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Determinants of banks' Nerlovian economic efficiency : a DEA-bootstrap approach
Yu, Ming-miin; Hsiung, Nan-Hsing; Chen, Li-Hsuenh - In: Applied economics 52 (2020) 47, pp. 5169-5187
Persistent link: https://www.econbiz.de/10012307204
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An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
Dahlberg, Matz; Mörk, Eva - In: Journal of applied econometrics 15 (2000) 4, pp. 401-416
Persistent link: https://www.econbiz.de/10001509879
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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - 2000
Persistent link: https://www.econbiz.de/10001512323
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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
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Bootstrap test for the effect of a treatment on the distribution of an outcome variable
Abadie, Alberto - 2000
Persistent link: https://www.econbiz.de/10001515183
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Testing chaotic dynamics via Lyapunov exponents
Fernández Rodríguez, Fernando; Sosvilla-Rivero, Simón; … - 2000
Persistent link: https://www.econbiz.de/10001497257
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Consistent bootstrap tests of parametric regression functions
Whang, Yoon-jae - In: Journal of econometrics 98 (2000) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001497671
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The power of bootstrap based tests for parameters in cointegrating regressions
Li, Hongyi - In: Statistical papers 41 (2000) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10001497735
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Bootstrapping the information matrix test
Stomberg, Christopher; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001500671