expectation with non- additive probabilities. The conditional expectation is then applied for (i) updating the probability when …

emerging markets. The statistical significance of these results were checked by a bootstrap procedure. The results imply that …

adjusting to changes in inflation, can be attributed to the particular time series behavior of inflation and interest rates …

samples than the confidence regions that can be constructed from the smoothed bootstrap method recently suggested by Horowitz …

urban economics. Using bootstrap inference and the J-test, the paper shows that while NEG theory is supported by the data …

fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the … link function. The bootstrap is used with the aim to find a more accurate distribution under the null than the normal … we show that the bootstrap is able to capture the negative bias and the skewness of the test statistic. It yields better …

LM sup-statistic and characterize the asymptotic p-value by Hansen's (1996) bootstrap method. In our simulations, we …

report on Urban Transport, particularly its assessment of the rationales for entry restrictions and fare regulation, and its …