Moment condition tests for heavy tailed time series
JB Hill, M Aguilar - Journal of Econometrics, 2013 - Elsevier
We develop an asymptotically chi-squared statistic for testing moment conditions E [mt (θ0)]=
0, where mt (θ0) may be weakly dependent, scalar components of mt (θ0) may have an …
0, where mt (θ0) may be weakly dependent, scalar components of mt (θ0) may have an …
Nonlinear IV panel unit root testing under structural breaks in the error variance
M Demetrescu, C Hanck - Statistical Papers, 2013 - Springer
The paper examines the behavior of a generalized version of the nonlinear IV unit root test
proposed by Chang (2002) when the series' errors exhibit nonstationary volatility. The …
proposed by Chang (2002) when the series' errors exhibit nonstationary volatility. The …
Asymptotically efficient estimation of weighted average derivatives with an interval censored variable
H Kaido - arXiv preprint arXiv:1312.6102, 2013 - arxiv.org
This paper studies the identification and estimation of weighted average derivatives of
conditional location functionals including conditional mean and conditional quantiles in …
conditional location functionals including conditional mean and conditional quantiles in …
[图书][B] Economic analyses on Florida farm labor market issues
J Palacios - 2013 - search.proquest.com
The objective of this dissertation is to analyze selected public policies dealing with farm
labor availability (ie, guest worker programs and immigration enforcement activities), and …
labor availability (ie, guest worker programs and immigration enforcement activities), and …