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Three Papers on Weak Identification Robust Bootstrap Inference
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Three Papers on Weak Identification Robust Bootstrap Inference. |
| 개인저자 | Garcia, Jose Alfonso Campillo. |
| 단체저자명 | The University of North Carolina at Chapel Hill. Economics. |
| 발행사항 | [S.l.]: The University of North Carolina at Chapel Hill., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 195 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-10A(E). Dissertation Abstract International |
| ISBN | 9780438065376 |
| 학위논문주기 | Thesis (Ph.D.)--The University of North Carolina at Chapel Hill, 2018. |
| 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 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
