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  • Search: subject:"Multiplier bootstrap"
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Year of publication
Subject
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multiplier bootstrap 24 Bootstrap approach 23 Bootstrap-Verfahren 23 Multiplier 17 Multiplikator 17 Nichtparametrisches Verfahren 15 Nonparametric statistics 15 Multiplier bootstrap 14 Estimation theory 12 Schätztheorie 12 Causality analysis 9 Fuzzy regression discontinuity design 9 Kausalanalyse 9 Regression analysis 9 Regressionsanalyse 9 inequality restriction 9 nonparametric test 9 Statistical test 8 Statistischer Test 8 Theorie 7 Theory 7 Fuzzy sets 5 Fuzzy-Set-Theorie 5 Gaussian approximation 5 Statistical distribution 5 Statistische Verteilung 5 Estimation 4 SCAD penalty 4 Schätzung 4 Time series analysis 4 Zeitreihenanalyse 4 adaptive window choice 4 propagation-separation 4 Pinsker's inequality 3 bond risk premia 3 hypothesis testing 3 weighted bootstrap 3 Ausreißer 2 Copula 2 Deconvolution 2
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Online availability
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Free 27 Undetermined 14 CC license 1
Type of publication
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Book / Working Paper 24 Article 18
Type of publication (narrower categories)
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Working Paper 23 Article in journal 13 Aufsatz in Zeitschrift 13 Arbeitspapier 12 Graue Literatur 10 Non-commercial literature 10 Article 2
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Language
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English 38 Undetermined 4
Author
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Hsu, Yu-Chin 11 Wan, Yuanyuan 10 Arai, Yoichi 9 Kitagawa, Toru 9 Mourifié, Ismael 8 Bücher, Axel 5 Kato, Kengo 4 Li, Xinjue 4 Berghaus, Betina 3 Härdle, Wolfgang Karl 3 Sasaki, Yuya 3 Spokoiny, Vladimir 3 Zbonakova, Lenka 3 Zhilova, Mayya 3 Chen, Xiaohong 2 Chernozhukov, Victor 2 Chetverikov, Denis 2 Jäschke, Stefan 2 Kim, Dongwoo 2 Lai, Tsung-Chih 2 Lee, Sokbae 2 Lieli, Robert P. 2 Seo, Myung Hwan 2 Song, Myunghyun 2 Wied, Dominik 2 Wilhelm, Daniel 2 Bahraoui, Tarik 1 Chiang, Harold D. 1 Dette, Holger 1 Dierickx, Gauthier 1 Ebert, Johannes 1 Forneron, Jean-Jacques 1 Genest, Christian 1 Haziza, David 1 He, Xuming 1 Hong, Shengjie 1 Hsu, Yu-chin 1 Hsu, Yuchin 1 Härdle, Wolfgang 1 Kutta, Tim 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Journal of econometrics 9 CEMMAP working papers / Centre for Microdata Methods and Practice 6 cemmap working paper 6 IRTG 1792 Discussion Paper 3 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 2 Econometric reviews 2 SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 Working paper / University of Toronto, Department of Economics 2 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Journal of Time Series Analysis 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 SFB 649 Discussion Papers 1 Statistical Papers / Springer 1
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Source
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ECONIS (ZBW) 25 EconStor 13 RePEc 4
Showing 1 - 10 of 42
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Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Chen, Xiaohong; Lee, Sokbae; Seo, Myung Hwan; Song, … - 2024
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
Persistent link: https://www.econbiz.de/10015193947
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Cover Image
Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
Chen, Xiaohong; Lee, Sokbae; Seo, Myung Hwan; Song, … - 2024
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
Persistent link: https://www.econbiz.de/10015149596
Saved in:
Cover Image
Testing covariance separability for continuous functional data
Dette, Holger; Dierickx, Gauthier; Kutta, Tim - In: Journal of Time Series Analysis 46 (2024) 3, pp. 402-420
‐standard multiplier bootstrap for dependent data. We prove the statistical validity of our approach and demonstrate its practicability in …
Persistent link: https://www.econbiz.de/10015411036
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Subvector inference for varying coefficient models with partial identification
Hong, Shengjie; Hsu, Yu-Chin; Wan, Yuanyuan - 2023
Persistent link: https://www.econbiz.de/10014337905
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - In: Quantitative Economics 13 (2022) 1, pp. 1-28
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10014537004
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Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 1-28
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD‐validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10012807725
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Estimation and inference by stochastic optimization
Forneron, Jean-Jacques - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073939
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Cover Image
Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10012621154
Saved in:
Cover Image
Testing identifying assumptions in fuzzy regression discontinuity designs
Arai, Yoichi; Hsu, Yu-Chin; Kitagawa, Toru; Mourifié, … - 2021
We propose a new specification test for assessing the validity of fuzzy regression discontinuity designs (FRD-validity). We derive a new set of testable implications, characterized by a set of inequality restrictions on the joint distribution of observed outcomes and treatment status at the...
Persistent link: https://www.econbiz.de/10012489858
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Smoothed quantile regression with large-scale inference
He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
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