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Quantifying input uncertainty via simulation confidence intervals

Barton, Russell R.; Nelson, Barry L.; Xie, Wei - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 74-87

Persistent link: https://www.econbiz.de/10010344158

Linear tests for decreasing absolute risk aversion stochastic dominance

Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629

Persistent link: https://www.econbiz.de/10011304114

A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data

Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 14 (2000) 2, pp. 91-118

Persistent link: https://www.econbiz.de/10001512661

Semiparametric diffusion estimation and application to a stock market index

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001595495

Autoregressive aided periodogram bootstrap for time series

Kreiß, Jens-Peter; Paparoditis, Efstathios - 2001

Persistent link: https://www.econbiz.de/10001618698

Semiparametric diffusion estimation and application to a stock market model

Härdle, Wolfgang (contributor) - 2001

Persistent link: https://www.econbiz.de/10001619299

Stochastic dominance efficiency tests under diversification

Kuosmanen, Timo - 2001

Persistent link: https://www.econbiz.de/10001584125

Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes

Andrews, Donald W. K.; Lieberman, Offer - 2002

Persistent link: https://www.econbiz.de/10001694737

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Gonçalves, Sílvia; Kilian, Lutz - 2002

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity....

Persistent link: https://www.econbiz.de/10001727625

Consistent tests for stochastic dominance

Barrett, Garry F.; Donald, Stephen G. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 71-104

Persistent link: https://www.econbiz.de/10001731099