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A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

Breitung, Jorg - In: Econometric Reviews 24 (2005) 2, pp. 151-173

In this article, a parametric framework for estimation and inference in cointegrated panel data models is considered …

Persistent link: https://www.econbiz.de/10009228511

Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models

Racine, Jeffery; Hart, Jeffrey; Li, Qi - In: Econometric Reviews 25 (2006) 4, pp. 523-544

In this paper we propose a test for the significance of categorical predictors in nonparametric regression models. The test is fully data-driven and employs cross-validated smoothing parameter selection while the null distribution of the test is obtained via bootstrapping. The proposed approach...

Persistent link: https://www.econbiz.de/10009228566

How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?

Veraart, Almut - In: AStA Advances in Statistical Analysis 95 (2011) 3, pp. 253-291

Persistent link: https://www.econbiz.de/10009324602

A latent process model for time series of attributed random graphs

Lee, N.; Priebe, C. - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 231-253

Persistent link: https://www.econbiz.de/10009325264

Inference for structural equation modelling on dependent populations

Papadopoulos, Savas - In: International Journal of Computational Economics and … 2 (2011) 2, pp. 123-153

Latent variable modelling is used widely in applications to economics, social and behavioural sciences. Since the normality-based model fitting procedures are simple and broadly available, and since such procedures are often applied to non-normal data or non-random samples, it is important to...

Persistent link: https://www.econbiz.de/10009352384

A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators

Kneip, Alois; Simar, Léopold; Wilson, Paul - In: Computational Economics 38 (2011) 4, pp. 483-515

Persistent link: https://www.econbiz.de/10009401761

Measuring Mobility

Cowell, Frank A.; Flachaire, Emmanuel - HAL - 2011

measures over the different status concepts consistent with the same underlying data. We investigate the statistical inference …

Persistent link: https://www.econbiz.de/10009643227

Do the US and Canada have a common nonlinear cycle in unemployment?

Paap, Richard; Franses, Philip Hans - Faculteit der Economische Wetenschappen, Erasmus … - 1999

discuss representation, parameter estimation, diagnostics and inference. We show that this bivariate nonlinear model is very …

Persistent link: https://www.econbiz.de/10010837956

Inference on sets in finance

Chernozhukov, Victor; Kocatulum, Emre; Menzel, Konrad - Centre for Microdata Methods and Practice (CEMMAP) - 2012

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as … inference procedures are also more powerful than the structured projection methods, which rely upon building confidence sets for …

Persistent link: https://www.econbiz.de/10010604307

Asymptotic and bootstrap inference for top income shares

Brzeziński, Michał - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2013

We analyse statistical inference for top income shares in finite samples. The asymptotic inference performs poorly even …

Persistent link: https://www.econbiz.de/10010607594