Confidence intervals for the trade cost parameters of cross-section gravity models

C-Tier
Journal: Economics Letters
Year: 2021
Volume: 201
Issue: C

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Confidence intervals using robust PPML-standard errors are too small in cross-section gravity models. Monte Carlo simulations indicate approximately correct coverage rates of jackknife and percentile bootstrap confidence intervals. Those of constrained PPML estimates are reliable, if trade costs are non-stochastic.

Technical Details

RePEc Handle
repec:eee:ecolet:v:201:y:2021:i:c:s0165176521000641
Journal Field
General
Author Count
1
Added to Database
2026-01-29