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Principal components analysis based on multivariate MM estimators with fast and robust bootstrap

Salibián-Barrera, Matías; Van Aelst, Stefan; Willems, Gert - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1198-1211

Persistent link: https://www.econbiz.de/10003375965

Robust testing of functional statistics : the bootstrap approach

Breitung, Jörg - 1990

Persistent link: https://www.econbiz.de/10000781771

Robust performance hypothesis testing with smooth functions of population moments

Ledoit, Olivier; Wolf, Michael - 2018

Applied researchers often want to make inference for the difference of a given performance measure for two investment strategies. In this paper, we consider the class of performance measures that are smooth functions of population means of the underlying returns; this class is very rich and...

Persistent link: https://www.econbiz.de/10011925992

Weak-identification robust wild bootstrap applied to a consistent model specification test

Hill, Jonathan B. - In: Econometric theory 37 (2021) 3, pp. 409-463

Persistent link: https://www.econbiz.de/10012593442

Robust forecast superiority testing with an application to assessing pools of expert forecasters

Corradi, Valentina; Jin, Sainan; Swanson, Norman R. - In: Journal of applied econometrics 38 (2023) 4, pp. 596-622

Persistent link: https://www.econbiz.de/10014288029

Bootstrap tests for multivariate event studies

Chou, Pin-huang - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 275-290

Persistent link: https://www.econbiz.de/10002418441

Multiple testing for output convergence

Deckers, Thomas; Hanck, Christoph - In: Macroeconomic dynamics 18 (2014) 1, pp. 199-214

Persistent link: https://www.econbiz.de/10010356149

Why was the participation of Indian states in the growth turnaround so patchy? : some evidence based on robustness analysis

Ghate, Chetan; Wright, Stephen - 2012

In Ghate & Wright Journal of Development Economics, vol. 99 (2012) pp 58–67, we noted that there was considerable variation in the extent to which different Indian states participated in the Great Indian Growth Turnaround. In this paper we investigate whether there was any systematic...

Persistent link: https://www.econbiz.de/10009658258

Heterogeneity of regional growth in the EU: a recursive partitioning approach

Wagner, Martin; Zeileis, Achim - 2016

Persistent link: https://www.econbiz.de/10011569492

Linearity testing for trending data with an application of the wild bootstrap

Kruse, Robinson; Sandberg, Rickard - In: Essays in nonlinear time series econometrics, (pp. 57-89). 2014

Persistent link: https://www.econbiz.de/10010385314