کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5062704 | 1371874 | 2006 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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![عکس صفحه اول مقاله: The small sample performance of the Wald test in the sample selection model under the multicollinearity problem The small sample performance of the Wald test in the sample selection model under the multicollinearity problem](/preview/png/5062704.png)
چکیده انگلیسی
This paper investigates the finite sample behaviour of the Wald test of a slope coefficient (t-ratio) in sample selection models following the maximum likelihood estimation, specifically under multicollinearity identified by Nawata [Nawata, K., 1993. A note on the estimation of models with sample-selection biases. Economics Letters 42, 15-24]. The evidence shows that the conventional Wald test can perform very poorly under the multicollinearity problem, but the proposed bootstrap method can control the size successfully.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Economics Letters - Volume 93, Issue 1, October 2006, Pages 75-81
Journal: Economics Letters - Volume 93, Issue 1, October 2006, Pages 75-81
نویسندگان
Takashi Yamagata,