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Monte Carlo simulation
Bootstrap
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31
Computationally efficient approximation for the double
bootstrap
mean bias correction
Ouysse, Rachida
- In:
Economics Bulletin
31
(
2011
)
3
,
pp. 2388-2403
We propose a computationally efficient approximation for the double
bootstrap
bias adjustment factor without using the … inner
bootstrap
loop. The approximation converges in probability to the population bias correction factor. We study the … variance than those based on the double
bootstrap
and, lower adjusted mean-squared error than estimators based on the single …
Persistent link: https://www.econbiz.de/10009274533
Saved in:
32
A new quadratic asymmetric error correction model : does size matter?
Mnasri, Ayman
;
Mrabet, Zouhair
;
Alsamara, Mouyad
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 33-64
Persistent link: https://www.econbiz.de/10014329034
Saved in:
33
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
34
Predictability of Equity Models
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
Saved in:
35
Bootstrap
Based Bias Correction for Homogeneous Dynamic²² Panels
EVERAERT, G.
;
POZZI, L.
-
Faculteit Economie en Bedrijfskunde, Universiteit Gent
-
2004
moderate T. We present a bias correction for this estimator based on an iterative
bootstrap
procedure. Monte Carlo simulations … show that this procedure is a good alternative for the analytical correction by Kiviet (1995, JE). The
bootstrap
(i …
Persistent link: https://www.econbiz.de/10004982998
Saved in:
36
Testing for linearity in Markov switching models: a
bootstrap
approach
Sanzo, Silvestro Di
- In:
Statistical Methods and Applications
18
(
2009
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10004995412
Saved in:
37
Goodness-Of-Fit Tests Based on Estimated Expectations of Probability Integral Transformed Order Statistics
Swanepoel, Jan
;
Graan, Francois Van
- In:
Annals of the Institute of Statistical Mathematics
54
(
2002
)
3
,
pp. 531-542
Persistent link: https://www.econbiz.de/10005169245
Saved in:
38
Risk Management for Linear and Non-Linear Assets: A
Bootstrap
Method with Importance Resampling to Evaluate Value-at-Risk
Lin, Shih-Kuei
;
Wang, Ren-Her
;
Fuh, Cheng-Der
- In:
Asia-Pacific Financial Markets
13
(
2006
)
3
,
pp. 261-295
Persistent link: https://www.econbiz.de/10005684903
Saved in:
39
On the
bootstrap
quantile-treatment-effect test
Tang, Man-Lai
;
Tian, Maozai
;
Chan, Ping-Shing
- In:
Journal of Applied Statistics
35
(
2008
)
3
,
pp. 335-350
the no quantile treatment effect hypothesis H0: F=G. We develop a
bootstrap
quantile-treatment-effect test procedure for …
Persistent link: https://www.econbiz.de/10005639725
Saved in:
40
Methods for variance estimation under random hot deck imputation in business surveys
Righi, Paolo
;
Falorsi, Stefano
;
Fasulo, Andrea
- In:
Rivista di statistica ufficiale
16
(
2014
)
1-2
,
pp. 45-64
the paper three variance methods under imputatation are taken into account. Two of them are the well known
bootstrap
and …
Persistent link: https://www.econbiz.de/10011071733
Saved in:
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