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Proxy Means Tests for Targeting the Poorest Households -- Applications to Uganda

Houssou, Nazaire; Zeller, Manfred; Alcaraz V., Gabriela; … - European Association of Agricultural Economists - EAAE - 2007

confidence intervals are approximated out-of sample using the bootstrap algorithm and the percentile method. The main conclusion …

Persistent link: https://www.econbiz.de/10005522509

Leveraged carry trade portfolios

Darvas, Zsolt - Matematikai Közgazdaságtan és Gazdaságelemzés, … - 2008

Studying all possible pairs of eleven major currencies and eleven portfolios in 1976-2008 we show that, when there is no leverage, carry trade is significantly profitable for most currency pairs and portfolios. Positive returns do not diminish in time providing a strong case against the...

Persistent link: https://www.econbiz.de/10005523132

On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's

Hunter, J; Isachencova, N - ESRC Centre for Business Research - 2001

logit estimator. The sample size is controlled using the bootstrap to provide alternative estimates of model statistics and …

Persistent link: https://www.econbiz.de/10005549412

CAMBIOS EN EL RATING DE BONOS Y SU EFECTO EN LOS PRECIOS ACCIONARIOS: EL CASO CHILENO

PARISI, FRANCO; PEREZ, DANIEL - In: Abante 3 (2000) 2, pp. 249-273

The paper studies the effect of bond rating upgrades (downgrades) on stock prices in Chile which, based on the international evidence is expected to be positive (negative). However, no effect is observed, even when the sample is analyzed according to the type of agency that announced the rating...

Persistent link: https://www.econbiz.de/10005549497

Testing the 'new economic geography': a comparative analysis based on EU regional data

Fingleton, Bernard - EconWPA - 2005

urban economics. Using bootstrap inference and the J-test, the paper shows that while NEG theory is supported by the data …

Persistent link: https://www.econbiz.de/10005556190

A Comparative Study of Efficiency in European Banking

Casu, Barbara; Molyneux, Philip - Financial Institutions Center, Wharton School of Business - 2000

The structure of European banking markets has substantially changed over the past decade, partially as a result of the creation of the Single Internal Market. The process of integration and accompanying deregulation has embodied an incentive for bank management to focus on improving efficiency,...

Persistent link: https://www.econbiz.de/10005623947

Evaluating the performance of GARCH models using White´s Reality Check

Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. - Departamento de Economia, Pontifícia Universidade … - 2002

Persistent link: https://www.econbiz.de/10005222461

Forecasting inflation with thick models and neural networks

McNelis, Paul; McAdam, Peter - European Central Bank - 2004

models. They outperform the best performing linear models for “real-time” and “bootstrap” forecasts for service indices for …

Persistent link: https://www.econbiz.de/10005227535

VARIATION IN MARGINAL RESPONSE TO NITROGEN FERTILIZER BETWEEN LOCATIONS

Graybeal, Dale K. - In: Journal of Agricultural and Applied Economics 32 (2000) 02

locations on the coastal plain of North Carolina. Monte Carlo simulation and bootstrap simulation were used to construct finite …

Persistent link: https://www.econbiz.de/10005469249

On the volatility of measures of financial risk: an investigation using returns from European markets

Eftekhari, Babak; Pedersen, Christian; Satchell, Stephen - In: The European Journal of Finance 6 (2000) 1, pp. 18-38

of use in finance of risk measures other than the variance, and to see if there is a sensible measure to use for cross …-European comparisons. As examples, the semi-variance, the lower partial moment, the Gini, and the absolute deviation were considered. A … Monte Carlo study was conducted to study the behaviour of these measures of risk. Bootstrap methods were used by drawing …

Persistent link: https://www.econbiz.de/10005471882