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the expectations of ratios of quadratic forms is overcome by a simple bootstrap procedure. With that, the corrections on …
Persistent link: https://www.econbiz.de/10008725929
In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10011755286
In studying the asymptotic and finite sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10011297624
In studying the asymptotic and finite-sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model....
Persistent link: https://www.econbiz.de/10010929725
Persistent link: https://www.econbiz.de/10011349513
Persistent link: https://www.econbiz.de/10011479842
. Instructors are encouraged to use explain-how-to-bootstrap exercises to promote student understanding of the rules of the game. …
Persistent link: https://www.econbiz.de/10005456454
In applied statistics and computational econometrics a key task for researchers is to bring the sizable but unstructured body of numeric evidence, for example from Monte Carlo simulation, in a form ready for introducing to scientific dialog. At their disposal they find established means of...
Persistent link: https://www.econbiz.de/10011109202
This brief note serves as a companion paper to Klein (2014). Small multiples incorporate graphical frameworks such as P value plots with ease, and thus facilitate visualizing quantitative data that record parameter change from simulation experiments. Pitfalls in layout may be avoided when...
Persistent link: https://www.econbiz.de/10011114338
normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …
Persistent link: https://www.econbiz.de/10011995215