東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁

切換: 標籤 | MARC模式 | ISBD

Essays on Uniformly Valid Inference ...

Sun, Yi.

FindBook

Google Book

Amazon

博客來

Essays on Uniformly Valid Inference Procedures.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Essays on Uniformly Valid Inference Procedures./
作者:	Sun, Yi.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2016,
面頁冊數:	88 p.
附註:	Source: Dissertation Abstracts International, Volume: 78-05(E), Section: A.
Contained By:	Dissertation Abstracts International78-05A(E).
標題:	Economics. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10247849
ISBN:	9781369448894

Essays on Uniformly Valid Inference Procedures.
Sun, Yi.

Essays on Uniformly Valid Inference Procedures. - Ann Arbor : ProQuest Dissertations & Theses, 2016 - 88 p.

Source: Dissertation Abstracts International, Volume: 78-05(E), Section: A.

Thesis (Ph.D.)--Northwestern University, 2016.

The first chapter of this dissertation develops a two-stage inference method for structural parameters in the linear instrumental variables model. In the first stage, a new statistic is used to detect whether the correlation between the structural error and the reduced form error is small. In the second stage, a hypothesis about a component of the structural parameter vector is tested using a t-test based on either the ordinary least squares or on the two-stage least squares, depending on the first-stage result. Conditional on the value of this new statistic, the probability of accepting the null hypothesis can be calculated based on the normality of asymptotic distributions, and explicit formulas for the asymptotic size and power of this test can be derived. The asymptotic size will depend on nuisance parameters, and the power will depend on nuisance parameters and a local parameter. Based on direct calculations, this test is consistent in size and has attractive power properties.

ISBN: 9781369448894Subjects--Topical Terms:

517137
Economics.

Essays on Uniformly Valid Inference Procedures.
LDR:03172nmm a2200313 4500 001 2117413
005 20170516070345.5
008 180830s2016 ||||||||||||||||| ||eng d
020 $a 9781369448894
035 $a (MiAaPQ)AAI10247849
035 $a AAI10247849
040 $a MiAaPQ $c MiAaPQ
100 1 $a Sun, Yi. $3 1305494
245 1 0 $a Essays on Uniformly Valid Inference Procedures.
260 1 $a Ann Arbor : $b ProQuest Dissertations & Theses, $c 2016
300 $a 88 p.
500 $a Source: Dissertation Abstracts International, Volume: 78-05(E), Section: A.
500 $a Adviser: Ivan A. Canay.
502 $a Thesis (Ph.D.)--Northwestern University, 2016.
520 $a The first chapter of this dissertation develops a two-stage inference method for structural parameters in the linear instrumental variables model. In the first stage, a new statistic is used to detect whether the correlation between the structural error and the reduced form error is small. In the second stage, a hypothesis about a component of the structural parameter vector is tested using a t-test based on either the ordinary least squares or on the two-stage least squares, depending on the first-stage result. Conditional on the value of this new statistic, the probability of accepting the null hypothesis can be calculated based on the normality of asymptotic distributions, and explicit formulas for the asymptotic size and power of this test can be derived. The asymptotic size will depend on nuisance parameters, and the power will depend on nuisance parameters and a local parameter. Based on direct calculations, this test is consistent in size and has attractive power properties.
520 $a The second chapter of this dissertation studies inference in generalized method of moments models when the data set is obtained by combining data from different sources. In the case where we have different numbers of observations for different variables in our data set, and where some of the moments depend only on the data we have more observations on, we find that one estimator for the moment conditions, defined to be the Adjusted estimator, has smaller asymptotic variance than commonly used estimators. Moreover, the Adjusted estimator achieves the smallest asymptotic variance in a particular set of linear estimators. We then show that this property on asymptotic variance translates to better power in inference.
520 $a The third chapter of this dissertation extends the results of the second chapter to inference in moment inequality models, when the data set is obtained from combined data sources. A necessary step for doing inference in moment inequality models is to estimate the moment conditions. We show that, following a general method of moments procedure, inference based on the Adjusted estimator is uniformly consistent in size, and has better power against certain types of alternatives than the same procedure based on commonly used estimators.
590 $a School code: 0163.
650 4 $a Economics. $3 517137
650 4 $a Economic theory. $3 1556984
690 $a 0501
690 $a 0511
710 2 $a Northwestern University. $b Economics. $3 1020895
773 0 $t Dissertation Abstracts International $g 78-05A(E).
790 $a 0163
791 $a Ph.D.
792 $a 2016
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=10247849