Search Results - subject:"Parametric bootstrap method"

Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator

Kim, Byungsoo - In: Economics letters 162 (2018), pp. 93-97

Persistent link: https://www.econbiz.de/10011939772

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

Wang, Chunxin - 2011

The purpose of this study was to investigate the performance of the parametric bootstrap method and to compare the ….When the performance of the parametric bootstrap method was investigated, bivariate polynomial log-linear models were employed … parametric bootstrap method. However, as the sample size increased, the differences between the two bootstrap methods became …

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

Entropy test and residual empirical process for autoregressive conditional duration models

Lee, Sangyeol; Oh, Haejune - In: Computational Statistics & Data Analysis 86 (2015) C, pp. 1-12

analysis are conducted. In the implementation of the test, a parametric bootstrap method is employed. …

Persistent link: https://www.econbiz.de/10011191024