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Valls Pereira, Pedro L.; Chicaroli, Rodrigo - Volkswirtschaftliche Fakultät, … - 2009

(2005) amounting to 26,410 simulated strategies. Finally, using the bootstrap methodology, with 1,000 simulations, we find …

Persistent link: https://www.econbiz.de/10004980415

On the Sources of Uncertainty in Exchange Rate Predictability

Byrne, Joseph P; Korobilis, Dimitris; Ribeiro, Pinho J - Volkswirtschaftliche Fakultät, … - 2014

We analyse the role of time-variation in coefficients and other sources of uncertainty in exchange rate forecasting regressions. Our techniques incorporate the notion that the relevant set of predictors and their corresponding weights, change over time. We find that predictive models which allow...

Persistent link: https://www.econbiz.de/10011107371

Improved tests for spatial correlation

Robinson, Peter M.; Rossi, Francesca - Volkswirtschaftliche Fakultät, … - 2012

be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap …

Persistent link: https://www.econbiz.de/10011107432

Ownership, Productivity Change in the Australian Urban Water Sector: a Bootstrap Malmquist indices approach

Ananda, Jayanath; Gitto, Simone; Mancuso, Paolo - Volkswirtschaftliche Fakultät, … - 2013

This paper provides a comprehensive productivity analysis of 53 Australian water service providers during the period 2006-2012. Pressures for sector reform have stimulated interest in identifying and understanding the factors that can contribute to improve the performance of Australian water...

Persistent link: https://www.econbiz.de/10011108009

On bootstrap validity for specification tests with weak instruments

Doko Tchatoka, Firmin - Volkswirtschaftliche Fakultät, … - 2013

This paper investigates the asymptotic validity of the bootstrap for Durbin-Wu-Hausman (DWH) specification tests when … instrumental variables (IVs) may be arbitrary weak. It is shown that under strong identification, the bootstrap offers a better … approximation than the usual asymptotic chi-square distributions. However, the bootstrap provides only a first-order approximation …

Persistent link: https://www.econbiz.de/10011109415

Productivity and Growth: Least Absolute Deviation estimator and bootstrap techniques to predict aggregate production elasticities in the Palestinian manufacturing industry

Scorbureanu, Alexandrina Ioana - Volkswirtschaftliche Fakultät, … - 2009

manufacturing sector also contributes. We propose to use bootstrap least deviance technique and find that the estimated elasticities …

Persistent link: https://www.econbiz.de/10011109653

The educational efficiency drivers in Uruguay: Findings from PISA 2009.

Santín, Daniel; Sicilia, Gabriela - Volkswirtschaftliche Fakultät, … - 2012

The aim of this research is to identify the main drivers of secondary school efficiency in Uruguay. We are particularly interested in identifying which variables could be influenced by the design of public policies in order to improve academic outcomes with the current resource allocation. To do...

Persistent link: https://www.econbiz.de/10011111059

Bootstrapping realized multivariate volatility measures

Dovonon, Prosper; Goncalves, Silvia; Meddahi, Nour - Volkswirtschaftliche Fakultät, … - 2010

We study bootstrap methods for statistics that are a function of multivariate high frequency returns such as realized … theory approach may arise if sampling is not too frequent. This motivates our use of the bootstrap as an alternative tool of … inference for covariation measures. We consider an i.i.d. bootstrap applied to the vector of returns. We show that the finite …

Persistent link: https://www.econbiz.de/10011111322

A two-stage DEA model to evaluate the efficiency of the Italian health system

De Nicola, Arianna; Gitto, Simone; Mancuso, Paolo - Volkswirtschaftliche Fakultät, … - 2011

Over the past twenty years, important changes in the Italian health system have led to different approaches in organizing, delivering and financing health services throughout the regions of the country. This study aims to examine the impact these factors have had on efficiency. The methodology...

Persistent link: https://www.econbiz.de/10011111576

The treatment of housing co-operatives in a house price index

Evangelista, Rui; Santos, Daniel - Volkswirtschaftliche Fakultät, … - 2012

treated in the compilation of a house price index. An empirical bootstrap study, based on advertised co-operative flats in …

Persistent link: https://www.econbiz.de/10011258955