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Item Type Article
ID
AA10715861-00000148-0001  
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AA10715861-00000148-0001.pdf
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Title
Title Kolmogorov-Smirnov type test for generated variables  
Kana  
Romanization  
Other Title
Title  
Kana  
Romanization  
Creator
Name 大津, 泰介  
Kana オオツ, タイスケ  
Romanization Ōtsu, Taisuke  
Affiliation Department of Economics, London School of Economics; 慶應義塾大学産業研究所  
Affiliation (Translated) Keio Economic Observatory  
Role  
Link  

Name 谷口, 豪  
Kana タニグチ, ゴウ  
Romanization Go, Taniguchi  
Affiliation 株式会社三菱総合研究所 政策・経済研究センター  
Affiliation (Translated) Research Center for Policy and Economy, Mitsubishi Research Institute, Inc.  
Role  
Link  
Edition
 
Place
Tokyo  
Publisher
Name Keio Economic Observatory Sangyo Kenkyujo  
Kana  
Romanization  
Date
Issued (from:yyyy) 2019  
Issued (to:yyyy)  
Created (yyyy-mm-dd)  
Updated (yyyy-mm-dd)  
Captured (yyyy-mm-dd)  
Physical description
9 p.  
Source Title
Name KEO discussion paper  
Name (Translated)  
Volume  
Issue 148  
Year 2019  
Month 7  
Start page  
End page  
ISSN
 
ISBN
 
DOI
URI
JaLCDOI
10.14991/004.00000148-0001
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Ichushi ID
 
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Doctoral dissertation
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Abstract
Distribution homogeneity testing, particularly based on the Kolmogorov-Smirnov statistic, has been applied in various empirical studies. In empirical economic analysis, it is often the case that economic variables of interest are obtained as fitted values or residuals of preliminary model fits, called generated variables. In this paper, we extend the Kolmogorov-Smirnov type homogeneity test to accommodate such generated variables, and propose an asymptotically valid bootstrap procedure. A small simulation study illustrates that it is crucial for reliable inference to account for estimation errors in the generated variables. The proposed method is applied to compare the total factor productivities across different countries.
 
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Language
英語  
Type of resource
text  
Genre
Technical Report  
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Last modified date
Feb 20, 2024 16:19:22  
Creation date
Jul 26, 2019 15:00:15  
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Jul 26, 2019    インデックス を変更
May 11, 2020    Creator 著者ID,Creator Name,Creator Kana,Creator Romanization,Creator Affiliation,Creator Affiliation (Translated),Creator Role,Creator Link を変更
Feb 20, 2024    JaLCDOI を変更
 
Index
/ Public / Keio Economic Observatory(KEO) / KEO discussion paper / 101-102, 104-108, 110-119, 121-144, 147-149, 152, 155-156, 158-162, 164-168, 170, 173, 175, 177-178
 
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