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Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - In: Quantitative Economics 4 (2013) 2, pp. 197-229

Persistent link: https://www.econbiz.de/10011599639

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative Economics 5 (2014) 2, pp. 457-494

This paper considers inference in log-linearized dynamic stochastic general equilibrium (DSGE) models with weakly …

Persistent link: https://www.econbiz.de/10011599662

Inference on sets in finance

Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad - In: Quantitative Economics 6 (2015) 2, pp. 309-358

We consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a … parameters, making them especially appealing in the target applications. We show that the resulting inference procedures are more …

Persistent link: https://www.econbiz.de/10011599678

Commentary: Biases in the assessment of long-run effects of deworming

Humphreys, Macartan - In: International Journal of Epidemiology 45 (2016) 6, pp. 2163-2165

Persistent link: https://www.econbiz.de/10012307650

Sensitivity analysis of an ols multiple regression inference with respect to possible linear endogeneity in the explanatory variables, for both modest and for extremely large sampl...

Ashley, Richard A.; Parmeter, Christopher F. - In: Econometrics 8 (2020) 1, pp. 1-24

) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression … whether any selected inference is "robust" versus "fragile." The usefulness of this sensitivity analysis-as a "screen" for …

Persistent link: https://www.econbiz.de/10012696274

On building inference for the statistical neural network with application to Naira-Dollar exchange rate efficiency: A bootstrap approach

Udomboso, Christopher G.; Saliu, Francisco U. - In: CBN Journal of Applied Statistics 07 (2016) 2, pp. 123-136

In this study, we developed an inference procedure for the neural network using the bootstrap approach, and applied it … method of partial derivative. The network architecture used is the multilayer perceptron. A valid statistical inference based …

Persistent link: https://www.econbiz.de/10011961650

Inference in economic experiments

Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - In: Economics: The Open-Access, Open-Assessment E-Journal 14 (2020) 2020-7, pp. 1-14

Replication crisis and debates about p-values have raised doubts about what we can statistically infer from research findings, both in experimental and observational studies. With a view to the ongoing debate on inferential errors, this paper systematizes and discusses experimental designs with...

Persistent link: https://www.econbiz.de/10012169095

Can p-values be meaningfully interpreted without random sampling?

Hirschauer, Norbert; Grüner, Sven; Mußhoff, Oliver; … - In: Statistics Surveys 14 (2020), pp. 71-91

Besides the inferential errors that abound in the interpretation of p-values, the probabilistic pre-conditions (i.e. random sampling or equivalent) for using them at all are not often met by observational studies in the social sciences. This paper systematizes different sampling designs and...

Persistent link: https://www.econbiz.de/10012197907

Inference in dynamic discrete choice problems under local misspecification

Bugni, Federico A.; Ura, Takuya - In: Quantitative Economics 10 (2019) 1, pp. 67-103

inference in these models. Specifically, we consider a local misspecification framework in which specification errors are …

Persistent link: https://www.econbiz.de/10012215367

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative Economics 10 (2019) 4, pp. 1703-1746

identification inference moment conditions robust singular variance subvector test test weak identification weak instruments C10 C12 …

Persistent link: https://www.econbiz.de/10012215408