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There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as … regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work … very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods …
Persistent link: https://www.econbiz.de/10011940650
(2005). At the same time, I calculate the confidence intervals for the microdecomposition estimations with a bootstrap …
Persistent link: https://www.econbiz.de/10011941091
methods for selecting bandwidths that under- or oversmooth. This paper extends the bootstrap method of Hall and Horowitz (2013 …) for conditional mean functions to conditional quantile functions. The paper also shows how the bootstrap method can be … used to obtain uniform confidence bands. The bootstrap method uses only bandwidths that are selected by standard methods …
Persistent link: https://www.econbiz.de/10011941417
estimation, especially, when researchers use bootstrap to estimate standard errors, which may be wrong without a global estimator …
Persistent link: https://www.econbiz.de/10011941480
the distribution of a suitable estimator theta_n, its bootstrap approximation, and the Bayesian posterior for theta all … distribution of g(theta) and the bootstrap distribution of theta_n coincide asymptotically. One implication is that Bayesians can … interpret bootstrap inference for g(theta) as approximately valid posterior inference in a large sample. Another implication …
Persistent link: https://www.econbiz.de/10011941503
the AIC, BIC, or HQIC, and to implement a bootstrap procedure to compute p-values and critical values. …
Persistent link: https://www.econbiz.de/10011957738
In this study, we developed an inference procedure for the neural network using the bootstrap approach, and applied it …
Persistent link: https://www.econbiz.de/10011961650
Abstract Objectives We introduce a simple and unified methodology to estimate the bias of Pearson correlation coefficients, partial correlation coefficients, and semi-partial correlation coefficients. Methods Our methodology features non-parametric bootstrapping and can accommodate small sample...
Persistent link: https://www.econbiz.de/10014590691
Summary The paper examines the relationship between central bank interventions in the dollar-deutschmark market and the profitability of technical trading for the period 1979-1992. While previous work on this topic focused on the interventions of the Fed, we include data on Bundesbank...
Persistent link: https://www.econbiz.de/10014608993
-temporal changes in poverty from year 1978 to 2003. Results are decomposed by region and household types, and the bootstrap method is …
Persistent link: https://www.econbiz.de/10014609335