Search Results - subject:"Subsampling"

Performance of private higher education institutions in Vietnam : evidence using DEA-based bootstrap directional distance approach with quasi-fixed inputs

Villano, Renato Andrin; Tran, Carolyn-Dung T. T. - In: Applied economics 50 (2018) 55, pp. 5966-5978

Persistent link: https://www.econbiz.de/10012062959

To misreport or not to report? The measurement of household financial wealth

Neri, Andrea; Ranalli, Maria Giovanna - Banca d'Italia - 2012

The objective of the paper is to adjust for the bias due to unit non-response and measurement error in survey estimates of total household financial wealth. Sample surveys are a useful source of information on household wealth. Yet, survey estimates are affected by non-sampling errors. In...

Persistent link: https://www.econbiz.de/10011099692

Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series

McElroy, Tucker S.; Politis, Dimitris N. - Department of Economics, University of California-San … - 2012

- both the subsampling method and a plug-in approach. Extensive simulation studies compare the size and power of both … approaches as applied to hypothesis testing for the mean. Both methods perform wellÂ - although the subsampling method appears to …

Persistent link: https://www.econbiz.de/10010817553

Almost periodically correlated time series in business fluctuations analysis

Pipień, Mateusz; Lenart, Łukasz - Narodowy Bank Polski - 2012

We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of …

Persistent link: https://www.econbiz.de/10009646032

Tests for an end-of-sample bubble in financial time series

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666

Persistent link: https://www.econbiz.de/10011795312

Inference from high-frequency data : a subsampling approach

Christensen, Kimberly; Podolskij, Mark; Thamrongrat, Nopporn - In: Journal of econometrics 197 (2017) 2, pp. 245-272

Persistent link: https://www.econbiz.de/10011818358

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American journal of business : applying research to … 32 (2017) 1, pp. 48-79

Persistent link: https://www.econbiz.de/10011799619

Stochastic convergence in per capita energy use in world

Fallahi, Firouz - In: Energy economics 65 (2017), pp. 228-239

Persistent link: https://www.econbiz.de/10011803955

Optimal diversification, stochastic dominance, and sampling error

Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: American Journal of Business 32 (2017) 1, pp. 58-79

strategy choice using the nonparametric SD test by Linton et al. (2005) based on sub-sampling simulated p values. The authors … test by Linton et al. (2005) based on subsampling simulated p values to analyze the impact of sampling errors on optimal …

Persistent link: https://www.econbiz.de/10014668359

A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter

Andrews, Donald W.K.; Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2011

This paper introduces a new confidence interval (CI) for the autoregressive parameter (AR) in an AR(1) model that allows for conditional heteroskedasticity of general form and AR parameters that are less than or equal to unity. The CI is a modification of Mikusheva's (2007a) modification of...

Persistent link: https://www.econbiz.de/10011184579