Search Results - subject:"Bootstrap resampling"

Testing for granger causality in quantiles between the wage share and capacity utilization

Marques, André de Mattos; Lima, Gilberto Tadeu - 2021

Persistent link: https://www.econbiz.de/10012647863

Efikasnost investicione politike i politike povećanja doprinosa u održavanju dugoročne fundiranosti sponzorisanih penzijskih planova

Stojkovi, Dragan; Luković, Stevan - In: Bankarstvo 49 (2020) 2, pp. 10-39

Persistent link: https://www.econbiz.de/10012592419

Bootstrapping the cost modelling of hydropower projects in Sub-Saharan Africa : case of Chinese financed projects

Atchike, Desire Wade; Zhao, Zhen-Yu; Bao, Geriletu - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 3, pp. 136-146

Persistent link: https://www.econbiz.de/10012496351

Essays on asset allocation strategies for defined contribution plans

Basu, Anup K. - 2008

Asset allocation is the most influential factor driving investment performance. While researchers have made substantial progress in the field of asset allocation since the introduction of mean-variance framework by Markowitz, there is little agreement about appropriate portfolio choice for...

Persistent link: https://www.econbiz.de/10009437693

Evaluating Variance of the Model Credibility Index

Xiao, Yan - 2007

estimation of the model credibility index involves a bootstrap resampling technique. To assess the consistency of the estimator …

Persistent link: https://www.econbiz.de/10009463415

Discriminatory vs Uniform Price Auction: Auction Revenue

Ryu, Keunkwan; Kim, Gyung-Rok; Oh, Seonghwan - Econometric Society - 2004

revenue differences. To test significance of the auction revenue differences, we use Bootstrap re-sampling methods where …

Persistent link: https://www.econbiz.de/10005342340

Markov chain approximation in bootstrapping autoregressions

Anatolyev, Stanislav; Vasnev, Andrey - In: Economics Bulletin 3 (2002) 19, pp. 1-8

finite state discrete Markov chain. We discover a close connection of the proposed algorithm with existing bootstrap … resampling schemes, run a small Monte-Carlo experiment, and give an illustrative example. …

Persistent link: https://www.econbiz.de/10005416858

Markov chain approximation in bootstrapping autoregressions

Anatolyev, Stanislav; Vasnev, Andrey - In: Economics Bulletin 3 (2002) 19, pp. 1-8

Persistent link: https://www.econbiz.de/10010836138