Search Results - subject:"Nonparametric bootstrap"

Evaluating dynamic productivity change of US farm supply cooperatives

Skevas, Theodoros; Grashuis, Jasper - In: Agribusiness : an international journal 39 (2023) 4, pp. 1238-1253

Persistent link: https://www.econbiz.de/10014432369

Nonparametric estimation of systemic risk via conditional value-at-risk

Belhad, Ahmed; Lauria, Davide; Trindade, A. Alexandre - In: Journal of risk 25 (2022) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013549675

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160

Persistent link: https://www.econbiz.de/10012619963

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - 2017

Persistent link: https://www.econbiz.de/10011889214

On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test

Wang, Wenjie - In: Economics letters 191 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012508550

Bootstrap inference for penalized GMM estimators with oracle properties

Camponovo, Lorenzo - In: Econometric reviews 39 (2020) 4, pp. 362-372

Persistent link: https://www.econbiz.de/10012181428

An investigation of bootstrap methods for estimating the standard error of equating under the common-item nonequivalent groups design

Wang, Chunxin - 2011

parametric and nonparametric bootstrap methods for estimating the standard error of equating (SEE) under the common … the CPM of one. (3) The nonparametric bootstrap method generally produced less accurate estimates of the SEE than the … smaller. When the sample size was equal to or larger than 3,000, the differences between the nonparametric bootstrap method …

Persistent link: https://www.econbiz.de/10009466018

Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators

Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10011487564

A new approach to unidimensional poverty analysis : application to the Tunisian case

Zedini, Asma; Belhadj, Besma - In: The review of income and wealth : journal of the … 61 (2015) 3, pp. 465-476

Persistent link: https://www.econbiz.de/10011404409

How did the financial crisis alter the correlations of U.S. yield spreads?

Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of Empirical Finance 28 (2014) C, pp. 362-385

Great Financial Crisis of 2007–09. Using cross-sectional methods and nonparametric bootstrap breakpoint tests, we …

Persistent link: https://www.econbiz.de/10010939538