Search Results - subject:"Bootstrap Simulation"

Risk-efficient portfolio crop choice with amended water and irrigation policies in northern Germany

Buchholz, Matthias; Mußhoff, Oliver - In: Agricultural finance review 73 (2013) 2, pp. 373-388

Persistent link: https://www.econbiz.de/10010187467

Probabilistic Modeling of Variability and Uncertainty in Urban Air Toxics Emissions

Zhao, Yuchao - 2003

variability and uncertainty of censored data sets is demonstrated. Empirical bootstrap simulation is used to simulate censored … emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more non-detected values …, empirical bootstrap simulation was used to randomly sample detection limits for non-detected values and observations for sample …

Persistent link: https://www.econbiz.de/10009431307

Sample sizes for the SF-6D preference based measure of health from the SF-36: a practical guide

Walters, SJ; Brazier, JE - Volkswirtschaftliche Fakultät, … - 2002

Background Health Related Quality of Life (HRQoL) measures are becoming more frequently used in clinical trials and health services research, both as primary and secondary endpoints. Investigators are now asking statisticians for advice on how to plan and analyse studies using HRQoL measures,...

Persistent link: https://www.econbiz.de/10008876648

Can the Fiscal Theory of the price level explain UK inflation in the 1970s?

Fan, Jingwen; Minford, Patrick - C.E.P.R. Discussion Papers - 2010

We investigate whether the Fiscal Theory of the Price Level can deliver a reasonable explanation for UK inflation in the 1970s, a period in which the government greatly increased public spending without raising taxes and monetary policy was accommodative. The model is tested for its implied...

Persistent link: https://www.econbiz.de/10008468577

Testing the Monetary Policy Rule in the US: a Reconsideration of the Fed’s Behaviour

Minford, Patrick; Ou, Zhirong - C.E.P.R. Discussion Papers - 2009

We calibrate a standard New Keynesian model with three alternative representations of monetary policy- an optimal timeless rule, a Taylor rule and another with interest rate smoothing- with the aim of testing which if any can match the data according to the method of indirect inference. We find...

Persistent link: https://www.econbiz.de/10008491715

A bootstrap-corrected causality test: another look at the money–income relationship

Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Empirical Economics 31 (2006) 1, pp. 207-216

Persistent link: https://www.econbiz.de/10005166700

Speculative bubbles in stock prices? Tests based on the price-dividend ratio.

Engsted, Tom; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2004

No abstract

Persistent link: https://www.econbiz.de/10005802140

Money Supply and the Informational Efficiency of the Stock Market in Korea: Evidence from an Alternative Methodology

Hatemi-J, Abdulnasser - In: Journal of Economic Integration 17 (2002), pp. 517-526

applying the bootstrap simulation techniques, the results show that the stock market is informationally efficient regarding …

Persistent link: https://www.econbiz.de/10010991754

A New Test for Speculative Bubbles Based on Return Variance Decompositions.

Engsted, Tom; Tanggaard, Carsten - Ehrvervøkonomisk Institut, Institut for Økonomi - 2001

-model is used to estimate the variance decomposition, and the test is computed using bootstrap simulation. On US and UK data …

Persistent link: https://www.econbiz.de/10005802132