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Resampling and bootstrap to assess the relevance of variables : a new algorithmic approach with applications to entrepreneurship data
Gimenez-Nadal, José Ignacio; Lafuente, Miguel; Molina, … - 2016
In this paper, we propose an algorithmic approach based on resampling and bootstrap techniques to measuring the …
Persistent link: https://www.econbiz.de/10011476420
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Improved inferences for spatial regression models
Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
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Kernel-smoothed conditional quantiles of correlated bivariate discrete data
Gooijer, Jan G. de; Yuan, Ao - 2011
Often socio-economic variables are measured on a discrete scale or rounded to protect confidentiality. Nevertheless, when exploring the effect of a relevant covariate on the whole outcome distribution of a discrete response variable, virtually all common quantile regression methods require the...
Persistent link: https://www.econbiz.de/10011382707
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On the choice of regularization parameters in specification testing : a critical discussion
Sperlich, Stefan - In: Empirical economics : a journal of the Institute for … 47 (2014) 2, pp. 427-450
Persistent link: https://www.econbiz.de/10010391166
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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - 2021
Persistent link: https://www.econbiz.de/10013167436
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Novel approach to choosing principal components number in logistic regression
Vrigazova, Borislava - In: Proceedings of the ENTRENOVA - ENTerprise REsearch … 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/10013170122
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Analytic and bootstrap-after-cross-validation methods for selecting penalty parameters of high-dimensional M-estimators
Četverikov, Denis N.; Sørensen, Jesper R.-V. - 2022
we refer to as the analytic and bootstrap-after-cross-validation methods. For both methods, we derive nonasymptotic error …
Persistent link: https://www.econbiz.de/10012800795
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Global estimation of finite mixture and misclassification models with an application to multiple equilibria
Hu, Yingyao; Xiao, Ruli - In: Econometric reviews 40 (2021) 5, pp. 455-469
Persistent link: https://www.econbiz.de/10012515614
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Model selection in factor-augmented regressions with estimated factors
Djogbenou, Antoine A. - In: Econometric reviews 40 (2021) 5, pp. 470-503
Persistent link: https://www.econbiz.de/10012515615