一般注記type:text
Distribution homogeneity testing, particularly based on the Kolmogorov-Smirnov statistic, has been applied in various empirical studies. In empirical economic analysis, it is often the case that economic variables of interest are obtained as fitted values or residuals of preliminary model fits, called generated variables. In this paper, we extend the Kolmogorov-Smirnov type homogeneity test to accommodate such generated variables, and propose an asymptotically valid bootstrap procedure. A small simulation study illustrates that it is crucial for reliable inference to account for estimation errors in the generated variables. The proposed method is applied to compare the total factor productivities across different countries.
DOI10.14991/004.00000148-0001
一次資料へのリンクURLhttps://koara.lib.keio.ac.jp/xoonips/modules/xoonips/download.php?koara_id=AA10715861-00000148-0001
連携機関・データベース国立情報学研究所 : 学術機関リポジトリデータベース(IRDB)(機関リポジトリ)