Listagem por palavra-chave "T-statistic"

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    • Bootstrap validity for the score test when instruments may be weak 

      Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A.
      2009
      It is well-known that size adjustments based on bootstrapping the t-statistic perform poorly when instruments are weakly correlated with the endogenous explanatory variable. In this paper, we provide a theoretical proof ...

    • A critical value function approach, with an application to persistent time-series 

      Moreira, Marcelo J.; Mourão, Rafael; Moreira, Humberto Ataíde
      2016-06-06
      Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to ...