Search Results - subject:"maximum entropy bootstrap"

Deposit dollarization in Turkey : a rolling window analysis

Yasemin, A.; Yalta, A. Talha - 2022

Persistent link: https://www.econbiz.de/10014487179

Multi-process-based maximum entropy bootstrapping estimator: Application for net foreign direct investment in ASEAN

In: Economies 7 (2019) 3, pp. 1-13

inform the directions of FDI. For computational modelling, the AR-GARCH model was created using the maximum entropy bootstrap … estimation. Nonparametric techniques consisting of the maximum entropy bootstrap method and cross-entropy algorithm were applied …

Persistent link: https://www.econbiz.de/10013199576

Multi-process-based maximum entropy bootstrapping estimator : application for net foreign direct investment in ASEAN

Arisara Romyen; Chukiat Chaiboonsri; Satawat Wannapan; … - In: Economies : open access journal 7 (2019) 3/64, pp. 1-13

Persistent link: https://www.econbiz.de/10012025358

Bootstrap version of Rao-Blackwellization to two-step and instrumental variable estimators

Vinod, Hrishikesh D. - In: Journal of quantitative economics 20 (2022), pp. 49-69

Persistent link: https://www.econbiz.de/10013441606

Time varying determinants of us demand for defense spending in the post-Cold War era

Yalta, A. Talha; Tüzün, Furkan - In: Defence and peace economics 32 (2021) 7, pp. 829-846

Persistent link: https://www.econbiz.de/10012802224

Financial development and economic growth nexus for Pakistan : a revisit using maximum entropy bootstrap approach

Khan, Aqil; Ahmed, Mumtaz; Bibi, Salma - In: Empirical economics : a journal of the Institute for … 57 (2019) 4, pp. 1157-1169

Persistent link: https://www.econbiz.de/10012115279

Energy consumption and gross domestic product in the Philippines : an application of maximum entropy bootstrap framework

Barroga, Kenneth; Tan-Cruz, Agustina - In: International journal of computational economics and … 8 (2018) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011990354

An Omnibus Test to Detect Time-Heterogeneity in Time Series

Guegan, Dominique; Peretti, Philippe De - HAL - 2012

for the variance. Our test uses the recently introduced maximum entropy bootstrap, designed to capture both time …

Persistent link: https://www.econbiz.de/10010930207

Are Inflation Forecasts from Major Swedish Forecasters Biased?

Lundholm, Michael - Nationalekonomiska institutionen, Stockholms Universitet - 2010

entropy bootstrap for inference bias is significant whereas inference using HAC indicates insignificance. … horizons below one year and in the order of 0.1 and 0.6 (depending on inflation measure) above one year. Using the maximum …

Persistent link: https://www.econbiz.de/10008494017

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