Zobrazeno 1 - 10
of 84
pro vyhledávání: '"In-Jae Whang"'
Publikováno v:
Econometric Reviews. 40:709-727
We provide an estimator of the lower regression function and provide large sample properties for inference. We also propose a test of the hypothesis of positive expectation dependence and derive its limiting distribution under the null hypothesis and
Publikováno v:
Journal of Econometrics.
Publikováno v:
Econometrics, Vol 7, Iss 1, p 16 (2019)
This paper considers two-sided matching models with nontransferable utilities, with one side having homogeneous preferences over the other side. When one observes only one or several large matchings, despite the large number of agents involved, asymp
Externí odkaz:
https://doaj.org/article/db28ac85f42c4f25970cc5a3e70b0c9b
Publikováno v:
Journal of Econometrics. 215:131-164
This paper is concerned with inference on the cumulative distribution function (cdf) F X ∗ in the classical measurement error model X = X ∗ + ϵ . We consider the case where the density of the measurement error ϵ is unknown and estimated by repe
Publikováno v:
Journal of Business & Economic Statistics. 38:502-515
In many fields of decision making, choices have to be made from multiple alternatives, but stochastic dominance rules do not yield a complete ordering due to incomparability of some or all of the p...
SummaryMultilateral comparison of outcomes drawn from multiple groups pervade the social sciences and measurement of their variability, usually involving functions of respective group location and scale parameters, is of intrinsic interest. However,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::27575378443cb6d88d55eea8fd561047
http://hdl.handle.net/11573/1571479
http://hdl.handle.net/11573/1571479
Publikováno v:
SSRN Electronic Journal.
We propose a test of the hypothesis of conditional stochastic dominance in the presence of many conditioning variables (whose dimension may grow to infinity as the sample size diverges). Our approach builds on a semiparametric location scale model in
Publikováno v:
The Korean Journal of Industrial Organization. 25:41-77
Publikováno v:
Journal of Market Economy. 46:47-83