2 papers
econ.EM2024
Improved Tests for Mediation
Grant Hillier, Kees Jan van Garderen, Noud van Giersbergen
Testing for a mediation effect is important in many disciplines, but is made difficult - even asymptotically - by the influence of nuisance parameters. Classical tests such as like…
econ.EM2019
Adjusted QMLE for the spatial autoregressive parameter
Federico Martellosio, Grant Hillier
One simple, and often very effective, way to attenuate the impact of nuisance parameters on maximum likelihood estimation of a parameter of interest is to recenter the profile scor…