EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"bootstrap tests"
Narrow search

Narrow search

Year of publication
Subject
All
bootstrap tests 14 Bootstrap approach 5 Bootstrap-Verfahren 5 Estimation theory 3 Schätztheorie 3 Statistischer Test 3 Stochastic dominance 3 Theorie 3 Bootstrap tests 2 Causality analysis 2 Causality tests 2 Diversification gains 2 EMU 2 Estimation 2 F-tests 2 Fractile Graphical Analysis 2 Kausalanalyse 2 Multivariate stationarity 2 Schätzung 2 Statistical test 2 Structural change 2 Studentized bootstrap tests 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 accountability 2 block-bootstrap tests 2 geographic diversification 2 industry diversification 2 large sample distributions 2 long range 2 measurement of inequality 2 monte carlo experiments 2 multidimensional poverty 2 multinomial sampling 2 multiple testing 2 mutual fund returns 2 non-parametric regression 2 ordered response data 2 private equity returns 2
more ... less ...
Online availability
All
Free 21 CC license 2
Type of publication
All
Book / Working Paper 14 Article 7
Type of publication (narrower categories)
All
Article in journal 4 Aufsatz in Zeitschrift 4 Working Paper 4 Article 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
more ... less ...
Language
All
English 19 Undetermined 2
Author
All
Batana, Yélé Maweki 3 Duclos, Jean-Yves 3 Abul Naga, Ramses H. 2 Bera, Anil K. 2 Boutahar, Mohamed 2 Ehling, Paul 2 Ghosh, Aurobindo 2 Hidalgo, Javier 2 JOUINI, Jamel 2 Lehrer, Steven F. 2 Pohl, R. Vincent 2 Ramos, Sofia Brito 2 Song, Kyungchul 2 Stapenhurst, Christopher 2 Weeks, M. 2 Yalonetzky, Gastón 2 Burridge, Peter 1 Corrado, L. 1 Corrado, Luisa 1 Farnè, Matteo 1 Kapetanios, G. 1 Kapetanios, George 1 Montanari, Angela 1 Stengos, Thanasēs 1 Taylor, Robert 1 Weeks, Melvyn 1 Weeks, Melvyn J. 1 Yazgan, Mustafa Ege 1
more ... less ...
Institution
All
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Faculty of Economics, University of Cambridge 2 Econometric Society 1 European Central Bank 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
Published in...
All
Cahiers de recherche 3 Cambridge Working Papers in Economics 2 Economics Bulletin 2 Cambridge working papers in economics 1 Computational economics 1 ECB Working Paper 1 Econometric Society 2004 North American Summer Meetings 1 Econometrics 1 Econometrics : open access journal 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 LSE Research Online Documents on Economics 1 Ruhr Economic Papers 1 Ruhr economic papers 1 STICERD - Econometrics Paper Series 1 Working Paper 1 Working Paper Series / European Central Bank 1
more ... less ...
Source
All
RePEc 11 ECONIS (ZBW) 5 EconStor 5
Showing 1 - 10 of 21
Cover Image
Fractile graphical analysis in finance: A new perspective with applications
Bera, Anil K.; Ghosh, Aurobindo - In: Journal of Risk and Financial Management 15 (2022) 9, pp. 1-20
Fractile Graphical Analysis (FGA) was proposed by Prasanta Chandra Mahalanobis in 1961 as a method for comparing two distributions at two different points (of time or space) controlling for the rank of a covariate through fractile groups. We use bootstrap techniques to formalize the heuristic...
Persistent link: https://www.econbiz.de/10014332611
Saved in:
Cover Image
Fractile graphical analysis in finance : a new perspective with applications
Bera, Anil K.; Ghosh, Aurobindo - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-20
Fractile Graphical Analysis (FGA) was proposed by Prasanta Chandra Mahalanobis in 1961 as a method for comparing two distributions at two different points (of time or space) controlling for the rank of a covariate through fractile groups. We use bootstrap techniques to formalize the heuristic...
Persistent link: https://www.econbiz.de/10013401813
Saved in:
Cover Image
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo; Montanari, Angela - In: Computational economics 59 (2022) 3, pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
Cover Image
Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function
Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometrics 8 (2020) 1, pp. 1-15
We examine the performance of asymptotic inference as well as bootstrap tests for the Alphabeta and Kobus-Mi±o´s family …
Persistent link: https://www.econbiz.de/10012696271
Saved in:
Cover Image
Asymptotic versus bootstrap inference for inequality indices of the cumulative distribution function
Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometrics : open access journal 8 (2020) 1/8, pp. 1-15
We examine the performance of asymptotic inference as well as bootstrap tests for the Alphabeta and Kobus-Miłoś family …
Persistent link: https://www.econbiz.de/10012265388
Saved in:
Cover Image
Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals' characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
Persistent link: https://www.econbiz.de/10011994802
Saved in:
Cover Image
Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on individuals’ characteristics and location on the outcome distribution. Using data from a large-scale Pakistani school report card experiment, we consider tests for treatment...
Persistent link: https://www.econbiz.de/10011994704
Saved in:
Cover Image
Robust tests for convergence clubs
Corrado, Luisa; Stengos, Thanasēs; Weeks, Melvyn; … - 2018
Persistent link: https://www.econbiz.de/10012672314
Saved in:
Cover Image
Tests for Convergence Clubs
Corrado, L.; Weeks, M. - Faculty of Economics, University of Cambridge - 2011
In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations tests which are founded upon an omnibus null hypothesis are characterised by a number of problems. In this paper we consider a broad...
Persistent link: https://www.econbiz.de/10009024910
Saved in:
Cover Image
The finite-sample properties of bootstrap tests in multiple structural change models
JOUINI, Jamel; Boutahar, Mohamed - In: Economics Bulletin 30 (2010) 1, pp. 55-66
We propose bootstrap methods to approximate the distributions of test statistics for multiple structural breaks. The major advantage of these methods is that they allow freeing us from the constraints imposed by the asymptotic theory on parameters of the model. We also find that the asymptotic...
Persistent link: https://www.econbiz.de/10008476260
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...