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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
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A nonparametric Bayesian analysis of heterogenous treatment effects in digital experimentation
Taddy, Matt; Gardner, Matt; Chen, Liyun; Draper, David - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 661-672
Persistent link: https://www.econbiz.de/10011692450
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Max-linear competing factor models
Cui, Qiurong; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 62-74
Persistent link: https://www.econbiz.de/10011894393
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
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Bootstrap testing linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.; Jacobson, Tor - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 63-72
Persistent link: https://www.econbiz.de/10001543449
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Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
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Inference for generalized Gini indices using the iterated-bootstrap method
Xu, Kuan - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 223-227
Persistent link: https://www.econbiz.de/10001469688