Item Type |
Article |
ID |
|
Preview |
Image |
|
Caption |
|
|
Full text |
AA10715861-00000148-0001.pdf
Type |
:application/pdf |
Download
|
Size |
:537.9 KB
|
Last updated |
:Feb 20, 2024 |
Downloads |
: 382 |
Total downloads since Feb 20, 2024 : 382
|
|
Release Date |
|
Title |
Title |
Kolmogorov-Smirnov type test for generated variables
|
Kana |
|
Romanization |
|
|
Other Title |
|
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 |
|
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 |
|
Source Title |
Name |
KEO discussion paper
|
Name (Translated) |
|
Volume |
|
Issue |
148
|
Year |
2019
|
Month |
7
|
Start page |
|
End page |
|
|
ISSN |
|
ISBN |
|
DOI |
|
URI |
|
JaLCDOI |
|
NII Article ID |
|
Ichushi ID |
|
Other ID |
|
Doctoral dissertation |
Dissertation Number |
|
Date of granted |
|
Degree name |
|
Degree grantor |
|
|
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.
|
|
Table of contents |
|
Keyword |
|
NDC |
|
Note |
|
Language |
|
Type of resource |
|
Genre |
|
Text version |
|
Related DOI |
|
Access conditions |
|
Last modified date |
|
Creation date |
|
Registerd by |
|
History |
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 |
|
|
|
Related to |
|