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The validity of credit risk model validation methods
Christodoulakis, George A.; Satchell, Stephen - In: The analytics of risk model validation, (pp. 27-43). 2008
Persistent link: https://www.econbiz.de/10003868675
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Intertemporal consistency of predictors of business administration students' performance in economics courses : bootstrapping a structural equation model
Richter, Ansgar; Trede, Mark - In: Journal of the Academy of Business Education : JABE 9 (2008) 3, pp. 72-88
Persistent link: https://www.econbiz.de/10003871781
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Bootstrap M unit root tests
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 5, pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
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Three essays on econometrics
Kim, Myungsup - 2005
Persistent link: https://www.econbiz.de/10003905358
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Robust optimization in simulation : Taguchi and Krige combined
Dellino, Gabriella; Kleijnen, Jack P. C.; Meloni, Carlo - 2009
Persistent link: https://www.econbiz.de/10003907281
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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Robust model selection in dynamic models with an application to comparing predictive accuracy
Choi, Hwan-sik (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003412836
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Simulation experiments in practice : statistical design and regression analysis
Kleijnen, Jack P. C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003414120
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Using bootstrap to test portfolio efficiency
Chou, Pin-huang; Zhou, Guofu - In: Annals of economics and finance 7 (2006) 2, pp. 217-249
Persistent link: https://www.econbiz.de/10003418638
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Finite sample properties of the dependent bootstrap for conditional moment models
Ouysse, Rachida (contributor) - 2007
Persistent link: https://www.econbiz.de/10003419350