LDR | | 02160nmm uu200445 4500 |
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008 | | 181129s2018 |||||||||||||||||c||eng d |
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▼a 9780438065376 |
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▼a (MiAaPQ)AAI10790666 |
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▼a (MiAaPQ)unc:17862 |
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▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
082 | 0 |
▼a 330 |
100 | 1 |
▼a Garcia, Jose Alfonso Campillo. |
245 | 10 |
▼a Three Papers on Weak Identification Robust Bootstrap Inference. |
260 | |
▼a [S.l.] :
▼b The University of North Carolina at Chapel Hill.,
▼c 2018 |
260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
300 | |
▼a 195 p. |
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▼a Source: Dissertation Abstracts International, Volume: 79-10(E), Section: A. |
500 | |
▼a Adviser: Jonathan B. Hill. |
502 | 1 |
▼a Thesis (Ph.D.)--The University of North Carolina at Chapel Hill, 2018. |
520 | |
▼a 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 |
520 | |
▼a 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 |
520 | |
▼a 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 |
590 | |
▼a School code: 0153. |
650 | 4 |
▼a Economics. |
650 | 4 |
▼a Economic theory. |
650 | 4 |
▼a Statistics. |
690 | |
▼a 0501 |
690 | |
▼a 0511 |
690 | |
▼a 0463 |
710 | 20 |
▼a The University of North Carolina at Chapel Hill.
▼b Economics. |
773 | 0 |
▼t Dissertation Abstracts International
▼g 79-10A(E). |
773 | |
▼t Dissertation Abstract International |
790 | |
▼a 0153 |
791 | |
▼a Ph.D. |
792 | |
▼a 2018 |
793 | |
▼a English |
856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997595
▼n KERIS |
980 | |
▼a 201812
▼f 2019 |
990 | |
▼a 관리자 |