Similar Search Results

Terminal value in SMEs : testing the multiple EV/EBITDA approach

Vidal-Garcia, Raül; Ribal, Javier - In: Journal of business valuation and economic loss analysis 14 (2019) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011994445

Leading and lagging role between financial stress and crude oil

Gençyürek, Ahmet Galip - In: Studies in economics and finance 41 (2024) 4, pp. 953-979

Persistent link: https://www.econbiz.de/10015050113

Novel Approach to Choosing Principal Components Number in Logistic Regression

Vrigazova, Borislava - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 7 (2021) 1, pp. 1-12

the bootstrap procedure for model selection. We call this procedure the Bootstrapped-ANOVA PCA selection. Our results …

Persistent link: https://www.econbiz.de/10013336908

Tie-break bootstrap for nonparametric rank statistics

Seo, Juwon - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 615-627

Persistent link: https://www.econbiz.de/10015053432

Bootstrap inference for panel data quantile regression

Galvão Júnior, Antônio Fialho; Parker, Thomas; Xiao, … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 628-639

Persistent link: https://www.econbiz.de/10015053434

Efficient bias correction for cross-section and panel data

Hahn, Jinyong; Hughes, David W.; Kuersteiner, Guido M.; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 783-816

estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or …

Persistent link: https://www.econbiz.de/10015053878

Investigation of the relative efficiency for the Greek listed firms of the construction sector based on two DEA approaches for the period 2006-2012

Christopoulos, Apostolos G.; Dokas, Ioannis G.; … - In: Operational research : an international journal 16 (2016) 3, pp. 423-444

Persistent link: https://www.econbiz.de/10011724633

Improving Value-at-Risk estimation from the normal EGARCH model

Gorji, Mahsa; Sajjad, Rasoul - In: Contemporary economics 11 (2017) 1, pp. 91-106

fluctuations not forecasted by Gaussian models. This paper applies a resampling method based on the bootstrap and a bias … long and short positions. Our aim is to utilize the advantages of this model, but still use the bootstrap resampling method …

Persistent link: https://www.econbiz.de/10011632622

Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information

Wang, Lu; Wu, Rui; Xu, Weiju - In: International review of financial analysis 89 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014465545