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

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

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Can mutual fund "stars" really pick stocks? : new evidence from a bootstrap analysis

Kosowski, Robert L.; Timmermann, Allan; Wermers, Russ; … - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2551-2596

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Data-snooping, technical trading rule performance, and the bootstrap

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Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yuchin; Kitagawa, Toru; Mourifié, Ismael - 2019

We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...

Persistent link: https://www.econbiz.de/10011988234

Testing identifying assumptions in fuzzy regression discontinuity designs

Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021

Persistent link: https://www.econbiz.de/10012489858

Testing identifying assumptions in fuzzy regression discontinuity designs

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Persistent link: https://www.econbiz.de/10011895092

Forecast evaluation with shared data sets

Sullivan, Ryan - 2001

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