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Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten - In: Journal of financial econometrics 19 (2021) 5, pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
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Energy consumption and gross domestic product in the Philippines : an application of maximum entropy bootstrap framework
Barroga, Kenneth; Tan-Cruz, Agustina - In: International journal of computational economics and … 8 (2018) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011990354
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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model
Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950
Persistent link: https://www.econbiz.de/10011907050
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Retesting symmetry and homogeneity in a cointegrated demand system with bootstrapping: The case of meat demand in Greece
Balcombe, Kelvin. G. - In: Empirical Economics 29 (2004) 2, pp. 451-462
with parametric bootstrapping and Bartlett corrections. Asymptotic Wald and likelihood ratio tests broadly support the … predicted number of cointegrating relationships but reject symmetry and homogeneity. Bootstrapping and Bartlett corrections give …
Persistent link: https://www.econbiz.de/10005382397
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TESTING SYMMETRY AND HOMOGENEITY IN THE AIDS WITH COINTEGRATED DATA USING FULLY-MODIFIED ESTIMATION AND THE BOOTSTRAP
Tiffin, J. Richard; Balcombe, Kelvin George - International Association of Agricultural Economists - IAAE - 2003
distortion. Bootstrapping is shown to be ineffective as a method of removing small sample bias in both the conventional and fully … modified estimators. Bootstrapping is effective however as a method of removing the size distortion and performs equally well …
Persistent link: https://www.econbiz.de/10005320345
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Forecasting employment for Germany
Hinz, Darius; Logeay, Camille - 2006 - First Version: November 2004, This version: January 9, 2006
This paper deals with the estimation of employment equations for Germany, which are to be used for forecasting and simulation purposes. The authors estimate both single and system error correction equations for German working hours using quarterly raw data covering the period 1980:1-2004:2....
Persistent link: https://www.econbiz.de/10003744528
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Capital mobility in Asia : evidence from bounds testing of cointegration between savings and investment
Brahmasrene, Tantatape; Jiranyakul, Komain - In: Journal of the Asia Pacific economy 14 (2009) 3, pp. 262-269
Persistent link: https://www.econbiz.de/10003971178
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The impact of casinos on employment across sectors in Macau
Chang, Hsiao-chuan - In: Journal of Chinese economic and business studies 8 (2010) 4, pp. 427-444
Persistent link: https://www.econbiz.de/10009007426