Zobrazeno 1 - 3
of 3
pro vyhledávání: '"[JEL:C1] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General"'
Publikováno v:
Articles. 80:501-522
Cet article illustre l’applicabilité des méthodes de rééchantillonnage dans le cadre des tests multiples (simultanés), pour divers problèmes économétriques. Les hypothèses simultanées sont une conséquence habituelle de la théorie écono
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f65b9ab6f9ed17c79e6f3a33b3a2729
https://doi.org/10.7202/011397ar
https://doi.org/10.7202/011397ar
Autor:
Jean-Marie Dufour
Publikováno v:
Canadian Journal of Economics/Revue Canadienne d`Economique. 36:767-808
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonpara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0be2a01caf84eeec3a58672cbb753f1
https://doi.org/10.1111/1540-5982.t01-3-00001
https://doi.org/10.1111/1540-5982.t01-3-00001
Autor:
Dufour, Jean Marie, Jasiak, Joanna
We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identificati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5f115895f9e81a7bfeb1e72ad221a6c5
http://hdl.handle.net/1866/461
http://hdl.handle.net/1866/461
