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Global estimation of finite mixture and misclassification models with an application to multiple equilibria
Hu, Yingyao; Xiao, Ruli - In: Econometric reviews 40 (2021) 5, pp. 455-469
Persistent link: https://www.econbiz.de/10012515614
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A unified approach to estimating and testing income distributions with grouped data
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 438-455
Persistent link: https://www.econbiz.de/10012249172
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Global estimation of finite mixture and misclassification models with an application to multiple equilibria
Hu, Yingyao; Xiao, Ruli - 2018
estimation, especially, when researchers use bootstrap to estimate standard errors, which may be wrong without a global estimator …
Persistent link: https://www.econbiz.de/10011852530
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Finite sample distributions of risk-return ratios
Habibi, Reza - In: Journal of business and finance 3 (2017) 1, pp. 15-19
Persistent link: https://www.econbiz.de/10012019269
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On diagnostic checking of vector ARMA-GARCH models with Gaussian and Student-t innovations
Wang, Yongning; Tsay, Ruey S. - In: Econometrics : open access journal 1 (2013) 1, pp. 1-31
model checking. A residual-based bootstrap method is provided and demonstrated as an effective way to approximate the …
Persistent link: https://www.econbiz.de/10009754537
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Bias-correction in vector autoregressive models : a simulation study
Engsted, Tom; Pedersen, Thomas Q. - In: Econometrics : open access journal 2 (2014) 1, pp. 45-71
compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models …
Persistent link: https://www.econbiz.de/10010336196
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Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles; León, Angel; Ñíguez, Trino-Manuel - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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Modeling dependence between loss triangles with hierarchical Archimedean copulas
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène - In: Astin bulletin : the journal of the International … 45 (2015) 3, pp. 577-599
Persistent link: https://www.econbiz.de/10011397265
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A note on estimationg variance of finite population distribution function
Adhya, Sumanta; Banerjee, Tathagata; Chattopadhyay, … - 2015
Persistent link: https://www.econbiz.de/10011334577