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  • Search: subject:"resampling schemes"
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Year of publication
Subject
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Asymptotic rejection probabilities 4 Autoregressive models 4 Bootstrap 4 Hypothesis testing 4 Resampling schemes 4 ARMA-Modell 2 Autokorrelation 2 Bootstrap-Verfahren 2 Statistischer Test 2 Theorie 2 ARMA model 1 Autocorrelation 1 Bootstrap approach 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Regression 1 Regression analysis 1 Regressionsanalyse 1 Statistical test 1 Theory 1
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Online availability
All
Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 2 Undetermined 2
Author
All
Kiviet, Jan F. 3 Giersbergen, Noud P.A. van 2 Giersbergen, Noud P. A. van 1 Kiviet, J. F. 1 van Giersbergen, Noud P.A. 1
Institution
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Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 4 of 4
Cover Image
How to implement the Bootstrap in Static or Stable Dynamic Regression Models
van Giersbergen, Noud P.A.; Kiviet, Jan F. - 2001
By combining two alternative formulations of a test statistic with two alternative resamplingschemes we obtain four different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and power problems, whereas the remaining two areadequate...
Persistent link: https://www.econbiz.de/10010324912
Saved in:
Cover Image
How to implement the Bootstrap in Static or Stable Dynamic Regression Models
Giersbergen, Noud P.A. van; Kiviet, Jan F. - Tinbergen Instituut - 2001
By combining two alternative formulations of a test statistic with two alternative resamplingschemes we obtain four different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and power problems, whereas the remaining two areadequate...
Persistent link: https://www.econbiz.de/10011256602
Saved in:
Cover Image
How to Implement the Bootstrap in Static or Stable Dynamic Regression Models
Giersbergen, Noud P.A. van; Kiviet, Jan F. - Tinbergen Institute - 2001
By combining two alternative formulations of a test statistic with two alternative resampling schemes we obtain four …
Persistent link: https://www.econbiz.de/10005137131
Saved in:
Cover Image
How to implement the bootstrap in static or stable dynamic regression models
Giersbergen, Noud P. A. van; Kiviet, J. F. - 2001
By combining two alternative formulations of a test statistic with two alternative resamplingschemes we obtain four different bootstrap tests. In the context of static linear regression modelstwo of these are shown to have serious size and power problems, whereas the remaining two areadequate...
Persistent link: https://www.econbiz.de/10011325661
Saved in:
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