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21.
We provide Monte Carlo evidence on the finite-sample behavior of the conditional empirical likelihood (CEL) estimator of Kitamura, Tripathi, and Ahn and the conditional Euclidean empirical likelihood (CEEL) estimator of Antoine, Bonnal, and Renault in the context of a heteroscedastic linear model with an endogenous regressor. We compare these estimators with three heteroscedasticity-consistent instrument-based estimators and the Donald, Imbens, and Newey estimator in terms of various performance measures. Our results suggest that the CEL and CEEL with fixed bandwidths may suffer from the no-moment problem, similarly to the unconditional generalized empirical likelihood estimators studied by Guggenberger. We also study the CEL and CEEL estimators with automatic bandwidths selected through cross-validation. We do not find evidence that these suffer from the no-moment problem. When the instruments are weak, we find CEL and CEEL to have finite-sample properties—in terms of mean squared error and coverage probability of confidence intervals—poorer than the heteroscedasticity-consistent Fuller (HFUL) estimator. In the strong instruments case, the CEL and CEEL estimators with automatic bandwidths tend to outperform HFUL in terms of mean squared error, while the reverse holds in terms of the coverage probability, although the differences in numerical performance are rather small. 相似文献
22.
Zsolt Tuza 《Journal of statistical planning and inference》1982,6(1):99-103
If some conditions hold for the string pattern, then in the worst case every string-searching algorithm has to examine all the characters of the text. These conditions hold for more than half of the patterns consisting of 0's and 1's. 相似文献
23.
Following steep falls in birth rates in Central and Eastern European countries during the economic and institutional restructuring of the early 1990s, governments made substantial efforts to stop or at least reduce the fertility decline. In Hungary, parents with three or more children could benefit from specific new policy measures: the flat-rate child-rearing support paid from the youngest child's third to eighth birthdays (signalling recognition of stay-at-home motherhood) and a redesigned and upgraded tax relief system. However, the success of these policy measures, if any, is difficult to detect in aggregate statistics. Analysing data from the Hungarian Generations and Gender Survey, we rely on event history methods to examine the policies’ effects on third birth risks, especially among different socio-economic groups. The results indicate that while the child-rearing support increased third birth risks among the least educated, the generous tax relief had a similar effect for parents with tertiary education. 相似文献