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Nonparametric Inferences on Conditional Quantile Processes

Goh, Chuan - 2007

This paper is concerned with tests of restrictions on the sample path of conditional quantile processes. These tests are tantamount to assessments of lack of fit for models of conditional quantile functions or more generally as tests of how certain covariates affect the distribution of an...

Persistent link: https://www.econbiz.de/10012731947

Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators In Median Regressions with Heterogeneous Dependent Errors

Coudin, Elise - 2017

We study the problem of estimating the parameters of a linear median regression without any assumption on the shape of …

Persistent link: https://www.econbiz.de/10012962776

On the fertility transition in Africa : income, child mortality, or education?

Mveyange, Anthony - 2015

A consensus among social scientists is that fertility rates in Africa are declining. What determines these declines? I present fresh evidence that shows education, especially for women, is an important determinant of the fertility transition in Africa. This finding is consistent with the...

Persistent link: https://www.econbiz.de/10011342328

Non-parametric statistic for testing cumulative abnormal stock returns

Pynnönen, Seppo - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-13

Due to the non-normality of stock returns, nonparametric rank tests are gaining accceptance relative to parametric tests in financial economics event studies. In rank tests, financial assets’ multiple day cumulative abnormal returns (CARs) are replaced by cumulated ranks. This paper proposes...

Persistent link: https://www.econbiz.de/10013168738

Finite Sample Comparison of Alternative Estimators of Itô Diffusion Processes -- A Monte Carlo Study

Jiang, George J.; Knight, John - 2012

In this paper, we consider alternative approaches to the estimation of Itˆo diffusion processes from discretely sampled observations. Based on Monte Carlo simulation, we investigate the finite sample properties of various estimators and in particular compare the performance of the nonparametric...

Persistent link: https://www.econbiz.de/10014165114

Penalized Indirect Inference

Blasques, Francisco - 2015

Parameter estimates of structural economic models are often difficult to interpret at the light of the underlying economic theory. Bayesian methods have become increasingly popular as a tool for conducting inference on structural models since priors offer a way to exert control over the...

Persistent link: https://www.econbiz.de/10013030083

How macroeconomic instability lowers child survival

Guillaumont, Patrick; Korachais, Catherine; Subervie, Julie - 2008

The reduction of child mortality is one of the most universally accepted Millennium Goals. However, there is a significant debate on the means of reaching it and its realism with regard to the situation in most of the least developed countries. The recommendations made for the achievement of...

Persistent link: https://www.econbiz.de/10010273526

How macroeconomic instability lowers child survival

Guillaumont, Patrick (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003725535

Analysing the aid effectiveness on the living standard : a check-up on Southeast Asian countries

I., Zareena Begum; Nehra, Arpita - In: Journal of urban management 5 (2016) 1, pp. 23-31

The present research work aims to analyse the effect that the disaggregated developmental aid has had on the health status and the standard of living in the urban sector after the Millennium Development Goals (MDGs) were established. Infant Mortality and Improved sanitation facilities are taken...

Persistent link: https://www.econbiz.de/10011867436

Identifying genuine effects in observational research by means of meta-regressions

Bruns, Stephan B. - 2013

Meta-regression models are increasingly utilized to integrate empirical results across studies while controlling for … the potential threats of data-mining and publication bias. We propose extended meta-regression models and evaluate their … prevalent in empirical economics. We can show that the meta-regression models here proposed systematically outperform the prior …

Persistent link: https://www.econbiz.de/10010199109