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  • Search: subject:"Bootstrap Test"
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Year of publication
Subject
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bootstrap test 48 Bootstrap test 26 Bootstrap-Verfahren 23 Bootstrap approach 19 Statistischer Test 13 Statistical test 11 Bootstrap Test 7 Estimation theory 7 Forecasting model 7 Prognoseverfahren 7 Schätztheorie 7 empirical likelihood 7 Theorie 6 Theory 6 test power 6 weak instruments 6 Causality analysis 5 Granger causality 5 Kausalanalyse 5 Monte Carlo 5 Monte-Carlo-Simulation 5 Portfolio selection 5 Portfolio-Management 5 Data mining 4 Exchange rate 4 FDB 4 Financial analysis 4 Finanzanalyse 4 GARCH 4 Granger Causality 4 Monte Carlo simulation 4 Monte Carlo test 4 Time series analysis 4 Value-at-Risk 4 Wechselkurs 4 Zeitreihenanalyse 4 conditional LR test 4 data mining 4 double bootstrap 4 emerging market 4
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Online availability
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Free 55 Undetermined 24 CC license 1
Type of publication
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Book / Working Paper 47 Article 37
Type of publication (narrower categories)
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Working Paper 19 Article in journal 18 Aufsatz in Zeitschrift 18 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 4 Thesis 1 research-article 1
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Language
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English 58 Undetermined 26
Author
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Davidson, Russell 22 MacKinnon, James G. 19 Ardia, David 6 Duclos, Jean-Yves 5 Gatarek, Lukasz 5 Kuang, Pei 4 Racine, Jeff 4 Di Iorio, Francesca 3 Götz, Thomas B. 3 Hoogerheide, Lennart F. 3 Mantalos, Panagiotis 3 Schröder, Michael 3 Smeekes, Stephan 3 Triacca, Umberto 3 Wang, Qingwei 3 Aboy, Jacque Bon-Isaac 2 Brüggemann, Ralf 2 Caldeira, João F. 2 Chai, Hee-Yul 2 Doornik, J.A. 2 Hecq, Alain W. J. 2 MacKinnon, James 2 Magadia, Joselito 2 Schröder, M. 2 Tabri, Rami V. 2 Wang, Q. 2 Ahmed, Rizwan 1 Andersson, Michael K. 1 Boudt, Kris 1 Chen, Ruxin 1 Clements, Michael P. 1 Colubi, Ana 1 Domínguez-Menchero, J. Santos 1 Dueker, Michael J. 1 Fan, Jianqing 1 Filho, Silva 1 Giannerini, Simone 1 González-Rodríguez, Gil 1 Goracci, Greta 1 Hahn, Sang B. 1
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Institution
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Economics Department, Queen's University 10 HAL 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 Centre for Dynamic Macroeconomic Analysis, University of St. Andrews 1 Department of Economics, University of Birmingham 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute for the Study of Labor (IZA) 1 London School of Economics (LSE) 1 Society for the Study of Economic Inequality - ECINEQ 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Queen's Economics Department Working Paper 10 Working Papers / Economics Department, Queen's University 10 Journal of econometrics 5 Studies in Nonlinear Dynamics & Econometrics 3 Working Papers / HAL 3 Cahiers de recherche 2 Computational Statistics & Data Analysis 2 Econometric Reviews 2 IZA Discussion Papers 2 International journal of forecasting 2 Review of Economic Analysis 2 SSE/EFI Working Paper Series in Economics and Finance 2 AStA Advances in Statistical Analysis 1 Annals of Operations Research 1 Bundesbank Discussion Paper 1 CDMA Working Paper Series 1 CDMA working paper series 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Economics 1 Discussion Papers / Department of Economics, University of Birmingham 1 Discussion paper 1 Discussion paper / Tinbergen Institute 1 Discussion papers / Department of Economics, The University of Birmingham 1 East Asian Economic Review (EAER) 1 East Asian economic review 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Econometric reviews 1 EconomiA 1 Economia : revista da ANPEC 1 Economic Modelling 1 Economic modelling 1 Finance research letters 1 Insurance: Mathematics and Economics 1 International Journal of Forecasting 1 International review of economics & finance : IREF 1 Journal of applied econometrics 1 Journal of risk 1 LSE Research Online Documents on Economics 1
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Source
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RePEc 41 ECONIS (ZBW) 23 EconStor 18 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 84
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The validity of bootstrap testing for threshold autoregression
Giannerini, Simone; Goracci, Greta; Rahbek, Anders - In: Journal of econometrics 239 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073962
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Institutional stock-bond portfolios rebalancing and financial stability
Hasse, Jean-Baptiste; Lecourt, Christelle; Siagh, Souhila - 2023
Persistent link: https://www.econbiz.de/10014432695
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Nonparametric performance hypothesis testing with the information ratio
Aboy, Jacque Bon-Isaac; Magadia, Joselito - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-17
This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies that uses Sharpe ratio. Monte Carlo...
Persistent link: https://www.econbiz.de/10014001416
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Nonparametric performance hypothesis testing with the information ratio
Aboy, Jacque Bon-Isaac; Magadia, Joselito - In: Cogent economics & finance 9 (2021) 1, pp. 1-17
This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies that uses Sharpe ratio. Monte Carlo...
Persistent link: https://www.econbiz.de/10013183859
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The nexus between black and digital gold: evidence from US markets
Huynh, Toan Luu Duc; Ahmed, Rizwan; Nasir, Muhammad Ali; … - In: Annals of Operations Research 334 (2021) 1, pp. 521-546
robustness of the results. The stationary bootstrap test for the partial cross-quantilogram indicates which quantile in the left …
Persistent link: https://www.econbiz.de/10015402145
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Technical analysis, spread trading, and data snooping control
Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191
Persistent link: https://www.econbiz.de/10014462774
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Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P. - In: Journal of applied econometrics 37 (2022) 3, pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
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Testing for the presence of jump components in jump diffusion models
Wang, Bin; Zheng, Xu - In: Journal of econometrics 230 (2022) 2, pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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Does Monetary Policy Regime Determine the Nature of the Money Supply?: Evidence from Seven Countries in the Asia-Pacific Region
Chai, Hee-Yul; Hahn, Sang B. - In: East Asian Economic Review (EAER) 22 (2018) 2, pp. 217-239
bootstrap test for causality. The most striking finding is that the bank loans Granger cause the monetary base during the …
Persistent link: https://www.econbiz.de/10015397882
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Does monetary policy regime determine the nature of the money supply? : evidence from seven countries in the Asia-Pacific region
Chai, Hee-Yul; Hahn, Sang Buhm - In: East Asian economic review 22 (2018) 2, pp. 217-239
Persistent link: https://www.econbiz.de/10011906330
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