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Bootstrap inference for fixed-effect models

Higgins, Ayden; Jochmans, Koen - 2022 - This version: April 5, 2022

Persistent link: https://www.econbiz.de/10013184462

Small sample adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85

Persistent link: https://www.econbiz.de/10013260145

The use of the bootstrap method for the assessment of investment effectiveness and risk : the case of confidence intervals estimation for the Sharpe ratio and TailVaR

Klaudia, Jarno; Łukasz, Smaga - In: Journal of banking and financial economics 1 (2020) 13, pp. 40-50

This paper is aimed at presenting application of bootstrap interval estimation methods to the assessment of financial … investment’s effectiveness and risk. At first, we give an overview of various methods of bootstrap confidence interval estimation …, i.e. bootstrap-t interval, percentile interval and BCa interval. Then, bootstrap confidence interval estimation methods …

Persistent link: https://www.econbiz.de/10012887711

Bootstrap improved inference for factor-augmented regressions with CCE

Vos, Ignace de; Stauskas, Ovidijus - 2021

Persistent link: https://www.econbiz.de/10012698559

Bandwidth selection for nonparametric regression with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2022

Persistent link: https://www.econbiz.de/10012806700

A consistent specification test for dynamic quantile models

Horvath, Peter; Li, Jia; Liao, Zhipeng; Patton, Andrew J. - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 125-151

dimensions in a general time series setting. We propose a novel bootstrap method in this nonstandard context and show that it …

Persistent link: https://www.econbiz.de/10012807744

Estimating the variance of a combined forecast : bootstrap-based approach

Hounyo, Ulrich; Lahiri, Kajal - 2021

Persistent link: https://www.econbiz.de/10012815973

Growth accounting and regressions : new approach and results

Sequeira, Tiago Neves; Morão, Hugo - In: International economics : a journal published by CEPII … 162 (2020), pp. 67-79

Persistent link: https://www.econbiz.de/10012795643

Smooth minimum distance estimation and testing with conditional estimating equations : uniform in bandwidth theory

Lavergne, Pascal; Patilea, Valentin - In: Journal of econometrics 177 (2013) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10010189879

Size matters : optimal calibration of shrinkage estimators for portfolio selection

DeMiguel, Victor; Martin-Utrera, Alberto; Nogales, … - In: Journal of banking & finance 37 (2013) 8, pp. 3018-3034

Persistent link: https://www.econbiz.de/10009777150

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