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  • Search: subject:"Randomization test"
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Year of publication
Subject
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Resampling 130 Resampling method 130 Theorie 53 Theory 53 Estimation theory 45 Schätztheorie 45 Bootstrap approach 21 Bootstrap-Verfahren 21 Time series analysis 15 Zeitreihenanalyse 15 Nichtparametrisches Verfahren 14 Nonparametric statistics 14 Monte Carlo simulation 13 Statistical test 13 Statistischer Test 13 Monte-Carlo-Simulation 12 Portfolio selection 12 Portfolio-Management 12 Regression analysis 11 Regressionsanalyse 11 IV-Schätzung 10 Instrumental variables 10 Causality analysis 9 Kausalanalyse 9 Central bank 8 Consumer attitudes 8 Data collection method 8 Erhebungstechnik 8 Forecasting model 8 Illegal immigration 8 Illegale Migration 8 Induktive Statistik 8 Inflation expectations 8 Inflationserwartung 8 Prognoseverfahren 8 Public relations 8 Statistical inference 8 Verbrauchereinstellung 8 Zentralbank 8 randomization test 8
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Online availability
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Free 66 Undetermined 27 CC license 4
Type of publication
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Book / Working Paper 84 Article 63
Type of publication (narrower categories)
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Article in journal 52 Aufsatz in Zeitschrift 52 Graue Literatur 46 Non-commercial literature 46 Arbeitspapier 45 Working Paper 45 Aufsatz im Buch 5 Book section 5 Hochschulschrift 4 Collection of articles of several authors 2 Sammelwerk 2 Thesis 2 Aufsatzsammlung 1 Conference paper 1 Konferenzbeitrag 1 No longer published / No longer aquired 1 Reprint 1
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Language
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English 135 Undetermined 6 German 4 Polish 2
Author
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Chao, John C. 8 Gorodnichenko, Yuriy 8 McKenzie, David J. 8 Siegel, Melissa 8 Swanson, Norman R. 8 Weber, Michael 8 Coibion, Olivier 7 Hausman, Jerry A. 7 Newey, Whitney K. 7 Woutersen, Tiemen 7 Chambers, Marcus J. 6 Berkowitz, Jeremy 4 Birgean, Ionel 4 Friebel, Guido 4 Gottschalk, Sandra 4 Heinz, Matthias 4 Kilian, Lutz 4 Michaud, Richard O. 4 Zubanov, Nick 4 Bouguen, Adrien 3 Cattaneo, Matias D. 3 Chen, Heng 3 Frölich, Markus 3 Hörner, Denise 3 Oelerich, Andreas 3 Phillips, Peter C. B. 3 Shen, Q. Rallye 3 Wolf, Michael 3 Wollni, Meike 3 Yu, Jun 3 Cusicanqui, Oscar Augusto Martínez 2 Dhaene, Geert 2 Dufour, Jean-Marie 2 Escanciano, Juan Carlos 2 Frahm, Gabriel 2 Heckman, James J. 2 Horowitz, Joel 2 Jagannathan, Ravi 2 Jochmans, Koen 2 Karapakula, Ganesh 2
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Institution
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National Bureau of Economic Research 3 Department of Economics and Business, Universitat Pompeu Fabra 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Deutsche Forschungsgemeinschaft 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 Konjunkturinstitutet <Stockholm> 1 Massachusetts Institute of Technology / Department of Economics 1 Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn 1 University of Waterloo / Department of Economics 1 Universität Ulm 1
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Published in...
