Search Results - subject:"maximum entropy bootstrap"

Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective

Heracleous, Maria; Koutris, Andreas; Spanos, Aris - Society for Computational Economics - SCE - 2006

In the 1980s and 1990s the issue of non-stationarity in economic time series has been in the context of unit roots vs. mean trends in AR(p) models. More recently this perspective has been extended to include structural breaks. In this paper we take a much broader perspective by viewing the...

Persistent link: https://www.econbiz.de/10005706200

A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach

Chaiboonsri, Chukiat; Chaitip, Prasert - In: International Journal of Computational Economics and … 3 (2013) 1/2, pp. 14-26

using maximum entropy bootstrap (MEB) to test with data in time series from Stock Market of Thailand. The MEB is … influence significant relationship showed that believed maximum entropy bootstrap with powerful tool than conventional …

Persistent link: https://www.econbiz.de/10010816687

A boundary analysis of ICT firms on Thailand stock market : a maximum entropy bootstrap approach and Highest Density Regions (HDR) approach

Chaiboonsri, Chukiat; Chaitip, Prasert - In: International journal of computational economics and … 3 (2013) 1/2, pp. 14-26

Persistent link: https://www.econbiz.de/10010250326