Search Results - subject:"BOOTSTRAP"

Two-way clustering with non-exchangeable data

Jochmans, Koen - 2026 - This version: January 20, 2026

Persistent link: https://www.econbiz.de/10015575634

Testing for nonlinear cointegration under heteroskedasticity

Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543

Persistent link: https://www.econbiz.de/10015196620

Solving the problem of socially-improving multivariate tax reform with s-order stochastic dominance : an application to Egyptian consumption

Faro, Ibrahima; Makdissi, Paul; Mussard, Stéphane - 2026

Persistent link: https://www.econbiz.de/10015638114

Bootstrap inference for group factor models

Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70

Persistent link: https://www.econbiz.de/10015339830

Diagnosing the trend and bootstrapping the forecasting intervals using a semiparametric ARMA

Schulz, Dominik; Feng, Yuanhua; Gries, Thomas; Fritz, Marlon - 2026

Persistent link: https://www.econbiz.de/10015626944

Bootstrap initialization of MLE for infinite mixture distributions with applications in insurance data

Mutaqin, Aceng Komarudin - In: Risks : open access journal 13 (2025) 10, pp. 1-17

procedures. This study introduces a bootstrap-based approach to determine initial parameter values for MLE, employing both … nonparametric and parametric bootstrap methods to generate the mixing distribution. Monte Carlo simulations across multiple cases … demonstrate that the bootstrap-based approaches, especially the nonparametric bootstrap, provide reliable and efficient …

Persistent link: https://www.econbiz.de/10015492650