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020 ▼a 9780438065376
035 ▼a (MiAaPQ)AAI10790666
035 ▼a (MiAaPQ)unc:17862
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 330
1001 ▼a Garcia, Jose Alfonso Campillo.
24510 ▼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.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-10(E), Section: A.
500 ▼a Adviser: Jonathan B. Hill.
5021 ▼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
71020 ▼a The University of North Carolina at Chapel Hill. ▼b Economics.
7730 ▼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
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14997595 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자