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Baxter's inequality and sieve bootstrap for random fields

Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter - 2015

The concept of the autoregressive (AR) sieve bootstrap is investigated for the case of spatial processes in Z2. This … procedure fits AR models of increasing order to the given data and, via resampling of the residuals, generates bootstrap … criterion which allows to decide whether the AR sieve bootstrap asymptotically works for a specific statistic of interest or not …

Persistent link: https://www.econbiz.de/10011441871

Testing for linear autoregressive dynamics under heteroskedasticity

Hafner, Christian M.; Herwartz, Helmut - 1998

One puzzling behavior of asset returns for various frequencies is the often observed positive autocorrelation at lag 1. To some extent this can be explained by standard asset pricing models when assuming time varying risk premia. However, one often finds better results when directly fitting an...

Persistent link: https://www.econbiz.de/10010310056

Considering the use of random fields in the Modifiable Areal Unit Problem

Pietrzak, Michal Bernard; Ziemkiewicz, Bartosz - 2016

The focus of the research will be on the modifiable areal unit problem (MAUP) within which two aspects will be considered: the scale problem and the aggregation problem. In the article we consider the use of random fields theory for the needs of the 'Scale Problem' issue. The Scale Problem is...

Persistent link: https://www.econbiz.de/10012232490

Avaliação da evolução da eficiência e da produtividade em transplantes de órgãos no Brasil

Marinho, Alexandre - 2025

(DEA) and the Malmquist Index in conjunction with the Bootstrap technique, using organ transplantation data from 2013-2021. …

Persistent link: https://www.econbiz.de/10015210009

Transmission of business cycle shocks between the US and the euro area

Fenz, Gerhard; Schneider, Martin - 2008

We analyze the transmission of structural shocks between the US and the euro area within a two-country VAR framework. For that purpose, we simultaneously identify cost-push, demand and monetary policy shocks for both countries using sign restrictions. Our results show that domestic shocks...

Persistent link: https://www.econbiz.de/10013370062

Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters

Demetrescu, Matei; Hanck, Christoph; Kruse‐Becher, … - In: Journal of Applied Econometrics 37 (2022) 5, pp. 1010-1030

prove a wild bootstrap implementation to restore asymptotically pivotal inference for the above and new CUSUM‐ and Cramér … ability: wild bootstrap inference typically yields convincing evidence for advantages of the SPF, while tests using non …

Persistent link: https://www.econbiz.de/10013383877

Agricultural productivity growth in Vietnam in reform and post-reform period

In: Cogent Economics & Finance 9 (2021) 1, pp. 1-18

This paper applies the Malmquist productivity index method to measure total factor productivity (TFP) growth in Vietnamese agriculture using panel data from 60 provinces in Vietnam during 1985-2000 when Vietnam implemented widespread de-collectivization, trade liberalization, and reformed her...

Persistent link: https://www.econbiz.de/10014001521

Fast and reliable jackknife and bootstrap methods for cluster-robust inference

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …

Persistent link: https://www.econbiz.de/10014451087

Real convergence using TAR panel unit root tests: An application to the Southern African Development Community

Tipoy, Christian K. - In: SPOUDAI - Journal of Economics and Business 69 (2019) 1/2, pp. 45-61

The African Union advocates the creation of a monetary union in stages for the entire continent starting with each of the different sub-regions. Building from that, the Southern African Development Community has, among its goals, the creation of a monetary union for its member states. However,...

Persistent link: https://www.econbiz.de/10014477254

Stock market multiples in the valuation of unlisted agrifood companies

Vidal García, Raúl; Ribal Sanchis, Javier; Blasco … - In: Revista de Métodos Cuantitativos para la Economía y … 31 (2021), pp. 198-225

discounted cash flow model combined with bootstrap techniques, the empirical distribution of the unlisted multiples is obtained …

Persistent link: https://www.econbiz.de/10014494457