Search Results - subject:"Bootstrap"

Bask, Mikael - Institutionen för Nationalekonomi, Umeå Universitet - 1997

utilising blockwise bootstrap was used to test for the presence of a positive Lyapunov exponent in a time series. In most cases …

Persistent link: https://www.econbiz.de/10005652022

Bootstrapping Confidence Intervals for Linear Programming Efficiency Scores: With an Illustration Using Italian Banking Data

Ferrier, Gary; Hirschberg, Joseph - In: Journal of Productivity Analysis 8 (1997) 1, pp. 19-33

calculated via linear programming techniques. Specifically, a bootstrap of the original efficiency scores is performed to derive … confidence intervals and a measure of bias for the scores. The bootstrap generates these measures of statistical precision for …

Persistent link: https://www.econbiz.de/10011154961

Diagnosing Bootstrap Success

Beran, Rudolf - In: Annals of the Institute of Statistical Mathematics 49 (1997) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10005395564

Linear Model Selection Based on Risk Estimation

Venter, J.; Snyman, J. - In: Annals of the Institute of Statistical Mathematics 49 (1997) 2, pp. 321-340

Persistent link: https://www.econbiz.de/10005395571

Bootstrapping Log Likelihood and EIC, an Extension of AIC

Ishiguro, Makio; Sakamoto, Yosiyuki; Kitagawa, Genshiro - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 411-434

Persistent link: https://www.econbiz.de/10005395849

The Angular Distribution of Asset Returns in Delay Space

Koppl, Roger; Nardone, Carlo - EconWPA - 1997

simple bootstrap procedure. We apply our technique to an important episode of Russian monetary history. Generally, the …

Persistent link: https://www.econbiz.de/10005561730

Modelling time of day substitution using the second moments of demand

Hirschberg, Joseph G. - 1996

Persistent link: https://www.econbiz.de/10000931484

The bootstrap of the mean for strong mixing sequences under minimal conditions

Radulovic, Dragan - In: Statistics & Probability Letters 28 (1996) 1, pp. 65-72

Blocks Bootstrap Central Limit Theorem in probability, even with bootstrapped norming. Regarding bootstrap in probability …

Persistent link: https://www.econbiz.de/10005319211

Bootstrap Methods for Median Regression Models.

Horowitz, J. - Department of Economics, Tippie College of Business - 1996

for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This …

Persistent link: https://www.econbiz.de/10005755370

Puzzling Integratedness of Interest Rates: A Case for Nonparametric Threshold Cointegration?

Cron, Axel; Weidmann, Jens - University of Bonn, Germany - 1996

It is commonly found in empirical studies that nominal interest rates contain a unit root, implying that these variables have a permanent memory. One of the characteristics of a nonstationary time series is that it has no tendency to return to its mean values, meaning that the series is trending...

Persistent link: https://www.econbiz.de/10004968217