Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory [PDF]
focus on the ability of the instrument set to predict a single endogenous regressor, even if there is more than one endogenous regressor in the equation of interest.
C.L. Skeels, D.S. Poskitt
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“Building” exact confidence nets
, 2017 Confidence nets, that is, collections of confidence intervals that fill out the parameter space and whose exact parameter coverage can be computed, are familiar in nonparametric statistics.
Andrew R. Francis +6 more
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The Exact Cumulative Distribution Function of a Ratio of Quadratic Forms in Normal Variables with Application to the AR(1) Model. [PDF]
Often neither the exact density nor the exact cumulative distribution function (CDF) of a statistic of interest are available in the statistics and econometrics literature (for example the maximum likelihood estimator of the autocorrelation coefficient ...
Giovanni Forchini
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Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model [PDF]
Poskitt and Skeels (2003) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model. This approximation is appropriate when the concentration parameter associated with the reduced form model is small ...
C. L. Skeels, D. S. Poskitt
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Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. [PDF]
This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in that
C. L. Skeels, D. S. Poskitt
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Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms [PDF]
, 2008 In this paper, we derive simple point-optimal sign-based tests in the context of linear and nonlinear regression models with fixed regressors. These tests are exact, distribution-free, robust against heteroskedasticity of unknown form, and they may be ...
Taamouti, Abderrahim, Dufour, Jean-Marie
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Finite Sample Exact tests for Linear [PDF]
We introduce tests for finite sample multivariate linear regressions with heteroskedastic errors that have mean zero. We assume bounds on endoge- nous variables but do not make additional assumptions on errors.
Karl Schlag, Oliver Gossner
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Probability and Statistics in Boltzmann's Early Papers on Kinetic Theory [PDF]
, 2005 Boltzmann’s equilibrium theory has not received by the scholars the attention it deserves. It was always interpreted as a mere generalization of Maxwell’s work or, in the most favorable case, a sketch of some ideas more consistently developed in the 1872
Badino, Massimiliano
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Distribution of the product of a pair of independent two-sided power variates
, 2016 : The distributions of algebraic functions of random variables are important in theory of probability and statistics and other areas such as engineering, reliability, and actuarial applications, and many results based on various distributions are ...
Selim Gündüz +3 more
core +1 more source
Inference under progressively type II right censored sampling for certain lifetime distributions
, 2009 In this paper, estimation of the parameters of a certain family of two-parameter lifetime distributions based on progressively Type II right censored samples (including ordinary Type II right censoring) is studied.
Yu, K, Wang, BX, Jones, MC
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