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  • Search: subject:"parametric bootstrap"
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Year of publication
Subject
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parametric bootstrap 43 Parametric bootstrap 38 Bootstrap-Verfahren 23 Bootstrap approach 21 Estimation theory 16 Schätztheorie 16 Parametric Bootstrap 9 non-parametric bootstrap 8 Theorie 7 Zeitreihenanalyse 7 Small area estimation 6 Statistical distribution 6 Statistische Verteilung 6 Schätzung 5 Simulation 5 Statistischer Test 5 Asymptotics 4 Edgeworth expansion 4 Estimation 4 Finite mixtures 4 Monte Carlo simulation 4 Nichtparametrisches Verfahren 4 Statistical test 4 Time series analysis 4 goodness-of-fit 4 maximum likelihood estimator 4 t statistic 4 Determinant 3 Eigenvalues 3 Finite Mixtures 3 Gauss-Newton 3 Income distribution 3 Linear mixed model 3 Matrix equality 3 Maximum likelihood estimation 3 Maximum-Likelihood-Schätzung 3 Modellierung 3 Newton-Raphson 3 Nonparametric statistics 3 Profiled likelihood ratio statistic 3
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Online availability
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Free 54 Undetermined 50 CC license 1
Type of publication
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Article 60 Book / Working Paper 52 Other 1
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Working Paper 13 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article 3 Thesis 2 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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Undetermined 61 English 50 French 1 Italian 1
Author
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Chen, Xiaohong 7 Ponomareva, Maria 6 Andrews, Donald W.K. 4 Dette, Holger 4 Tamer, Elie 4 Jumah, Adusei 3 Kubokawa, Tatsuya 3 Kunst, Robert M. 3 Molina, Isabel 3 Anhal, Rohin 2 Bozic, Marin 2 Cho, Jin Seo 2 Cowell, Frank A. 2 Davidson, Russell 2 Dufour, Jean-Marie 2 Emura, Takeshi 2 Fokianos, Konstantions 2 Fried, Roland 2 Gould, Brian W. 2 Grund, Birgit 2 Guerrier, Stéphane 2 Hill, Jonathan B. 2 Ismail, Noriszura 2 Iwasawa, Masamune 2 Jemain, Abdul 2 Jentsch, Carsten 2 Konno, Yoshihiko 2 Luger, Richard 2 Nagel, Eva-Renate 2 Neumeyer, Natalie 2 Newton, John 2 Orso, Samuel 2 Panovska, Irina B. 2 Podolskij, Mark 2 Polzehl, Jörg 2 Shinyie, Wendy 2 Sinclair, Tara M. 2 Tamer, Elie T. 2 Thraen, Cameron S. 2 Vetter, Mathias 2
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Institution
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Cowles Foundation for Research in Economics, Yale University 6 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 EconWPA 2 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 2 HAL 2 Agricultural and Applied Economics Association - AAEA 1 C.E.P.R. Discussion Papers 1 Carleton University, Department of Economics 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Applied Economics, College of Agricultural, Food, and Environmental Sciences 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Florida International University 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Victoria 1 Dipartimento di Economia, Università degli Studi di Perugia 1 Economic Research Institute, College of Business and Economics 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 School of Economics, UNSW Business School 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Vanderbilt University Department of Economics 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
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Computational Statistics 6 Cowles Foundation Discussion Papers 6 Computational Statistics & Data Analysis 5 Journal of Multivariate Analysis 4 Technical Report 3 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 3 Annals of the Institute of Statistical Mathematics 2 Econometrics 2 Econometrics : open access journal 2 Journal of Applied Statistics 2 Journal of econometrics 2 SSE/EFI Working Paper Series in Economics and Finance 2 Water Resources Management 2 Working Papers / HAL 2 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Accounting and finance 1 Applied Mathematical Finance 1 Applied economics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CEPR Discussion Papers 1 CIRANO Working Papers 1 CORE Discussion Papers 1 Cahiers de recherche 1 Carleton Economic Papers 1 CeMMAP working papers 1 Computing in Economics and Finance 2002 1 Cowles Foundation discussion paper 1 Discussion Papers / School of Economics, UNSW Business School 1 Documents de travail 1 Econometric Reviews 1 Econometric reviews 1 Econometrics Working Papers 1 Economic modelling 1 Economics Bulletin 1 Economics Letters 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics letters 1 Epidemiologic Methods 1 European journal of operational research : EJOR 1 Foundations and Trends(R) in Econometrics 1
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Source
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RePEc 75 ECONIS (ZBW) 23 EconStor 10 BASE 4 Other ZBW resources 1
Showing 21 - 30 of 113
Cover Image
Testing equality of covariance matrices via pythagorean means
Cho, Jin Seo; Phillips, Peter C. B. - 2014
Persistent link: https://www.econbiz.de/10010470643
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Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - 2013
a finite mixture model and provides possible fixes based on the parametric bootstrap. We examine the performance of this … parametric bootstrap in Monte Carlo experiments and apply it to data from Beauty Contest experiments. We also examine small …
Persistent link: https://www.econbiz.de/10010318711
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Likelihood Inference in Some Finite Mixture Models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - Cowles Foundation for Research in Economics, Yale University - 2013
and provides possible fixes based on the parametric bootstrap. We examine the performance of this parametric bootstrap in …
Persistent link: https://www.econbiz.de/10010686945
Saved in:
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Causality between GDP, Energy and Coal Consumption in India, 1970-2011: A Non-parametric Bootstrap Approach
Anhal, Rohin - In: International Journal of Energy Economics and Policy 3 (2013) 4, pp. 434-434
coal consumption on the other in India, for the period from 1970 to 2011. The methodology adopted is the non-parametric … bootstrap procedure, which is used to construct the critical values for the hypothesis of causality. The results of the …
Persistent link: https://www.econbiz.de/10010701190
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Cover Image
Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie - Centre for Microdata Methods and Practice (CEMMAP) - 2013
and provides possible fixes based on the parametric bootstrap. We examine the performance of this parametric bootstrap in …
Persistent link: https://www.econbiz.de/10010660011
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Asymptotic and bootstrap inference for top income shares
Brzeziński, Michał - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2013
in large samples. The standard bootstrap tests give some improvement, but can be unreliable. Semi-parametric bootstrap …
Persistent link: https://www.econbiz.de/10010607594
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Causality between GDP, energy and coal consumption in India, 1970-2011 : a non-parametric bootstrap approach
Anhal, Rohin - In: International Journal of Energy Economics and Policy : IJEEP 3 (2013) 4, pp. 434-446
Persistent link: https://www.econbiz.de/10010233904
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Likelihood inference in some finite mixture models
Chen, Xiaohong; Ponomareva, Maria; Tamer, Elie T. - 2013 - Current version May 6, 2013
a finite mixture model and provides possible fixes based on the parametric bootstrap. We examine the performance of this … parametric bootstrap in Monte Carlo experiments and apply it to data from Beauty Contest experiments. We also examine small …
Persistent link: https://www.econbiz.de/10009742927
Saved in:
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Confidence regions for entries of a large precision matrix
Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10012110361
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Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo - In: Economics letters 162 (2018), pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
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