Search Results - subject:"parametric bootstrap"

Testing an autoregressive structure in binary time series models

Nyberg, Henri - In: Economics Bulletin 30 (2010) 2, pp. 1460-1473

have reasonable size and power properties when the sample size is large. A parametric bootstrap method is suggested to …

Persistent link: https://www.econbiz.de/10008552160

Stochastic Dominance, Estimation and Inference for Censored Distributions with Nuisance Parameter

Huynh, Kim P.; Ignaczak, Luke; Voia, Marcel-Cristian - Carleton University, Department of Economics - 2010

with this potential problem, critical values of the proposed tests statistics are calculated using a parametric bootstrap …

Persistent link: https://www.econbiz.de/10008536114

Interventions in ingarch processes

Fokianos, Konstantions; Fried, Roland - 2009

score tests, whose critical values in finite samples are determined by parametric bootstrap. The usefulness of the proposed …

Persistent link: https://www.econbiz.de/10010316418

Inference for the intrinsic separation among distributions which may differ in location and scale

Ling, Yan - 2009

Doctor of Philosophy

Persistent link: https://www.econbiz.de/10009464000

Interventions in ingarch processes

Fokianos, Konstantions; Fried, Roland - Institut für Wirtschafts- und Sozialstatistik, … - 2009

score tests, whose critical values in finite samples are determined by parametric bootstrap. The usefulness of the proposed …

Persistent link: https://www.econbiz.de/10009219878

Small area estimation on poverty indicators

Molina, Isabel; Rao, J.N.K. - Departamento de Estadistica, Universidad Carlos III de … - 2009

estimate poverty incidences and poverty gaps in Spanish provinces by sex with mean squared errors estimated by parametric … bootstrap. In the Spanish data, results show a significant reduction in coefficient of variation of the proposed EB estimators …

Persistent link: https://www.econbiz.de/10008567733

Bootstrap for estimating the MSE of the Spatial EBLUP

Molina, Isabel; Salvati, Nicola; Pratesi, Monica - In: Computational Statistics 24 (2009) 3, pp. 441-458

Persistent link: https://www.econbiz.de/10005029233

Entropy test and residual empirical process for autoregressive conditional duration models

Lee, Sangyeol; Oh, Haejune - In: Computational Statistics & Data Analysis 86 (2015) C, pp. 1-12

analysis are conducted. In the implementation of the test, a parametric bootstrap method is employed. …

Persistent link: https://www.econbiz.de/10011191024

Goodness of fit : an axiomatic approach

Cowell, Frank A.; Davidson, Russell; Fachaire, Emmanuel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10011389677

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - 2008

Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of long- and short-term interest rates. The set includes vector...

Persistent link: https://www.econbiz.de/10010294000

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