Zobrazeno 1 - 10
of 157
pro vyhledávání: '"Gautam, Tripathi"'
This volume of Advances in Econometrics contains a selection of papers presented at the'Econometrics of Complex Survey Data: Theory and Applications'conference organized by the Bank of Canada, Ottawa, Canada, from October 19-20, 2017. The papers inc
Publikováno v:
Journal of Econometrics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::92f6caee3a1f12cf7844a73a21fcae45
https://doi.org/10.1016/j.jeconom.2022.08.011
https://doi.org/10.1016/j.jeconom.2022.08.011
Publikováno v:
Journal of Econometrics, 223(1), 73-95. Elsevier Science
We propose a new integrated likelihood based approach for estimating panel data models when the unobserved individual effects enter the model nonlinearly. Unlike existing integrated likelihoods in the literature, the one we propose is closer to a gen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0c3ea396127dac5b51140060d65dc48a
https://doi.org/10.1016/j.jeconom.2020.10.001
https://doi.org/10.1016/j.jeconom.2020.10.001
We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0e88ad274e1536021f791a826cc6a15
https://hdl.handle.net/10446/239351
https://hdl.handle.net/10446/239351
Autor:
Gautam Tripathi, Martin Schumann
Publikováno v:
Statistics & Probability Letters
Statistics & Probability Letters, 143, 81-85. Elsevier
Statistics & Probability Letters, 143, 81-85. Elsevier
We demonstrate that the probit weight function is U-shaped on R, i.e., it is strictly decreasing on (-infinity, 0), strictly increasing on [0, infinity), and strictly convex on R. Knowledge of the shape of the probit weight function can be useful in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c9110f27ab378c6271d48f0c21d9f0e4
Autor:
Gautam Tripathi, Tao Chen
Publikováno v:
Journal of Econometrics
We propose a "weighted and sample-size adjusted" Kolmogorov-Smirnov type statistic to test the assumption of conditional symmetry maintained in the symmetrically trimmed least-squares (STLS) approach of Powell (1986b), which is widely used to estimat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c38bd141aa03933bdf92e84881b73135
Autor:
Gautam Tripathi, Tao Chen
Publikováno v:
Journal of Nonparametric Statistics. 25:273-313
We test the assumption of conditional symmetry used to identify and estimate parameters in regression models with endogenous regressors without making any distributional assumptions. The specification test proposed here is computationally tractable,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0862ecf1318cb24bd7fcbca1c628754f
https://doi.org/10.1080/10485252.2012.752083
https://doi.org/10.1080/10485252.2012.752083
Autor:
Gautam Tripathi, Thomas A. Severini
Publikováno v:
Foundations and Trends® in Econometrics. 6:163-397
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30d7e6b00f16a46c1a1640e7572b14b7
https://doi.org/10.1561/0800000019
https://doi.org/10.1561/0800000019
Autor:
Gautam Tripathi
Publikováno v:
Journal of Econometrics. 165:258-265
We show how to do efficient moment based inference using the generalized method of moments (GMM) when data is collected by stratified sampling and the maintained assumption is that the aggregate shares are known.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::601c9bd69ccd329bced8689af9fed879
https://doi.org/10.1016/j.jeconom.2011.08.004
https://doi.org/10.1016/j.jeconom.2011.08.004
Autor:
Gautam Tripathi
Publikováno v:
Econometric Theory. 27:47-73
Many data sets used by economists and other social scientists are collected by stratified sampling. The sampling scheme used to collect the data induces a probability distribution on the observed sample that differs from the target or underlying dist
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2401de4166059089e0d8fee31be90f7
https://doi.org/10.1017/s0266466610000125
https://doi.org/10.1017/s0266466610000125