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Testing a model of the UK by the method of indirect inference
Meenagh, David; Minford, Patrick; Theodoridis, Konstantinos - 2008
Persistent link: https://www.econbiz.de/10003728832
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Bootstrapping a linear estimator of the ARCH parameters
Bose, Arup (contributor); Mukherjee, Kanchan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003732581
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Essays in empirical finance
Andersson, Magnus - 2007
Persistent link: https://www.econbiz.de/10003738211
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
Fingleton, Bernard - In: Spatial economic analysis : the journal of the Regional … 3 (2008) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10003743881
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Asymptotics and consistent bootstraps for DEA estimators in nonparametric frontier models
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 24 (2008) 6, pp. 1663-1697
Persistent link: https://www.econbiz.de/10003771891
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Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren; Staum, Jeremy - In: Journal of risk 11 (2008/09) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
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Higher-order improvements of the parametric bootstrap for Markov processes
Andrews, Donald W. K. - In: Identification and inference for econometric models : …, (pp. 171-215). 2005
Persistent link: https://www.econbiz.de/10003351957
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Testing the semiparametric Box-Cox model with the bootstrap
Savin, N. Eugene; Würtz, Allan H. - In: Identification and inference for econometric models : …, (pp. 332-354). 2005
Persistent link: https://www.econbiz.de/10003352571
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Confidence intervals for probabilities of default
Hanson, Samuel G.; Schuermann, Til - In: Journal of banking & finance 30 (2006) 8, pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794