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Linear censored quantile regression : a novel minimum-distance approach
De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050854
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A general approach for cure models in survival analysis
Patilea, Valentin; Van Keilegom, Ingrid - 2019
Persistent link: https://www.econbiz.de/10012050908
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Resampling and bootstrap algorithms to assess the relevance of variables : applications to cross section entrepreneurship data
Gimenez-Nadal, José Ignacio; Lafuente, Miguel; Molina, … - In: Empirical economics : a journal of the Institute for … 56 (2019) 1, pp. 233-267
Persistent link: https://www.econbiz.de/10012040746
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Bootstrap of residual processes in regression : to smooth or not to smooth?
Neumeyer, Natalie; Van Keilegom, Ingrid - 2018
Persistent link: https://www.econbiz.de/10012050820
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Inference and speci cation testing in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - 2019 - This Version: November 2019
Persistent link: https://www.econbiz.de/10012131978
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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
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Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang; Proksch, Katharina; Dette, Holger; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
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A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
Horowitz, Joel; Krishnamurthy, Anand - 2017
methods for selecting bandwidths that under- or oversmooth. This paper extends the bootstrap method of Hall and Horowitz (2013 …) for conditional mean functions to conditional quantile functions. The paper also shows how the bootstrap method can be … used to obtain uniform confidence bands. The bootstrap method uses only bandwidths that are selected by standard methods …
Persistent link: https://www.econbiz.de/10011581535