Browsing Department of Economics by Subject "JEL Classification Number: C12"
Now showing items 1-5 of 5
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(Vanderbilt University, 2009)This paper considers the general problem of testing multiple inequality moment restrictions against an unrestricted alternative. We first introduce a test based on a maximum statistic and show how, via a partially recentered ...
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(Vanderbilt University, 2011)Existing empirical evidence suggests that the effects of Vietnam veteran status on earnings in the decade-and-a-half following service may be concentrated in the lower tail of the earnings distribution. Motivated by this ...
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(Vanderbilt University, 2005)This paper investigates the effects of consistent and inconsistent long-run variance estimation on a unit root test based on the generalization of the von Neumann ratio. The results from the Monte Carlo experiments suggest ...
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(Vanderbilt University, 2009)This paper introduces a computationally efficient bootstrap procedure for obtaining multiplicity-adjusted p-values in situations where multiple hypotheses are tested simultaneously. This new testing procedure accounts for ...
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(Vanderbilt University, 2005)This paper considers the test of a unit root in transitional autoregressive models. In particular, we develop the asymptotic theory of the inf-t test for the null hypothesis of a unit root in a wide class of nonlinear ...