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Easy bootstrap-like estimation of asymptotic variances

Honoré, Bo E.; Hu, Luojia - In: Economics letters 171 (2018), pp. 46-50

Persistent link: https://www.econbiz.de/10012021820

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019

Persistent link: https://www.econbiz.de/10012063541

Validity of wild bootstrap inference with clustered errors

Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011657377

On building inference for the statistical neural network with application to Naira-Dollar exchange rate efficiency : a bootstrap approach

Udomboso, Christopher G.; Saliu, Francisco U. - In: CBN journal of applied statistics 7 (2016) 2, pp. 1-14

In this study, we developed an inference procedure for the neural network using the bootstrap approach, and applied it … method of partial derivative. The network architecture used is the multilayer perceptron. A valid statistical inference based …

Persistent link: https://www.econbiz.de/10011661509

Testing macro models by indirect inference : a survey for users

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - In: Open economies review 27 (2016) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10011591688

Hypothesis testing in nonparametric models of production using multiple sample splits

Simar, Léopold; Wilson, Paul W. - In: Journal of productivity analysis : an official journal … 53 (2020) 3, pp. 287-303

Persistent link: https://www.econbiz.de/10012228857

Simpler bootstrap estimation of the asymptotic variance of U‐statistic‐based estimators

Honoré, Bo E.; Hu, Luojia - In: The econometrics journal 21 (2018) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10012166592

Robust bootstrap procedures for the chain-ladder method

Peremans, Kris; Segaert, Pieter; Van Aelst, Stefan; … - In: Scandinavian actuarial journal (2017) 10, pp. 870-897

Persistent link: https://www.econbiz.de/10011848709

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011804820

Easy bootstrap-like estimation of asymptotic variances

Honoré, Bo E.; Hu, Luojia - 2018

The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a "Poor (Wo)man's Bootstrap" based on one-dimensional...

Persistent link: https://www.econbiz.de/10011879253