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  • Search: subject:"Subsampling."
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Year of publication
Subject
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Subsampling 82 subsampling 55 Schätztheorie 37 Estimation theory 36 Bootstrap 22 Theorie 22 Theory 20 Nichtparametrisches Verfahren 18 Zeitreihenanalyse 17 Bootstrap-Verfahren 16 Nonparametric statistics 15 Time series analysis 15 Bootstrap approach 14 bootstrap 13 Regression analysis 12 Sampling 12 Stichprobenerhebung 12 Stochastischer Prozess 12 Regressionsanalyse 11 Statistischer Test 11 Stochastic process 11 Estimation 10 Schätzung 10 Statistical test 10 Induktive Statistik 9 Statistical inference 9 Confidence interval 8 Data envelopment analysis 8 Forecasting model 8 Prognoseverfahren 8 Mathematical programming 7 Mathematische Optimierung 7 Monte Carlo simulation 7 Monte-Carlo-Simulation 7 Portfolio selection 7 Portfolio-Management 7 Market microstructure 6 Portfolio choice 6 Volatility 6 Volatilität 6
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Online availability
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Free 87 Undetermined 58 CC license 1
Type of publication
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Book / Working Paper 89 Article 75 Other 2
Type of publication (narrower categories)
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Article in journal 50 Aufsatz in Zeitschrift 50 Working Paper 28 Graue Literatur 21 Non-commercial literature 21 Arbeitspapier 17 Article 2 Thesis 2 Hochschulschrift 1 research-article 1
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Language
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English 115 Undetermined 51
Author
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Linton, Oliver 13 Whang, Yoon-Jae 8 Post, Thierry 7 Schubert, Torben 7 Andrews, Donald W.K. 6 Lenart, Łukasz 6 Neumann, Anne 6 Nieswand, Maria 6 Sperlich, Stefan 6 Arvanitis, Stelios 5 Fallahi, Firouz 5 Guggenberger, Patrik 5 Kalouptsidi, Myrto 5 Kitamura, Yuichi 5 Maasoumi, Esfandiar 5 Pipień, Mateusz 5 Rodrigues, Eduardo Augusto de Souza 5 Wolf, Michael 5 Hallam, Mark 4 Johansson, Per 4 Lima, Lucas A. de 4 Moreira, Humberto 4 Moreira, Marcelo J. 4 Sjöstedt-de Luna, Sara 4 Song, Kyungchul 4 de Luna, Xavier 4 Barndorff-Nielsen, Ole E. 3 Camponovo, Lorenzo 3 Kalnina, Ilze 3 McElroy, Tucker 3 Mourão, Rafael 3 Neumeyer, Natalie 3 Otsu, Taisuke 3 Politis, Dimitris N. 3 Scaillet, Olivier 3 Shephard, Neil 3 Trojani, Fabio 3 Vávra, Marián 3 Whang, Yoon-jae 3 Abid, Fathi 2
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Institution
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Cowles Foundation for Research in Economics, Yale University 7 London School of Economics (LSE) 5 Econometric Society 4 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 4 Department of Economics and Business, Universitat Pompeu Fabra 3 Department of Economics, University of California-San Diego (UCSD) 2 EconWPA 2 HAL 2 School of Economics and Management, University of Aarhus 2 Banca d'Italia 1 Carleton University, Department of Economics 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Departamento de Economía, Facultad de Ciencias Económicas 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics, Oxford University 1 Department of Economics, University of Pennsylvania 1 Deutsche Bundesbank 1 Economics Group, Nuffield College, University of Oxford 1 Finance Research Centre, Oxford University 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1 Instytut Badañ Gospodarczych (IBG) 1 Narodowy Bank Polski 1 Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute 1 Southern Methodist University, Department of Economics 1 Universität Trier 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 8 Cowles Foundation Discussion Papers 7 Econometric reviews 5 Journal of econometrics 5 LSE Research Online Documents on Economics 5 Energy economics 4 Journal of Econometrics 4 STICERD - Econometrics Paper Series 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 cemmap working paper 4 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Econometrics 3 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 3 Swiss Finance Institute Research Paper Series 3 CREATES Research Papers 2 Econometric Society 2004 North American Winter Meetings 2 Econometrics papers 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 IZA Discussion Papers 2 Journal of Multivariate Analysis 2 Journal of Productivity Analysis 2 Journal of empirical finance 2 NBS working paper 2 Post-Print / HAL 2 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 2 The econometrics journal 2 University of California at San Diego, Economics Working Paper Series 2 Working Paper 2 American Journal of Business 1 American journal of business : applying research to practice ; AJB 1 Applied economics 1 Business Economics Working Papers 1 Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève 1 Carleton Economic Papers 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational Statistics 1 Cowles Foundation discussion paper 1 DIW Discussion Papers 1 Departmental Working Papers / Southern Methodist University, Department of Economics 1
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Source
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RePEc 78 ECONIS (ZBW) 71 EconStor 13 BASE 3 Other ZBW resources 1
Showing 61 - 70 of 166
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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
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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
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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
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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
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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 well - although the subsampling method appears to …
Persistent link: https://www.econbiz.de/10010817553
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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
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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
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Inference from high-frequency data : a subsampling approach
Christensen, Kim; Podolskij, Mark; Thamrongrat, Nopporn; … - In: Journal of econometrics 197 (2017) 2, pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
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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
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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
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