Search Results - subject:"Subsampling."

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

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

Competition, efficiency and stability : an empirical study of East Asian commercial banks

Phan, Hien Thu; Anwar, Sajid; Alexander, W. Robert J.; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012201347

Determinants of dining satisfaction

Lee, Jinha; Whaley, Jeremy E. - In: Journal of hospitality marketing & management 28 (2019) 3, pp. 351-378

Persistent link: https://www.econbiz.de/10012176667

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

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

Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution

Wang, Chao; Chen, Qian; Gerlach, Richard - In: Quantitative finance 19 (2019) 6, pp. 1017-1042

Persistent link: https://www.econbiz.de/10012194739

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

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