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Estimating Standard Errors For The Parks Model: Can Jackknifing Help?

Reed, W. Robert; Webb, Rachel S. - Department of Economics and Finance, College of … - 2009

study investigates the performance of the jackknife estimator of FGLS(Parks) using Monte Carlo experimentation. We find that …

Persistent link: https://www.econbiz.de/10008558472

Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution.

Barnett, William; Seck, Ousmane - Department of Economics, University of Kansas - 2009

Theoretical constraints on economic model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions. Inequality constraints can truncate sampling distributions of parameter estimators, so that...

Persistent link: https://www.econbiz.de/10004961242

Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties

MacKinnon, James G.; White, Halbert - Economics Department, Queen's University - 1983

, based on the jackknife, performs better in small samples than the rest. We also examine finite-sample properties using … several tests for heteroskedasticity and find that it may be wise to employ the jackknife heteroskedasticity …

Persistent link: https://www.econbiz.de/10005653171

Measuring the influence of individual data points in a cluster analysis

Milligan, Glenn; Cheng, Richard - In: Journal of Classification 13 (1996) 2, pp. 315-335

Persistent link: https://www.econbiz.de/10005602881

A feasible method for standard errors of estimate in maximum likelihood factor analysis

Jennrich, R.; Clarkson, D. - In: Psychometrika 45 (1980) 2, pp. 237-247

Persistent link: https://www.econbiz.de/10005603464

Alternative interval estimation for parameters of bivariate exponential model with time varying covariate

Arasan, Jayanthi; Lunn, Mary - In: Computational Statistics 23 (2008) 4, pp. 605-622

Persistent link: https://www.econbiz.de/10005613195

Assessing the error in bootstrap estimates with dependent data

Mahmoud, Mohamed; Mokhlis, Nahed; Ibrahim, Sahar - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 471-486

Persistent link: https://www.econbiz.de/10005613277

Resampling time series using missing values techniques

Alonso, Andrés; Peña, Daniel; Romo, Juan - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 765-796

Persistent link: https://www.econbiz.de/10005616086

Reducing Bias Without Prejudicing Sign

Hall, Peter; Presnell, Brett; Turlach, Berwin - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 507-518

Persistent link: https://www.econbiz.de/10005616110

Jackknife variance estimators of the location estimator in the one-way random-effects model

Lee, Youngjo - In: Annals of the Institute of Statistical Mathematics 43 (1991) 4, pp. 707-714

Persistent link: https://www.econbiz.de/10005616181