Similar Search Results

Adaptive Choice of the Number of Bootstrap Samples in Large Scale Multiple Testing

Guo, Wenge; Peddada, Shyamal - In: Statistical Applications in Genetics and Molecular Biology 7 (2008) 1, pp. 13-13

It is a common practice to use resampling methods such as the bootstrap for calculating the p-value for each test when … performing large scale multiple testing. The precision of the bootstrap p-values and that of the false discovery rate (FDR … important need, we developed a simple adaptive bootstrap methodology for large scale multiple testing, which reduces the total …

Persistent link: https://www.econbiz.de/10005246469

Long-run determinants of sovereign yields

Afonso, António; Rault, Christophe - 2010

We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel error-correction models. The results show that markets consider budgetary and external imbalances and inflation as relevant...

Persistent link: https://www.econbiz.de/10010270876

What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach

Huang, Daisy J.; Leung, Charles Ka Yui; Tse, Chung-Yi - 2017

rental yield and turnover at the real-estate-development (RED) level: the demographic structure, and past return performance …

Persistent link: https://www.econbiz.de/10012013661

Predictability of Equity Models

Valls Pereira, Pedro L.; Chicaroli, Rodrigo - Volkswirtschaftliche Fakultät, … - 2009

(2005) amounting to 26,410 simulated strategies. Finally, using the bootstrap methodology, with 1,000 simulations, we find …

Persistent link: https://www.econbiz.de/10004980415

Long-run Determinants of Sovereign Yields

Afonso, António; Rault, Christophe - CESifo - 2010

Persistent link: https://www.econbiz.de/10008498994

Long-run Determinants of Sovereign Yields

Afonso, António; Rault, Christophe - ISEG - School of Economics and Management, Department … - 2010

We study sovereign bond yields in OECD countries with a dynamic panel by checking for cross-section dependence; assessing panel cointegration; and estimating panel errorcorrection models. The results show that markets consider budgetary and external imbalances and inflation as relevant...

Persistent link: https://www.econbiz.de/10008642491

What account for the differences in rent-price ratio and turnover rate? : a search-and-matching approach

Huang, Daisy J.; Leung, Ka Yui; Tse, Chung-Yi - 2017

rental yield and turnover at the real-estate-development (RED) level: the demographic structure, and past return performance …

Persistent link: https://www.econbiz.de/10011592349

Testing directional forecast value in the presence of serial correlation

Blaskowitz, Oliver J.; Herwartz, Helmut - 2008

confirmed in a simulation study. We summarize serial correlation robust test procedures and propose a bootstrap approach. By …

Persistent link: https://www.econbiz.de/10010271838

An empirical investigation of the performance of Japanese mutual funds: Skill or luck?

Pilbeam, Keith; Preston, Hamish - In: International Journal of Financial Studies 7 (2019) 1, pp. 1-16

This paper assesses the performance of 355 actively managed Japanese Equity Mutual Funds between April 2011 and April … 33 funds we employ Fama and French's cross-sectional bootstrap. The results show that a large proportion of funds fail to …

Persistent link: https://www.econbiz.de/10011996157

The impact of skill and management structure on Serie A Clubs’ performance

Torricelli, Costanza; Brancati, Maria Cesira Urzì; … - Dipartimento di Economia "Marco Biagi", Università … - 2014

performance of football club coaches in the Italian Serie A, so as to explore the robustness of this approach to a different setup …

Persistent link: https://www.econbiz.de/10010812394