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	Provedor de dados AgEcon (1) Autor Balcombe, Kelvin George (1) Tiffin, J. Richard (1) Palavra-chave AIDS (1) Bootstrapping (1) Cointegration (1) Demand and Price Analysis (1) Fully modified estimation (1) Tipo do documento Conference Paper or Presentation (1) Ano 2003 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última TESTING SYMMETRY AND HOMOGENEITY IN THE AIDS WITH COINTEGRATED DATA USING FULLY-MODIFIED ESTIMATION AND THE BOOTSTRAP AgEcon Tiffin, J. Richard; Balcombe, Kelvin George. Convential SUR estimation of the AIDS is shown to lead to small sample bias and distortions in the size of a Wald test for symmetry and homogeneity when the data are cointegrated. A fully-modified estimator is developed in an attempt to remedy these problems. It is shown that this estimator reduces the small sample bias but fails to eliminate the size distortion. Bootstrapping is shown to be ineffective as a method of removing small sample bias in both the conventional and fully modified estimators. Bootstrapping is effective however as a method of removing the size distortion and performs equally well in this respect with both estimators. Tipo: Conference Paper or Presentation Palavras-chave: AIDS; Cointegration; Fully modified estimation; Bootstrapping; Demand and Price Analysis. Ano: 2003 URL: http://purl.umn.edu/25845 Registros recuperados: 1 Primeira ... 1 ... Última

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