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Re examining confidence intervals for ratios of parameters

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  • Zaka Ratsimalahelo

    (Université de Franche-Comté, CRESE, UR3190, F-25000 Besançon, France)

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  • Zaka Ratsimalahelo, 2025. "Re examining confidence intervals for ratios of parameters," Working Papers 2025-04, CRESE.
  • Handle: RePEc:crb:wpaper:2025-04
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    References listed on IDEAS

    as
    1. Jack Hayya & Donald Armstrong & Nicolas Gressis, 1975. "A Note on the Ratio of Two Normally Distributed Variables," Management Science, INFORMS, vol. 21(11), pages 1338-1341, July.
    2. Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou, 2007. "Finite sample inference methods for dynamic energy demand models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1211-1226.
    3. Jenny Lye & Joe Hirschberg, 2018. "Ratios of Parameters: Some Econometric Examples," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(4), pages 578-602, December.
    4. Krinsky, Itzhak & Robb, A Leslie, 1990. "On Approximating the Statistical Properties of Elasticities: A Correction," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 189-190, February.
    5. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2024. "Identification-robust methods for comparing inequality with an application to regional disparities," Post-Print hal-04676480, HAL.
    6. Montiel Olea, José L. & Stock, James H. & Watson, Mark W., 2021. "Inference in Structural Vector Autoregressions identified with an external instrument," Journal of Econometrics, Elsevier, vol. 225(1), pages 74-87.
    7. Hongyi Li & G. S. Maddala, 1999. "Bootstrap Variance Estimation Of Nonlinear Functions Of Parameters: An Application To Long-Run Elasticities Of Energy Demand," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 728-733, November.
    8. Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
    9. Isaiah Andrews & James H. Stock & Liyang Sun, 2019. "Weak Instruments in Instrumental Variables Regression: Theory and Practice," Annual Review of Economics, Annual Reviews, vol. 11(1), pages 727-753, August.
    10. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2024. "Identification-robust methods for comparing inequality with an application to regional disparities," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 22(2), pages 433-452, June.
    11. Yanqing Wang & Suojin Wang & Raymond J. Carroll, 2015. "The direct integral method for confidence intervals for the ratio of two location parameters," Biometrics, The International Biometric Society, vol. 71(3), pages 704-713, September.
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    More about this item

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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