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Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White

Patton, Andrew J.; Politis, Dimitris N.; White, Halbert - In: Econometric reviews 28 (2009) 4, pp. 372-375

Persistent link: https://www.econbiz.de/10003864027

Bootstrap tests of stochastic dominance with asymptotic similarity in the boundary

Linton, Oliver (contributor); Song, Kyungchul (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003671544

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012

Persistent link: https://www.econbiz.de/10009554396

Testing for a general class of functional inequalities

Lee, Sokbae; Song, Kyungchul; Whang, Yoon-jae - 2014

In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our framework includes many nonparametric testing problems in a uni ed framework, with a number of possible applications in auction models, game theoretic models, wage inequality, and...

Persistent link: https://www.econbiz.de/10010254852

Consistent testing for stochastic dominance : a subsampling approach

Linton, Oliver (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001748245

Automatic block-length selection for the dependent bootstrap

Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10001944765

Forecast evaluation with shared data sets

Sullivan, Ryan - 2001

Persistent link: https://www.econbiz.de/10013423660