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The influence of capital requirement of Basel III adoption on banks' operating efficiency: Evidence from U.S. banks
Ogunmola, Gabriel; Chien, Fengsheng; Chau, Ka Yin; Li, Li - In: Journal of Central Banking Theory and Practice 11 (2022) 2, pp. 5-26
The United States is recognized as the largest economic entity in the world and its financial system has developed steadily through the guidance of the Federal Reserve System for over one hundred years. However, in recent years, the global economic downturn, coupled with the global COVID-19...
Persistent link: https://www.econbiz.de/10014558501
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The influence of capital requirement of Basel III adoption on banks' operating efficiency : evidence from U.S. banks
Ogunmola, Gabriel; Chien, Fengsheng; Chau, Ka Yin; Li, Li - In: Journal of central banking theory and practice 11 (2022) 2, pp. 5-26
The United States is recognized as the largest economic entity in the world and its financial system has developed steadily through the guidance of the Federal Reserve System for over one hundred years. However, in recent years, the global economic downturn, coupled with the global COVID-19...
Persistent link: https://www.econbiz.de/10013347004
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10014534921
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Powerful t-tests in the presence of nonclassical measurement error
Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378
Persistent link: https://www.econbiz.de/10014551533
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Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo - In: Econometric reviews 43 (2024) 7, pp. 490-517
Persistent link: https://www.econbiz.de/10014551819
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Implied probability kernel block bootstrap for times series moment condition models
Parente, Paulo M. D. C.; Smith, Richard J. - 2024
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, 2021) to … moment conditions. KBB procedures that employ bootstrap distributions with generalised empirical likelihood implied … bootstrap distributions in the extant literature. Simulation experiments reveal that critical values arising from the empirical …
Persistent link: https://www.econbiz.de/10014581751
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Fundamental anomalies and the size puzzle in China : a data mining approach
Chang, Danting - In: Finance research letters 42 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014581281
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Implied probability kernel block bootstrap for times series moment condition models
Parente, Paulo M. D. C.; Smith, Richard J. - 2024
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, 2021) to … moment conditions. KBB procedures that employ bootstrap distributions with generalised empirical likelihood implied … bootstrap distributions in the extant literature. Simulation experiments reveal that critical values arising from the empirical …
Persistent link: https://www.econbiz.de/10014520806