Showing 1 - 10 of 2,283
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding …, if observed, help to obtain the best the bootstrap can offer. Bootstrapping always involves setting up a bootstrap data …-generating process (DGP). The main types of bootstrap DGP in current use are discussed, with examples of their use in econometrics. The …
Persistent link: https://www.econbiz.de/10005569960
methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …
Persistent link: https://www.econbiz.de/10009209702
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133053
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133161
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
Persistent link: https://www.econbiz.de/10011778934
parametric, based on Bootstrap and Functional Principal Components. The power of the test is shown through an extensive …
Persistent link: https://www.econbiz.de/10011272954
This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …
Persistent link: https://www.econbiz.de/10004990816
, but it can often be estimated very accurately by using the bootstrap. The latter does not depend on unknown population …
Persistent link: https://www.econbiz.de/10005560335
cannot be constructed. Therefore, the authors have proposed a bootstrap method to construct the hypothesis test for them on … the basis of p -value. Findings The authors have shown that by increasing n , the bootstrap method has better output …
Persistent link: https://www.econbiz.de/10014802237