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Three Papers on Weak Identification Robust Bootstrap Inference
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| 자료유형 | E-Book |
|---|---|
| 개인저자 | Garcia, Jose Alfonso Campillo. |
| 단체저자명 | The University of North Carolina at Chapel Hill. Economics. |
| 서명/저자사항 | Three Papers on Weak Identification Robust Bootstrap Inference. |
| 발행사항 | [S.l.] : The University of North Carolina at Chapel Hill., 2018 |
| 발행사항 | Ann Arbor : ProQuest Dissertations & Theses, 2018 |
| 형태사항 | 195 p. |
| 소장본 주기 | School code: 0153. |
| ISBN | 9780438065376 |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-10(E), Section: A.
Adviser: Jonathan B. Hill. |
| 요약 | This manuscript is composed of three chapters that develop bootstrap methods in models with weakly identified parameters. In the first chapter, joint with Jonathan B. Hill, we introduce an asymptotically valid wild bootstrapped t-test, which pro |
| 요약 | In the second chapter, joint with Jonathan B. Hill, we introduce a parametric bootstrap that provides an alternative approach to construct statistical tests when parameters are weakly identified. The method extends the parametric bootstrap in re |
| 요약 | In the final chapter, we consider the mixed data sampling (MIDAS) model proposed by Ghysels, Santa-Clara, and Valkanov (2005) to evaluate the empirical performance of the wild bootstrapped robust t-test of Chapter 1 and the parametric bootstrapp |
| 일반주제명 | Economics. Economic theory. Statistics. |
| 언어 | 영어 |
| 기본자료 저록 | Dissertation Abstracts International79-10A(E). Dissertation Abstract International |
| 대출바로가기 | http://www.riss.kr/pdu/ddodLink.do?id=T14997595 |
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| No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
|---|---|---|---|---|---|---|---|---|
| 1 | WE00027421 | 330 | 가야대학교// | 대출가능 |
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