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  • Search: subject:"Weighted bootstrap"
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Year of publication
Subject
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Bootstrap-Verfahren 19 Bootstrap approach 17 Weighted bootstrap 14 weighted bootstrap 12 Theorie 11 Theory 11 Regression analysis 8 Regressionsanalyse 8 Schätztheorie 5 quantile regression 5 Detrended fluctuation analysis (DFA) 4 Greece 4 Insurance 4 Insurance loss 4 Ireland 4 Italy 4 Market efficiency 4 Nichtparametrisches Verfahren 4 Portugal 4 Random weighted bootstrap 4 Return predictability 4 Risikomodell 4 Risk model 4 Spain 4 Stock markets 4 Versicherung 4 misspecified model 4 random weighted bootstrap 4 ARCH model 3 ARCH-Modell 3 Automatic variance-ratio test 3 Estimation theory 3 Forecasting model 3 Gaussian approximation 3 Hadamard differentiability of the counterfactual operator 3 Pinsker's inequality 3 Prognoseverfahren 3 Risiko 3 Risikomanagement 3 Risikomaß 3
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Online availability
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Undetermined 20 Free 19
Type of publication
All
Article 26 Book / Working Paper 16
Type of publication (narrower categories)
All
Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 9 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 research-article 1
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Language
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English 25 Undetermined 17
Author
All
Peng, Liang 7 Chen, Xiaohong 5 Kumar, Dilip 5 Zhilova, Mayya 5 Chernozhukov, Victor 3 Hall, Peter 3 Long, Wei 3 Melly, Blaise 3 Pouzo, Demian 3 Yang, Bingduo 3 Fernández-Val, Iván 2 Fung, Tsz Chai 2 Henderson, Daniel J. 2 Hsu, Yu-Chin 2 Kang, Seul Ki 2 List, John A. 2 Liu, Xiaohui 2 Millimet, Daniel L. 2 Parmeter, Christopher F. 2 Price, Michael K. 2 Shiu, Ji-Liang 2 Spokoiny, Vladimir 2 Wan, Yuanyuan 2 Yao, Qiwei 2 Alvarez-Andrade, Sergio 1 Bou Zeidan, Melissa 1 Bouzebda, Salim 1 CHO, JIN SEO 1 Cools, Ronald 1 Cribari-Neto, F. 1 Fernandez-Val, Ivan 1 Golub, Andrew 1 He, Yi 1 Hou, Yanxi 1 ISHIDA, ISAO 1 Janssen, Arnold 1 Kolenikov, Stanislav 1 Li, Yinhuan 1 Liu, Ying 1 Lo, Chia Chun 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Centre for Microdata Methods and Practice (CEMMAP) 1 Economic Research Institute, College of Business and Economics 1 School of Economics and Finance, Business School 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Studies in Economics and Finance 3 cemmap working paper 3 Annals of the Institute of Statistical Mathematics 2 Cowles Foundation Discussion Papers 2 Insurance 2 Journal of econometrics 2 SFB 649 Discussion Paper 2 SFB 649 discussion paper 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Econometric Reviews 1 Econometric reviews 1 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 1 Insurance : mathematics and economics 1 Journal of Econometrics 1 Journal of applied econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial econometrics 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 SFB 649 Discussion Papers 1 Scandinavian actuarial journal 1 School of Economics and Finance Discussion Papers and Working Papers Series 1 Stata Journal 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Studies in economics and finance 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Theoretical economics letters 1 Working paper / University of Toronto, Department of Economics 1 Working papers / Economic Research Institute, College of Business and Economics 1
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Source
All
RePEc 18 ECONIS (ZBW) 17 EconStor 5 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 42
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Causal inference of general treatment effects using neural networks with a diverging number of confounders
Chen, Xiaohong; Liu, Ying; Ma, Shujie; Zhang, Zheng - In: Journal of econometrics 238 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10015073837
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Testing identification conditions of LATE in fuzzy regression discontinuity designs
Hsu, Yu-Chin; Shiu, Ji-Liang; Wan, Yuanyuan - 2023
Persistent link: https://www.econbiz.de/10014388722
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A unified predictability test using weighted inference and random weighted bootstrap
Yang, Bingduo; Long, Wei; Liu, Xiaohui; Peng, Liang - In: Journal of financial econometrics 23 (2025) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10015339749
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Improving detections of serial dynamics for longitudinal actuarial data with underwriting-controlled testing
Fung, Tsz Chai - In: Insurance : mathematics and economics 123 (2025), pp. 1-14
Persistent link: https://www.econbiz.de/10015432100
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Correlated errors challenge vulnerable growth
Long, Wei; Peng, Liang; Yang, Bingduo - In: Journal of applied econometrics 40 (2025) 6, pp. 715-721
Persistent link: https://www.econbiz.de/10015463334
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Risk analysis via generalized pareto distributions
He, Yi; Peng, Liang; Zhang, Dabao; Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
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Testing identification conditions of LATE in fuzzy regression discontinuity designs
Hsu, Yu-Chin; Shiu, Ji-Liang; Wan, Yuanyuan - In: Journal of econometrics 241 (2024) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10015075145
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Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan; Fung, Tsz Chai; Peng, Liang; Qian, Linyi - In: Insurance 113 (2023), pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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Three-step risk inference in insurance ratemaking
Hou, Yanxi; Kang, Seul Ki; Lo, Chia Chun; Peng, Liang - In: Insurance 105 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013348894
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