Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity....

Technical efficiency, which measures how well a firm transforms inputs into outputs, gives fishery managers important information concerning the economic status of the fishing fleet and how regulations may be impacting vessel profitability. Data envelopment analysis (DEA), and the stochastic...

This dissertation introduces three novel approaches for the econometric evaluation of heterogeneous treatment effects. The proposed methods consider the effects of a binary treatment on different characteristics of the outcome distribution.Section 1 proposes an estimation method for various...

Given the wealth of literature on the topic supported by solutions to practical problems, we would expect the bootstrap to be an off-the-shelf tool for signal processing problems as are maximum likelihood and least-squares methods. This is not the case, and we wonder why a signal processing...

We investigate the performance of funds that specialise in cryptocurrency markets and contribute to a growing literature that aims to understand the value of digital assets as investments. The main empirical results support the idea that cryptocurrency funds generate significantly alphas...