Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5096719 | Journal of Econometrics | 2010 | 21 Pages |
Abstract
Subsampling CIs for a parameter that may be near a lower boundary are shown to have incorrect asymptotic size for upper one-sided and equal-tailed and symmetric two-sided CIs. Again, size-correction is possible. In this model as well, all types of hybrid subsampling CIs are found to have correct asymptotic size.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Donald W.K. Andrews, Patrik Guggenberger,