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Performance of derivative free search ANN training algorithm with time series and classification problems
Ahmed, Shamsuddin - In: Computational Statistics 28 (2013) 5, pp. 1881-1914
search algorithm computes optimized step length for rapid convergence. This step is performed when consecutive search is … generation model from Fiji Islands and “L-T” letter recognition problems are solved. Bootstrap analysis shows that the algorithm …
Persistent link: https://www.econbiz.de/10010998486
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ICT capital and labour productivity growth: A non-parametric analysis of 14 OECD countries
Ceccobelli, M.; Gitto, S.; Mancuso, P. - In: Telecommunications Policy 36 (2012) 4, pp. 282-292
1995 and 2005. For the first time, in the present paper a bootstrap approach for the decomposition of labour productivity … generation of convergence clubs in the evolution of labour productivity. Finally, the empirical evidence offers some basic …
Persistent link: https://www.econbiz.de/10010943043
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Multiple Testing Techniques in Growth Econometrics
Deckers, Thomas; Hanck, Christoph - Volkswirtschaftliche Fakultät, … - 2009
investigating pairwise convergence of output for $n$ countries, $n(n-1)/2$ tests are performed. We propose to control the false … convergence of per capita output using a time series definition with the necessary condition of no unit root in the log per …
Persistent link: https://www.econbiz.de/10008531718
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Expected improvement in efficient global optimization through bootstrapped kriging
Kleijnen, Jack; Beers, Wim; Nieuwenhuyse, Inneke - In: Journal of Global Optimization 54 (2012) 1, pp. 59-73
This article uses a sequentialized experimental design to select simulation input combinations for global optimization …/output data of the simulation model (computer code). This design and analysis adapt the classic “expected improvement” (EI) in …
Persistent link: https://www.econbiz.de/10010994014
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Improving the Power of Tests of Stochastic Dominance
Donald, Stephen G.; Hsu, Yu-Chin - Institute of Economics, Academia Sinica - 2012
’s (2003) and in some simulation examples we consider, we find that our test can be more powerful than the subsampling test of …
Persistent link: https://www.econbiz.de/10010857142
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Do changes in distance-to-default anticipate changes in the credit rating?
Aggarwal, Nidhi; Singh, Manish; Thomas, Susan - Indira Gandhi Institute of Development Research (IGIDR) - 2012
Distance-to-default (DtD) from the Merton model has been used in the credit risk literature, most successfully as an input into reduced form models for forecasting default. In this paper, we suggest that the change in the DtD is informative for predicting change in the credit rating. This is...
Persistent link: https://www.econbiz.de/10010548056
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A Bootstrap Method To Test If Study Dropouts Are Missing Randomly
Schmitz, Norbert; Franz, Matthias - In: Quality & Quantity: International Journal of Methodology 36 (2002) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009396200
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Stochastic simulations on the Romanian macroeconomic model
Dobrescu, Emilian; Pauna, Bianca - Volkswirtschaftliche Fakultät, … - 2007
makers would benefit if they would be given probabilities as well as values, and the methodology of stochastic simulation … Romanian Market Economy Model. In our paper we present the advantages of applying stochastic simulation on macromodels of …
Persistent link: https://www.econbiz.de/10009401315
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Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries
Lee, Kuo-Hao; Elkassabgi, Ahmed; Hsieh, Wei-Jen - In: Review of Economics & Finance 4 (2014) May, pp. 15-22
research by using of a leveraged bootstrap test developed by Hacker and Hatemi-J (2006) to examine the behavior of the …
Persistent link: https://www.econbiz.de/10010812029
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An improved approach for constructing lower confidence bound on process yield
Wu, Chien-Wei; Liao, Mou-Yuan; Chen, James C. - In: European Journal of Industrial Engineering 6 (2012) 3, pp. 369-390
is conducted. The results show that the proposed GCIs approach is superior to the standard bootstrap in terms of coverage …
Persistent link: https://www.econbiz.de/10010667491