Search Results - subject:"bootstrap method"

Bootstrapping non-stationary stochastic volatility

Boswijk, Herman Peter; Cavaliere, Giuseppe; Georgiev, Iliyan - 2019

To what extent can the bootstrap be applied to conditional mean models | such as regression or time series models | when the volatility of the innovations is random and possibly non-stationary? In fact, the volatility of many economic and financial time series displays persistent changes and...

Persistent link: https://www.econbiz.de/10012129325

Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH

Lütkepohl, Helmut; Schlaak, Thore - In: Journal of economic dynamics & control 101 (2019), pp. 41-61

Persistent link: https://www.econbiz.de/10012131020

Estimating the efficiency of a sustainable Chinese tourism industry using bootstrap technology rectification

Song, Malin; Li, Hui - In: Technological forecasting & social change : an … 143 (2019), pp. 45-54

Persistent link: https://www.econbiz.de/10012133721

Reaching for the stars : attention to multiple testing problems and method recommendations using simulation for business research

Bartenschlager, Christina C.; Brunner, Jens O. - In: Journal of business economics : JBE 89 (2019) 4, pp. 447-479

Persistent link: https://www.econbiz.de/10012007912

An investigation on bootstrapping forecasting methods for intermittent demands

Hasni, M.; Babai, M. Z.; Aguir, M. S.; Jemai, Z. - In: International journal of production economics 209 (2019), pp. 20-29

Persistent link: https://www.econbiz.de/10012013058

Simulation-based estimation of the real demand in bike-sharing systems in the presence of censoring

Negahban, Ashkan - In: European journal of operational research : EJOR 277 (2019) 1, pp. 317-332

Persistent link: https://www.econbiz.de/10012015035

Is that factor just lucky? : Australian evidence

Hoang, Khoa; Cannavan, Damien; Gaunt, Clive; Huang, Ronghong - In: Pacific-Basin finance journal 57 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012170402

Forecasting value at risk (VaR) for emerging and developed markets

Naimy, Viviane; Bou Zeidan, Melissa - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 3, pp. 153-174

Persistent link: https://www.econbiz.de/10012173924

Are institutions a crucial determinant of cross country economic efficiency? : a two-stage double bootstrap data envelopment analysis

Siddiqui, Danish Ahmed; Masood Ahmed, Qazi - In: Theoretical and applied economics : GAER review 26 (2019) 1/618, pp. 89-114

Persistent link: https://www.econbiz.de/10012174192

Nonparametric statistical analysis of production

Mastromarco, Camilla; Simar, Léopold; Wilson, Paul W. - In: The Palgrave handbook of economic performance analysis, (pp. 301-382). 2019

A rich literature on the analysis of efficiency in production has developed since pioneering work of Tjalling Koopmans and George Debreu in the 1950s. This literature includes work by researchers in economics, econometrics, management science, operations research, mathematical statistics and...

Persistent link: https://www.econbiz.de/10012175845