Browsing FGV EPGE - Seminários de Pesquisa Econômica by Subject "Análise de regressão"
Now showing items 1-5 of 5
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A class of improved heteroskedasticity-consistent covariance matrix estimators
2002-09-05The heteroskedasticity-consistent covariance matrix estimator proposed by White (1980), also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto, ... -
Improved combinations of parametric and nonparametric Regression estimators
1999-08-18This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric ... -
Is there a price puzzle in Brazil? an application of bias- corrected bootstrap
2004-12-02Using data from the United States, Japan, Germany , United Kingdom and France, Sims (1992) found that positive innovations to shortterm interest rates led to sharp, persistent increases in the price leveI. The result was ... -
Testing for super-exogeneity in the presence of common deterministic shifts
2001-11-22This paper introduces the concept of common deterministic shifts (CDS). This concept is simple, intuitive and relates to the common structure of shifts or policy interventions. We propose a Reduced Rank technique to ... -
Tree-structured smooth transition models
2005-11-03The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). ...
