Economics, Econometrics and Finance
2 years ago

Small sample bias in economic tests uncovered, bootstrap method offers solution

Economic Inquiry
Testing structural hypotheses on cointegration relations with small samples
S Zhou

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The article tests a method for analyzing relationships between economic variables. The researchers found that the method tends to give incorrect results with small amounts of data. They suggest a new way to fix this problem, which involves using a different approach to calculate the results. This new method was shown to improve the accuracy of the analysis when dealing with limited data.