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Gini regressions and heteroskedasticity
Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16
We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U … least squares and the Gini regression. A Gini-White test is proposed and shows that a better power is obtained compared with …
Persistent link: https://www.econbiz.de/10012025711
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Gini regressions and heteroskedasticity
Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics 7 (2019) 1, pp. 1-16
We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U … least squares and the Gini regression. A Gini-White test is proposed and shows that a better power is obtained compared with …
Persistent link: https://www.econbiz.de/10012696219
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A Gini estimator for regression with autocorrelated errors
Ka, Ndéné; Mussard, Stéphane - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10014288860
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Multiple change-point detection in linear regression models via U-statistic type processes
Kapar, Burcu; Pouliot, William - 2013
Persistent link: https://www.econbiz.de/10010257514
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
Pouliot, William - In: Economic modelling 58 (2016), pp. 523-534
Persistent link: https://www.econbiz.de/10011647526
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Linear regression with an estimated regressor : applications to aggregate indicators of economic development
Meng, Lingsheng; Wu, Binzhen; Zhang, Zhaoguo - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 299-316
Persistent link: https://www.econbiz.de/10011453978
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Will outbreaks increase or reduce income inequality? : the Case of COVID-19
Işık, Esme; Özyılmaz, Ayfer; Toprak, Metin; … - In: Istanbul business research 51 (2022) 2, pp. 583-605
38 countries with different income levels is analyzed with the Artificial Neural Networks (ANN) and Linear Regression (LR …) method. In this context, Gini index values for 2020 were estimated using unemployment, inflation and growth data, which are …
Persistent link: https://www.econbiz.de/10014330304
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Identifying monotonic and non-monotonic relationships
Yitzhaki, Shlomo; Schechtman, Edna - In: Economics Letters 116 (2012) 1, pp. 23-25
We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not …
Persistent link: https://www.econbiz.de/10010572270