

Persistent link: https://www.econbiz.de/10010460507

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011 - this version: February 2011

Persistent link: https://www.econbiz.de/10009530402

Uniform inference for value functions

Firpo, Sérgio Pinheiro; Galvão Júnior, Antônio Fialho; … - 2022

Persistent link: https://www.econbiz.de/10013499397

Confidence intervals for predicted outcomes in regression models for categorical outcomes

Xu, Jun; Long, J. Scott - In: Stata Journal 5 (2005) 4, pp. 537-559

We discuss methods for computing confidence intervals for predictions and discrete changes in predictions for regression models for categorical outcomes. The methods include endpoint transformation, the delta method, and bootstrap- ping. We also describe an update to prvalue and prgen from the...

Persistent link: https://www.econbiz.de/10005583247

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - Institut für Makroökonomie und Konjunkturforschung … - 2011

Persistent link: https://www.econbiz.de/10008866065

Inference on Income Distributions

Davidson, Russell - HAL - 2010

This paper attempts to provide a synthetic view of varied techniques available for per- forming inference on income distributions. Two main approaches can be distinguished: one in which the object of interest is some index of income inequality or poverty, the other based on notions of stochastic...

Persistent link: https://www.econbiz.de/10008794291

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems : conference paper

Schreiber, Sven - 2014 - This version: February 2014

The topic of this paper is the estimation uncertainty of the Stock-Watson and Gonzalo-Granger permanent-transitory decompositions in the framework of the co-integrated vector autoregression. We suggest an approach to construct the confidence interval of the transitory component estimate in a...

Persistent link: https://www.econbiz.de/10010489880

Bootstrap interval estimation of wildlife population sizes from multiple surveys

Mutsvairo, Itayi - 2008

-Umfolosi Park. The jackknife procedure was also usedto provide the standard errors for the survey estimates. The main wildlife … using line transect sampling and mark-recapture methodsrespectively. The bootstrap and jackknife procedures were applied … the jackknife results. The lengths of the confidence intervals were usedto assess the confidence intervals with a shorter …

Persistent link: https://www.econbiz.de/10009447712

Fast and reliable jackknife and bootstrap methods for cluster-robust inference

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …

Persistent link: https://www.econbiz.de/10014451087