Author: Chang-Ching Lin
Publisher:
ISBN: 9780542787676
Category : Econometric models
Languages : en
Pages : 154
Book Description
The third essay proposes a robust method to examine if the parameters of a panel data model are constant across individuals in the population. I utilize the L-moment to measure the dispersion of the estimates to propose a test, which is robust against outlying observations. The test statistic asymptotically has the standard normal distribution under the null hypothesis, as long as some mild conditions are met. My simulations show that this test delivers a more accurate size than existing tests in panel data models. The proposed test is also applied to examine whether or not the rates of convergence of economic growth are the same across countries.
Three Essays in Econometrics
Author: Chang-Ching Lin
Publisher:
ISBN: 9780542787676
Category : Econometric models
Languages : en
Pages : 154
Book Description
The third essay proposes a robust method to examine if the parameters of a panel data model are constant across individuals in the population. I utilize the L-moment to measure the dispersion of the estimates to propose a test, which is robust against outlying observations. The test statistic asymptotically has the standard normal distribution under the null hypothesis, as long as some mild conditions are met. My simulations show that this test delivers a more accurate size than existing tests in panel data models. The proposed test is also applied to examine whether or not the rates of convergence of economic growth are the same across countries.
Publisher:
ISBN: 9780542787676
Category : Econometric models
Languages : en
Pages : 154
Book Description
The third essay proposes a robust method to examine if the parameters of a panel data model are constant across individuals in the population. I utilize the L-moment to measure the dispersion of the estimates to propose a test, which is robust against outlying observations. The test statistic asymptotically has the standard normal distribution under the null hypothesis, as long as some mild conditions are met. My simulations show that this test delivers a more accurate size than existing tests in panel data models. The proposed test is also applied to examine whether or not the rates of convergence of economic growth are the same across countries.
Three Essays on Econometrics
Author: Yimin Yang
Publisher:
ISBN: 9780438002487
Category : Electronic dissertations
Languages : en
Pages : 98
Book Description
Publisher:
ISBN: 9780438002487
Category : Electronic dissertations
Languages : en
Pages : 98
Book Description
Three Essays in Applied Econometrics
Three Essays on Econometrics
Three Essays in Econometrics
Three Essays in Econometrics
Author: Panutat Satchachai
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 286
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 286
Book Description
Three Essays on Econometrics
Author: Myungsup Kim
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 300
Book Description
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages : 300
Book Description
Three Essays on Econometrics
Author: Seunghwa Rho
Publisher:
ISBN: 9781303457777
Category : Autocorrelation (Statistics)
Languages : en
Pages : 677
Book Description
Publisher:
ISBN: 9781303457777
Category : Autocorrelation (Statistics)
Languages : en
Pages : 677
Book Description
Three Essays in Econometrics
Author: Günter Menges
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 37
Book Description
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 37
Book Description
Three Essays in Econometrics
Author: Jakob Tue Gorgens
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 260
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 260
Book Description