Search Results - subject:"Bootstrap approach"

Testing for the appropriate level of clustering in linear regression models

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 235 (2023) 2, pp. 2027-2056

Persistent link: https://www.econbiz.de/10014471443

Inference on individual treatment effects in nonseparable triangular models

Ma, Jun; Marmer, Vadim; Yu, Zhengfei - In: Journal of econometrics 235 (2023) 2, pp. 2096-2124

Persistent link: https://www.econbiz.de/10014471446

Software for data-based stochastic programming using bootstrap estimation

Chen, Xiaotie; Woodruff, David L. - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1218-1224

Persistent link: https://www.econbiz.de/10014471460

Extensions to IVX methods of inference for return predictability

Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-30

Persistent link: https://www.econbiz.de/10014471800

The impact of consumer confidence on oil prices

Su, Chi-Wei; Wang, Dan; Mirza, Nawazish; Zhong, Yifan; … - In: Energy economics 124 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014482816

Semiparametric Conditional Factor Models : Estimation and Inference

Chen, Qihui; Roussanov, Nikolai; Wang, Xiaoliang - National Bureau of Economic Research - 2023

This paper introduces a simple and tractable sieve estimation of semiparametric conditional factor models with latent factors. We establish large-N-asymptotic properties of the estimators without requiring large T. We also develop a simple bootstrap procedure for conducting inference about the...

Persistent link: https://www.econbiz.de/10014421243

Using covariates to improve the efficacy of univariate bubble detection methods

Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366

Persistent link: https://www.econbiz.de/10014423733

Bootstrapping quantile correlations with an application for income status across generations

Hartley, Robert Paul; Lamarche, Carlos; Ziliak, James P. - In: Economics letters 228 (2023), pp. 1-4

Persistent link: https://www.econbiz.de/10014451211

An approach to capital allocation based on mean conditional value-at-risk

Han, Yuecai; Zhang, Fengtong; Liu, Xinyu - In: Journal of risk : JOR 25 (2023) 6, pp. 53-71

Persistent link: https://www.econbiz.de/10014487234

A unified unit root test regardless of intercept

Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555

Persistent link: https://www.econbiz.de/10014305575