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Journal of econometrics 9 NBER working paper series 3 Working paper / National Bureau of Economic Research, Inc. 3 Annual review of economics 2 CEA_372Cass working paper series 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Discussion paper 2 Discussion paper series / IZA 2 Discussion paper series / University of Essex, Department of Economics 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Economics letters 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 NBER Working Paper 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 The econometrics of complex survey data : theory and applications 2 Working papers / Rutgers University, Department of Economics 2 Advances in econometrics 1 Advances in econometrics : a research annual 1 Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 1 Applied economics letters 1 Applying Kernel and nonparametric estimation to economic topics 1 BILTOKI 1 Boston College working papers in economics 1 CESifo Working Paper 1 CESifo working papers 1 CORE discussion papers : DP 1 Computational Statistics 1 Computational economics 1 Cowles Foundation discussion paper 1 Data science and management : DSM 1 Department of Economics discussion paper series / University of Oxford 1 Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB) 1 Discussion paper / A 1 Discussion paper / Central Bureau voor de Statistiek 1 Discussion paper / Centre for Economic Policy Research 1 Discussion paper series 1 Discussion papers in statistics and quantitative economics 1 ECONtribute discussion paper 1 Econ Journal Watch 1 Econometric Institute research papers 1
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Source
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ECONIS (ZBW) 138 RePEc 8 Other ZBW resources 1
Showing 41 - 50 of 147
Cover Image
On Jackknife-after-bootstrap method for dependent data
Beyaztas, Ufuk; Beyaztas, Beste H. - In: Computational economics 53 (2019) 4, pp. 1613-1632
Persistent link: https://www.econbiz.de/10012135579
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Bootstrap methods in econometrics
Horowitz, Joel - In: Annual review of economics 11 (2019), pp. 193-224
Persistent link: https://www.econbiz.de/10012623431
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Two-step estimation and inference with possibly many included covariates
Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei - In: The review of economic studies : RES 86 (2019) 3, pp. 1095-1122
Persistent link: https://www.econbiz.de/10012110696
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Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 methods-of-payment surveyquestionnaire
Chen, Heng; Shen, Q. Rallye - In: The econometrics of complex survey data : theory and …, (pp. 87-106). 2019
Persistent link: https://www.econbiz.de/10012104613
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Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire
Chen, Heng; Shen, Q. Rallye - In: The econometrics of complex survey data : theory and …, (pp. 87-106). 2019
Sampling units for the 2013 Methods-of-Payment survey were selected through an approximate stratified two-stage sampling design. To compensate for nonresponse and noncoverage and ensure consistency with external population counts, the observations are weighted through a raking procedure. We...
Persistent link: https://www.econbiz.de/10015091197
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Replicability and Pitfalls in the Interpretation of Resampled Data: A Correction and a Randomization Test for Anwar and Fang
Dragan Ilić - In: Econ Journal Watch 11 (2014) 3, pp. 250-276
how a simple extension to their method improves robustness. In another appendix I put forth an alternative randomization … test that seems more appropriate when testing such resampled data. …
Persistent link: https://www.econbiz.de/10011019964
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A Theoretical Foundation of Portfolio Resampling
Frahm, Gabriel - 2014
A portfolio-resampling procedure invented by Richard and Robert Michaud is the subject of a highly controversial discussion and big scientific dispute. It has been evaluated in many empirical studies and Monte Carlo experiments. Apart from the contradictory findings, the Michaud approach still...
Persistent link: https://www.econbiz.de/10013065953
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Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 Methods-of-Payment survey questionnaire
Chen, Heng; Shen, Q. Rallye - 2014
Persistent link: https://www.econbiz.de/10011311429
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Variance Estimation and Prediction of Gini Coefficient for Income Distribution Using Asymptotic Expansions and Resampling Methods
Frangos, Christos C. - 2014
In the present paper we consider the Coefficient of Gini (Kendall and Stuart, 1982), for income distribution. This statistic is derived from data showing the annual taxes paid by the Greek taxpayers, for years 1960 to 1996. An intractable issue is the estimation of its variance because of the...
Persistent link: https://www.econbiz.de/10012750898
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Out-Of Sample Tests of Resampled Efficiency
Michaud, Richard O. - 2014
Persistent link: https://www.econbiz.de/10013057573
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