Showing 1 - 10 of 27,612
Persistent link: https://www.econbiz.de/10014452624
Persistent link: https://www.econbiz.de/10014584601
Persistent link: https://www.econbiz.de/10011781166
is discussed in terms of the leading example of bootstrap-based hypothesis testing in the well-known first order auto … conditions and their implications for possible improvements in terms of (empirical) size and power for bootstrap-based testing …, when compared to asymptotic testing, are illustrated by simulations. Following this, an overview of selected recent …
Persistent link: https://www.econbiz.de/10012835479
We generalize the Franke-HAtilde;ƒAcirc;curren;rdle (1992) spectral density bootstrap to themultivariate case. The extension is non-trivial and facilitates use of the Franke-HAtilde;ƒAcirc;curren;rdlebootstrap in frequency-domain econometric work, which often centers on cross-variabledynamic...
Persistent link: https://www.econbiz.de/10012769333
. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical … analysis. This paper develops a general nonparametric framework for testing monotonicity of a regression function. Using this …
Persistent link: https://www.econbiz.de/10009667989
Persistent link: https://www.econbiz.de/10011311429
This paper proposes a new bootstrap procedure for mean squared errors of robust smallarea estimators. We formally prove the asymptotic validity of the proposed bootstrap method and examine its finite sample performance through Monte Carlo simulations. The results show that our procedure performs...
Persistent link: https://www.econbiz.de/10011864612
As I document using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues....
Persistent link: https://www.econbiz.de/10012815681
do not always work well. This paper discusses a large number of bootstrap methods that can be useful in econometrics …. Applications to hypothesis testing are emphasized, and simulation results are presented for a few illustrative cases …
Persistent link: https://www.econbiz.de/10014056644