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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

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

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

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

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

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

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

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

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

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