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Adaptive Choice of the Number of Bootstrap Samples in Large Scale Multiple Testing
Guo, Wenge; Peddada, Shyamal - In: Statistical Applications in Genetics and Molecular Biology 7 (2008) 1, pp. 13-13
It is a common practice to use resampling methods such as the bootstrap for calculating the p-value for each test when … performing large scale multiple testing. The precision of the bootstrap p-values and that of the false discovery rate (FDR … important need, we developed a simple adaptive bootstrap methodology for large scale multiple testing, which reduces the total …
Persistent link: https://www.econbiz.de/10005246469
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What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach
Huang, Daisy J.; Leung, Charles Ka Yui; Tse, Chung-Yi - 2017
rental yield and turnover at the real-estate-development (RED) level: the demographic structure, and past return performance …
Persistent link: https://www.econbiz.de/10012013661
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Long-run determinants of sovereign yields
Afonso, António; Rault, Christophe - 2010
We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary and external imbalances and inflation as relevant...
Persistent link: https://www.econbiz.de/10010270876
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What account for the differences in rent-price ratio and turnover rate? : a search-and-matching approach
Huang, Daisy J.; Leung, Charles Ka Yui; Tse, Chung-Yi - 2017
rental yield and turnover at the real-estate-development (RED) level: the demographic structure, and past return performance …
Persistent link: https://www.econbiz.de/10011592349
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Long-run Determinants of Sovereign Yields
Afonso, António; Rault, Christophe - CESifo - 2010
We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary and external imbalances and inflation as relevant...
Persistent link: https://www.econbiz.de/10008498994
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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
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Long-run Determinants of Sovereign Yields
Afonso, António; Rault, Christophe - ISEG - School of Economics and Management, Department … - 2010
We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel errorcorrection models. The results show that markets consider budgetary and external imbalances and inflation as relevant...
Persistent link: https://www.econbiz.de/10008642491
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An empirical investigation of the performance of Japanese mutual funds: Skill or luck?
Pilbeam, Keith; Preston, Hamish - In: International Journal of Financial Studies 7 (2019) 1, pp. 1-16
This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April … 33 funds we employ Fama and French's cross-sectional bootstrap. The results show that a large proportion of funds fail to …
Persistent link: https://www.econbiz.de/10011996157
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Testing directional forecast value in the presence of serial correlation
Blaskowitz, Oliver J.; Herwartz, Helmut - 2008
confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …
Persistent link: https://www.econbiz.de/10010271838
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An empirical investigation of the performance of Japanese mutual funds : skill or luck?
Pilbeam, Keith; Preston, Hamish - In: International Journal of Financial Studies : open … 7 (2019) 1/6, pp. 1-16
This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April … 33 funds we employ Fama and French’s cross-sectional bootstrap. The results show that a large proportion of funds fail to …
Persistent link: https://www.econbiz.de/10011964107