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. In Monte Carlo simulations these tests, and bootstrap ones, generally significantly outperform x squared-based tests. …
Persistent link: https://www.econbiz.de/10010729222
Carlo simulations, these tests, and bootstrap tests, generally significantly outperform χ2-based tests. …
Persistent link: https://www.econbiz.de/10011125890
asymptotic distribution that is free of nuisance parameters. Secondly, we propose a bootstrap analogue of the transformation and …
Persistent link: https://www.econbiz.de/10011126051
This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …
Persistent link: https://www.econbiz.de/10011126113
bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles …
Persistent link: https://www.econbiz.de/10011126619
sampling variability. It has several advantages over other programs, including the use of microsimulation and the bootstrap … deterministic approach, and may be especially advantageous in investigating distributions of MSLT functions. The bootstrap method …
Persistent link: https://www.econbiz.de/10008545911
This paper helps document significant improvements in the child low-income rate as well as the significant decrease in the proportion of children who relied on public assistance in the United States during the 1990s. Many disadvantaged groups of children were less likely to live in poor or...
Persistent link: https://www.econbiz.de/10005163198
This paper uses Monte Carlo simulation analysis to study the finite-sample behavior of bootstrap estimators and tests … tailored to handle heteroskedasticity. Our results show that weighted bootstrap methods can be successfully used to estimate … test and of Bartlett and Edgeworth-corrected tests. The bootstrap test was found to be robust against unfavorable …
Persistent link: https://www.econbiz.de/10005511950
Persistent link: https://www.econbiz.de/10012022815
Persistent link: https://www.econbiz.de/10011992635