Search Results - subject:"bootstrap method"

A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962 - 2000

Zhu, Feng - 2005

"We provide stylized facts on the evolving shape dynamics of the US personal income distribution from 1962 to 2000. Based on adaptive kernel density estimation, we propose an adaptive bootstrap test for multimodality. Our results indicate that multimodality has been a predominant feature of the...

Persistent link: https://www.econbiz.de/10003158571

Estimation of environmental efficiencies of economies and shadow prices of pollutants in countries in transition

Salnykov, Mykhaylo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003282953

Testing the parametric form of the volatility in continuous time diffusion models : an empirical process approach

Dette, Holger (contributor); Podolskij, Mark (contributor) - 2005

Persistent link: https://www.econbiz.de/10003354240

Consistent testing for poverty dominance

Thuysbaert, Bram (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003291710

Testing for stochastic dominance efficiency

Scaillet, Olivier (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003078845

Testing parameter stability : a wild bootstrap approach

O'Reilly, Gerard (contributor); Whelan, Karl (contributor) - 2005

suggest a \sieve bootstrap" method that simulates the estimated full-sample process for the dependent variable. Hansen … values, Diebold and Chen recommend a so-called \sieve bootstrap" method which works as follows. The AR(1) model is estimated … conjecture: For the variance break DGP, the wild bootstrap method produces smaller size biases for all of the cases that we …

Persistent link: https://www.econbiz.de/10003404293

Is there an optimum level of financial activity?

Graff, Michael (contributor) - 2005

This paper addresses the notion of an "optimum level of financial activity" that is contingent on a country's general level of development. Referring to threshold regressions and a bootstrap test for structural shift of the finance regressor in a growth equation, it is shown that countries gain...

Persistent link: https://www.econbiz.de/10003214344

Empirical likelihood confidence intervals for the mean of a long-range dependent process

Nordman, Dan (contributor); Sibbertsen, Philipp (contributor) - 2005

This paper considers blockwise empirical likelihood for real-valued linear time processes which may exhibit either short- or long-range dependence. Empirical likelihood approaches intended for weakly dependent time series can fail in the presence of strong dependence. However, a modified...

Persistent link: https://www.econbiz.de/10003214820

Synchronous bootstrapping of seemingly unrelated regressions

Taylor, Greg (contributor); Mc Guire, Gráinne (contributor) - 2005

Persistent link: https://www.econbiz.de/10003145406

Efficiency and productivity of Norwegian tax offices

Førsund, Finn R. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003180775