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Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - In: Journal of econometrics 214 (2020) 1, pp. 81-109

Persistent link: https://www.econbiz.de/10012438108

Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017

Persistent link: https://www.econbiz.de/10011643222

Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017

Persistent link: https://www.econbiz.de/10011668139

Bootstrap estimation of the efficient frontier

Font, Begoña - In: Computational Management Science : CMS 13 (2016) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10011669608

Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals

He, Yang; Bartalotti, Otávio - 2019

This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...

Persistent link: https://www.econbiz.de/10012139158