Search Results - subject:"Subsampling"

Testing collinearity of vector time series

McElroy, Tucker; Jach, Agnieszka - In: The econometrics journal 22 (2019) 2, pp. 97-116

Persistent link: https://www.econbiz.de/10012166700

Testing censoring point independence

Frandsen, Brigham R. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 496-505

Persistent link: https://www.econbiz.de/10012178191

Stochastic spanning

Arvanitis, Stelios; Hallam, Mark; Post, Thierry; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 573-585

Persistent link: https://www.econbiz.de/10012178998

Are Shocks to Energy Consumption Persistent? Evidence from Subsampling Confidence Intervals.

Fallahi, Firouz; Karimi, Mohammad; Voia, Marcel-Cristian - Carleton University, Department of Economics - 2014

different subsampling confidence intervals introduced by Romano and Wolf (2001). These confidence intervals are much more …

Persistent link: https://www.econbiz.de/10010928929

Applications of Subsampling, Hybrid, and Size-Correction Methods

Andrews, Donald W.K.; Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2007

This paper analyzes the properties of subsampling, hybrid subsampling, and size-correction methods in two non …-sided subsampling tests and confidence intervals (CIs) based on the 2SLS t statistic do not have correct asymptotic size. This holds for … both fully- and partially-studentized t statistics. But, subsampling procedures based on the partially-studentized t …

Persistent link: https://www.econbiz.de/10005093953

Estimating alternative technology sets in nonparametric efficiency analysis: Restriction tests for panel and clustered data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - 2013

Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive-based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....

Persistent link: https://www.econbiz.de/10010292679

Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes

Lenart, Łukasz; Pipień, Mateusz - In: Central European Journal of Economic Modelling and … 5 (2013) 2, pp. 85-102

non-stationary processes. The constructed test is based on a method of subsampling and on the spectral theory of Almost …. We build subsampling test justifying the significance of frequencies obtained from the Fourier representation of the …

Persistent link: https://www.econbiz.de/10010875634

Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - Robert Schuman Centre for Advanced Studies (RSCAS), … - 2013

Persistent link: https://www.econbiz.de/10010857549

Estimating Alternative Technology Sets in Nonparametric Efficiency Analysis: Restriction Tests for Panel and Clustered Data

Neumann, Anne; Nieswand, Maria; Schubert, Torben - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013

Nonparametric efficiency analysis has become a widely applied technique to support industrial benchmarking as well as a variety of incentive- based regulation policies. In practice such exercises are often plagued by incomplete knowledge about the correct specifications of inputs and outputs....

Persistent link: https://www.econbiz.de/10010632799

Testing for Granger-causality in quantiles

Troster, Victor - In: Econometric reviews 37 (2018) 6/10, pp. 850-866

Persistent link: https://www.econbiz.de/10012040414