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Assumption-light and computationally cheap inference on inequality measures by sample splitting : the student t approach

Midões, Catarina; Crombrugghe, Denis de - In: Journal of economic inequality 21 (2023) 4, pp. 899-924

Persistent link: https://www.econbiz.de/10014452521

Testing Lorenz Curves with Non-Simple Random Samples

Zheng, Buhong - 2002

Simple random sampling has been assumed in most statistical inference procedures developed to test Lorenz dominance and other partial ordering conditions. This note, using the Bahadur representation, derives the (asymptotic) covariance structures of the Lorenz and generalized Lorenz ordinates...

Persistent link: https://www.econbiz.de/10014116192

A parametric approach to flexible nonlinear inference

Hamilton, James D. - 1999

Persistent link: https://www.econbiz.de/10001368232

Testing constant serial dynamics in two-step risk inference for longitudinal actuarial data

Fung, Tsz Chai; Li, Yinhuan; Peng, Liang; Qian, Linyi - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 861-881

Persistent link: https://www.econbiz.de/10015189603

Automated inference and the future of econometrics : a comment

Paruolo, Paolo - In: Econometric theory 21 (2005) 1, pp. 78-84

Persistent link: https://www.econbiz.de/10002674604

Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size

Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Functional structure and approximation in econometrics, (pp. 529-548). 2004

Persistent link: https://www.econbiz.de/10003054670

Continuously Updated Indirect Inference in Heteroskedastic Spatial Models

Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - 2019

Spatial units typically vary over many of their characteristics, introducing potential unobserved heterogeneity which invalidates commonly used homoskedasticity conditions. In the presence of unobserved heteroskedasticity, standard methods based on the (quasi-)likelihood function generally...

Persistent link: https://www.econbiz.de/10014032510

Towards a causal model and causal inference of regional entrepreneurship development index, its antecedents and outcomes in European regions

Azhdari, Behnam; Bonnet, Jean; Bourdin, Sébastien - 2022

Persistent link: https://www.econbiz.de/10013557090

A Comment on Econometric Information Recovery and Inference from Indirect Noisy Economic Data

Judge, George - 2012

The focus of this paper is on starting a critical discussion on the state of econometrics. The problem of information …

Persistent link: https://www.econbiz.de/10013102751

Applications of Random Set Theory in Econometrics

Molchanov, Ilya - 2014

In recent years, the econometrics literature has shown a growing interest in the study of partially identified models … of partial identification analysis. This review introduces the fundamental tools of the theory of random sets, which … brings together elements of topology, convex geometry, and probability theory to develop a coherent mathematical framework to …

Persistent link: https://www.econbiz.de/10013049448