Similar Search Results - EconBiz

Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix

Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10010473309

Kernel block bootstrap

Parente, Paulo M. D. C.; Smith, Richard J. - 2018 - This draft: July 2018

This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of Paparoditis and Politis (2001), admitting kernels with unbounded...

Persistent link: https://www.econbiz.de/10011878210

Heteroscedasticity and autocorrelation robust F and t tests in stata

Ye, Xiaoqing; Sun, Yixiao - 2018

Persistent link: https://www.econbiz.de/10011914436

Simplified infeasible interior-point algorithm for linear optimization based on a simple function

Wang, Weiwei; Liu, Hongwei; Bi, Hongmei - In: Operations research letters 46 (2018) 5, pp. 538-542

Persistent link: https://www.econbiz.de/10011936702

Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix

Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014

Persistent link: https://www.econbiz.de/10010246721

Credit risk evaluation using multi-criteria optimization classifier with kernel, fuzzification and penalty factors

Zhang, Zhiwang; Gao, Guangxia; Shi, Yong - In: European journal of operational research : EJOR 237 (2014) 1, pp. 335-348

Persistent link: https://www.econbiz.de/10010378593

Combining feature selection and classification using lasso-based mco classifier for credit risk evaluation

Li, Xiufang; Zhang, Zhiwang; Li, Lingyun; Pan, Hui - In: Computational economics 64 (2024) 5, pp. 2641-2662

Persistent link: https://www.econbiz.de/10015144042

Forecasting interval-valued returns of crude oil : a novel kernel-based approach

Yang, Kun; Xu, Xueqing; Wei, Yunjie; Wang, Shouyang - In: Journal of forecasting 43 (2024) 8, pp. 2937-2953

Persistent link: https://www.econbiz.de/10015110584

The estimation of Value-at-Risk using a non-parametric approach

Olfat, Amir; Eskandari, Farzad - In: Journal of risk management in financial institutions 16 (2022/2023) 2, pp. 180-188

Persistent link: https://www.econbiz.de/10014286672

A robust test for serial correlation in panel data models

Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112

Persistent link: https://www.econbiz.de/10013364945

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