Advanced Search
MyIDEAS: Login to save this paper or follow this series

Randomization Tests in Econometrics

Contents:

Author Info

  • Kennedy, P.

Abstract

Numerous shuffling of data produce a distribution of test statistic values that can be used to assess the degree to which the test statistic value produced by the actual data is unusual. Because this controversial randomization testing methodology, made practical by the computer revolution, has begun to appear in applied econometric studies, econometricians should become familiar with its mechanics, rationale, and interpretation, all of which are quite different from the status quo. This paper exposits randomization tests in an econometric context, discusses their advantages, and alerts practitioners to pitfalls.

(This abstract was borrowed from another version of this item.)

Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Bibliographic Info

Paper provided by Department of Economics, Simon Fraser University in its series Discussion Papers with number dp93-08.

as in new window
Length: 25 pages
Date of creation: 1993
Date of revision:
Handle: RePEc:sfu:sfudps:dp93-08

Contact details of provider:
Postal: Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada
Phone: (778)782-3508
Fax: (778)782-5944
Web page: http://www.sfu.ca/economics.html
More information through EDIRC

Order Information:
Postal: Working Paper Coordinator, Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, BC, V5A 1S6, Canada
Email:
Web: http://www.sfu.ca/economics/research/publications.html

Related research

Keywords: econometrics ; economic models;

Other versions of this item:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Wojciech Kopczuk & Cristian Pop-Eleches, 2005. "Electronic Filing, Tax Preparers, and Participation in the Earned Income Tax Credit," NBER Working Papers 11768, National Bureau of Economic Research, Inc.
  2. Luger, Richard, 2006. "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, Elsevier, vol. 133(2), pages 513-529, August.
  3. Byoung Jung & Myoungshic Jhun & Seuck Song, 2007. "A new random permutation test in ANOVA models," Statistical Papers, Springer, Springer, vol. 48(1), pages 47-62, January.
  4. Sooncheol Sohn & Byoung Jung & Myoungshic Jhun, 2012. "Permutation tests using least distance estimator in the multivariate regression model," Computational Statistics, Springer, Springer, vol. 27(2), pages 191-201, June.
  5. Donohue III, John J. & Wolfers, Justin, 2006. "Uses and Abuses of Empirical Evidence in the Death Penalty Debate," IZA Discussion Papers 1949, Institute for the Study of Labor (IZA).
  6. Robert Moir, 1998. "A Monte Carlo Analysis of the Fisher Randomization Technique: Reviving Randomization for Experimental Economists," Experimental Economics, Springer, Springer, vol. 1(1), pages 87-100, June.
  7. Jeong-Joon Lee, 2005. "Persistent wage differential and its implications on the Balassa-Samuelson hypothesis," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(10), pages 643-648.
  8. Ronit Nirel & Malka Gorfine, 2003. "Nonparametric Analysis of Longitudinal Binary Data: An Application to the Intergroup Prisoner's Dilemma Game," Experimental Economics, Springer, Springer, vol. 6(3), pages 327-341, November.
  9. Ker, Alan P. & McGowan, Pat, 2000. "Weather-Based Adverse Selection And The U.S. Crop Insurance Program: The Private Insurance Company Perspective," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 25(02), December.
  10. Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, Elsevier, vol. 128(1), pages 1-29, September.
  11. Achim Zeileis & Torsten Hothorn, 2013. "A toolbox of permutation tests for structural change," Statistical Papers, Springer, Springer, vol. 54(4), pages 931-954, November.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:sfu:sfudps:dp93-08. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Working Paper Coordinator).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.