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Estimating alternative technology sets in nonparametric efficiency analysis: restriction tests for panel and clustered data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - In: Journal of productivity analysis 45 (2016) 1, pp. 35-51

Persistent link: https://www.econbiz.de/10011631382

Estimating the out-of-sample predictive ability of trading rules : a robust bootstrap approach

Hambuckers, Julien; Heuchenne, Cédric - In: Journal of forecasting 35 (2016) 4, pp. 347-372

Persistent link: https://www.econbiz.de/10011580770

A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions

Horowitz, Joel; Krishnamurthy, Anand - 2017

methods for selecting bandwidths that under- or oversmooth. This paper extends the bootstrap method of Hall and Horowitz (2013 …) for conditional mean functions to conditional quantile functions. The paper also shows how the bootstrap method can be … used to obtain uniform confidence bands. The bootstrap method uses only bandwidths that are selected by standard methods …

Persistent link: https://www.econbiz.de/10011581535

Variance targeting estimation of multivariate GARCH models

Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 353-382

Persistent link: https://www.econbiz.de/10011589013

Optimal multivariate quota-share reinsurance : a nonparametric mean-CVaR framework

Sun, Haoze; Weng, Chengguo; Zhang, Yi - In: Insurance / Mathematics & economics 72 (2017), pp. 197-214

Persistent link: https://www.econbiz.de/10011694574

The millennium peak in club convergence : a new look at distributional changes in the wealth of nations

Krause, Melanie - In: Journal of applied econometrics 32 (2017) 3, pp. 621-642

Persistent link: https://www.econbiz.de/10011694772

Confidence corridors for multivariate generalized quantile regression

Chao, Shih-Kang; Proksch, Katharina; Dette, Holger; … - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 70-85

Persistent link: https://www.econbiz.de/10011704106

Bootstrap inference of level relationships in the presence of serially correlated errors : a large scale simulation study and an application in energy demand

Yalta, A. Talha - In: Computational economics 48 (2016) 2, pp. 339-366

Persistent link: https://www.econbiz.de/10011646786

What account for the differences in rent-price ratio and turnover rate? : a search-and-matching approach

Huang, Daisy J.; Leung, Charles Ka Yui; Tse, Chung-Yi - 2017

We build an on-the-house-search model and show analytically that the rent-to-price ratio (or rental yield) and turnover rate, which are frequently used metrics for the housing market, are jointly determined in equilibrium. We therefore adopt a simultaneous equation approach on matched...

Persistent link: https://www.econbiz.de/10011592349

Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors

Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193

Persistent link: https://www.econbiz.de/10012052928