Search Results - subject:"bootstrap method"

A note on multi-step forecasting with functional coefficient autoregressive models

Harvill, Jane L.; Ray, Bonnie K. - In: International journal of forecasting 21 (2005) 4, pp. 717-727

Persistent link: https://www.econbiz.de/10003150697

A mild skepticism on nonlinear forecasting : some comments on the paper by Harvill and Ray

Crato, Nuno - In: International journal of forecasting 21 (2005) 4, pp. 729-730

Persistent link: https://www.econbiz.de/10003150698

Testing for market efficiency in gambling markets : some observations and new statistical tests based on a bootstrap method

Paya, Ivan A.; Peel, David; Law, David; Peirson, John - In: Information efficiency in financial and betting markets, (pp. 346-365). 2005

Persistent link: https://www.econbiz.de/10003238566

Testing chaotic dynamics via Lyapunov exponents

Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - In: Journal of applied econometrics 20 (2005) 7, pp. 911-930

Persistent link: https://www.econbiz.de/10003243480

Robust GMM tests for structural breaks

Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - In: Journal of econometrics 129 (2005) 1/2, pp. 139-182

Persistent link: https://www.econbiz.de/10003172760

A parametric bootstrap test for cycles

Dalla, Violetta; Hidalgo, Javier - In: Journal of econometrics 129 (2005) 1/2, pp. 219-261

Persistent link: https://www.econbiz.de/10003172770

Testing for structural change in regression with long memory processes

Lazarová, Stěpána - In: Journal of econometrics 129 (2005) 1/2, pp. 329-372

Persistent link: https://www.econbiz.de/10003172800

How useful is bagging in forecasting economic time series? : A case study of US CPI inflation

Inoue, Atsushi; Kilian, Lutz - 2005

Persistent link: https://www.econbiz.de/10003187611

Regeneration-based statistics for Harris recurrent Markov chains

Bertail, Patrice; Clémençon, Stéphan - 2005

Persistent link: https://www.econbiz.de/10003189135

Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes

Corradi, Valentina (contributor); … - 2005

Our objectives in this paper are twofold. First, we introduce block bootstrap techniques that are (first order) valid in recursive estimation frameworks. Thereafter, we present two examples where predictive accuracy tests are made operational using our new bootstrap procedures. In one...

Persistent link: https://www.econbiz.de/10003698514