The bootstrap and multiple imputations: harnessing increased computing power for improved statistical tests

Article Abstract:

The bootstrap and multiple imputations methods have been developed by statisticians over the last two decades to boost the accuracy of estimated confidence bands and critical values. New research in this area has focused on obtaining more accurate confidence bands in ordinary least squares regressions, the most frequently used form in applied econometrics.

Regression analysis, Least squares, Confidence intervals

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The new econometrics of structural change: dating breaks in U.S. labor productivity

Article Abstract:

US labour productivity information is used to assess the applicability of three innovaitons for identifying structural breaks. There was found to be evidence of structural change in the regression function for seven of the 10 industry groups studied, but only two indicating signs of a structural break in the mean growth rate.

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GARCH 101: the use of ARCH/GARCH models in applied econometrics

Article Abstract:

ARCH/GARCH models are based on the assumption that the anticipate value of all error terms, when squared, is the same at any given point. These models regard heteroskedasticity as a variance to be modeled, allowing a prediction to be computed for the variance of each error term.

Methods, Analysis of variance

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