Search Results - subject:"Bootstrap"

Optimal subsampling bootstrap for massive data

Ma, Yingying; Leng, Chenlei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 174-186

Persistent link: https://www.econbiz.de/10014449880

Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics

Reichold, Karsten; Jentsch, Carsten - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 970-983

Persistent link: https://www.econbiz.de/10015053513

Bootstrap consistency for the Mack bootstrap

Steinmetz, Julia; Jentsch, Carsten - In: Insurance : mathematics and economics 115 (2024), pp. 83-121

Persistent link: https://www.econbiz.de/10015066731

Bootstrap performance with heteroskedasticity

Davidson, Russell; Monticini, Andrea - 2023

The aim of this paper is to illustrate more than one instance of poor bootstrap performance, and to see how available … important to explain bootstrap discrepancy are illustrated by some Monte Carlo experiments. …

Persistent link: https://www.econbiz.de/10014440959

On testing for bubbles during hyperinflations

Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10014506885

Macroeconomic determinants of organic farming efficiency : double bootstrap DEA estimates from the Indian states

Yadava, Anup Kumar - In: Regional science policy and practice : RSPP 16 (2024) 6, pp. 1-7

macroeconomic determinants of organic farming efficiency by incorporating the double bootstrap Data Envelopment Analysis (DEA …

Persistent link: https://www.econbiz.de/10014584340

Estimation and inference for three-dimensional panel data models

Feng, Guohua; Gao, Jiti; Liu, Fei; Peng, Bin - 2024

Persistent link: https://www.econbiz.de/10014584601

Bootstrap inference on a factor model based average treatment effects estimator

Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu - 2024

Persistent link: https://www.econbiz.de/10014546087

A firm-specifc malmquist productivity index model for stochastic data envelopment analysis : an application to commercial banks

Amirteimoori, Alireza; Allahviranloo, Tofgh; … - In: Financial innovation : FIN 10 (2024), pp. 1-27

bootstrap DEA procedure. Specifcally, in the frst stage, the technical efciency scores of banks were calculated by the classic … DEA model, while in the second stage, the double bootstrap DEA model was applied to determine the efect of the contextual …

Persistent link: https://www.econbiz.de/10014547187

Nonparametric test for volatility in clustered multiple time series

Barrios, Erniel B.; Redondo, Paolo Victor T. - In: Computational economics 63 (2024) 2, pp. 861-876

Persistent link: https://www.econbiz.de/10014475068

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