Search Results - subject:"bootstrap methods"

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Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping

Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - Dipartimento di Istituzioni Economiche e Finanziarie, … - 2009

<font size="1">While the large portion of the literature on Markov chain (possibly of orderhigher than one) bootstrap … methods has focused on the correct estimation ofthe transition probabilities, little or no attention has been devoted to …

Persistent link: https://www.econbiz.de/10005396494

Confidence interval of lifetime distribution using bootstrap method

Yu, Yi; Ma, Lin; Gu, YuanTong; Zhou, Yifan - 2008

confidence interval construction methods do not perform well. This paper adopts bootstrap methods to build confidence intervals … of lifetime distribution when the Gamma process is used. Three bootstrap methods, i.e. bootstrap percentile, bootstrap … conducted to assess the coverage probability of the confidence intervals built by these bootstrap methods. Applications to the …

Persistent link: https://www.econbiz.de/10009437741

Three Essays on Semiparametric Econometric Evaluation Methods

Maier, Michael - 2008

This dissertation introduces three novel approaches for the econometric evaluation of heterogeneous treatment effects. The proposed methods consider the effects of a binary treatment on different characteristics of the outcome distribution.Section 1 proposes an estimation method for various...

Persistent link: https://www.econbiz.de/10009471606

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

In this paper, we propose a new approach to constructing confidence sets for the timing of structural breaks. This approach involves using Markov-chain Monte Carlo methods to simulate marginal “fiducial” distributions of break dates from the likelihood function. We compare our proposed...

Persistent link: https://www.econbiz.de/10005619602

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

Eo, Yunjong; Morley, James C. - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10005620167

Euro introduction : has there been a structural change? ; study on 10 European Union countries

Legrand, Romain - In: Economic modelling 40 (2014), pp. 136-151

Persistent link: https://www.econbiz.de/10010425711

Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

Blake, David; Caulfield, Tristan; Ioannidis, Christos; … - In: Journal of econometrics 183 (2014) 2, pp. 202-210

Persistent link: https://www.econbiz.de/10010506059

Moran's I test of spatial panel data model : based on bootstrap method

Ren, Tongxian; Long, Zhihe; Zhang, Rengui; Chen, Qingqing - In: Economic modelling 41 (2014), pp. 9-14

Persistent link: https://www.econbiz.de/10010438511

Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity

Wilcox, Rand; Clark, Florence - In: Computational Statistics 29 (2014) 5, pp. 1175-1186

The paper deals with three approaches to comparing the regression lines corresponding to two dependent groups when using a robust estimator. The focus is on the Theil–Sen estimator with some comments about alternative estimators that might be used. The first approach is to test the global...

Persistent link: https://www.econbiz.de/10010949805

Euro introduction: Has there been a structural change? Study on 10 European Union countries

Legrand, Romain - In: Economic Modelling 40 (2014) C, pp. 136-151

The introduction of the Euro in January 1999 consecrated the achievement of a single currency system within most of the European Union. Despite the dramatic change in the macroeconomic dynamics that this event is likely to have caused, the literature has paid little attention to testing for the...

Persistent link: https://www.econbiz.de/10010782001