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On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
Chau, Tak Wai - In: Economics letters 123 (2014) 3, pp. 333-335
Persistent link: https://www.econbiz.de/10010401303
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Improved inferences for spatial regression models
Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
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Bias correction and refined inferences for fixed effects spatial panel data models
Yang, Zhenlin; Yu, Jihai; Liu, Shew Fan - In: Regional science & urban economics 61 (2016), pp. 52-72
Persistent link: https://www.econbiz.de/10011638864
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Bootstrap inference for linear dynamic panel data models with individual fixed effects
Gonçalves, Sílvia; Melou, Maximilien Kaffo - In: Journal of econometrics 186 (2015) 2, pp. 407-426
Persistent link: https://www.econbiz.de/10011349453
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-yi - 2015
Persistent link: https://www.econbiz.de/10011448651
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Finite sample performance of principal components estimators for dynamic factor models : asymptotic vs. bootstrap approximations
Shintani, Mototsugu; Guo, Zi-Yi - 2011 - This version: January 2011
the bias is larger for a more persistent factor. In such a case, bootstrap procedures are effective in reducing the bias …
Persistent link: https://www.econbiz.de/10011723905
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Bias correction for estimation of performance measures of a Markovian queue
Almeida, M. A. C.; Cruz, F. R. B.; Oliveira, F. L. P.; … - In: Operational research : an international journal 20 (2020) 2, pp. 943-958
Persistent link: https://www.econbiz.de/10012214727
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10014534921
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Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas; Paparoditis, Efstathios; Trenkler, Carsten - In: Journal of econometrics 234 (2023) 1, pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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Fast algorithms for the quantile regression process
Chernozhukov, Victor; Fernández-Val, Iván; Melly, Blaise - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10012819429