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  • Search: subject_exact:"Bootstrapping"
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Year of publication
Subject
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Bootstrap-Verfahren 3,669 Bootstrap approach 3,661 Theorie 1,403 Theory 1,400 Schätztheorie 1,050 Estimation theory 1,048 Statistical test 539 Statistischer Test 539 Zeitreihenanalyse 537 Time series analysis 536 Schätzung 457 Estimation 451 Nichtparametrisches Verfahren 379 Nonparametric statistics 379 Regressionsanalyse 348 Regression analysis 347 Bootstrap 339 Prognoseverfahren 319 Forecasting model 318 Data envelopment analysis 305 Data-Envelopment-Analyse 301 Technische Effizienz 247 Bootstrapping 246 Technical efficiency 246 Causality analysis 241 Kausalanalyse 241 Monte Carlo simulation 240 bootstrapping 239 Monte-Carlo-Simulation 233 bootstrap 231 Panel 208 Panel study 207 Stochastic process 194 Stochastischer Prozess 194 Simulation 192 Cointegration 184 Kapitaleinkommen 182 Kointegration 182 Capital income 181 VAR model 180
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Online availability
All
Free 1,603 Undetermined 997 CC license 78
Type of publication
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Article 2,248 Book / Working Paper 1,744 Other 2
Type of publication (narrower categories)
All
Article in journal 2,043 Aufsatz in Zeitschrift 2,043 Working Paper 1,031 Arbeitspapier 993 Graue Literatur 979 Non-commercial literature 979 Aufsatz im Buch 67 Book section 67 Hochschulschrift 40 Thesis 31 Collection of articles written by one author 20 Sammlung 20 Conference paper 16 Konferenzbeitrag 16 research-article 11 Article 10 Collection of articles of several authors 6 Sammelwerk 6 Konferenzschrift 5 Forschungsbericht 4 Congress Report 3 Amtsdruckschrift 2 Aufsatzsammlung 2 Case study 2 Fallstudie 2 Government document 2 Doctoral Thesis 1 Nachschlagewerk 1 Reference book 1
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Language
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English 3,778 Undetermined 174 German 25 French 9 Spanish 4 Czech 2 Portuguese 2 Danish 1 Dutch 1
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Author
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MacKinnon, James G. 68 Cavaliere, Giuseppe 55 Gonçalves, Sílvia 47 Kleijnen, Jack P. C. 47 Minford, Patrick 46 Taylor, Robert 44 Davidson, Russell 41 Kilian, Lutz 39 Corradi, Valentina 37 Hounyo, Ulrich 36 Rahbek, Anders 36 Wolf, Michael 36 Linton, Oliver 35 Andrews, Donald W. K. 34 Chernozhukov, Victor 34 Swanson, Norman R. 33 Härdle, Wolfgang 32 Lütkepohl, Helmut 31 Webb, Matthew 30 Kim, Jae H. 29 Smeekes, Stephan 29 Whang, Yoon-jae 28 Simar, Léopold 27 Horowitz, Joel 26 Inoue, Atsushi 26 Chen, Xiaohong 24 Romano, Joseph P. 24 Nielsen, Morten Ørregaard 23 White, Halbert 23 Hatemi-J, Abdulnasser 21 Staszewska-Bystrova, Anna 21 Wickens, Michael R. 21 Zelenyuk, Valentin 21 Phillips, Peter C. B. 20 Camponovo, Lorenzo 19 Matthews, Kent 19 Politis, Dimitris N. 19 Winker, Peter 19 Scaillet, Olivier 18 Fernández-Val, Iván 17
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 23 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 National Bureau of Economic Research 13 Economics Section, Cardiff Business School 8 Rutgers University / Department of Economics 8 Department of Econometrics and Business Statistics, Monash Business School 5 Frankfurt School of Finance and Management 5 Queen Mary College / Department of Economics 5 Center for Economic Research <Tilburg> 4 Department of Economics and Finance, La Trobe Business School 4 European Association of Agricultural Economists - EAAE 4 C.E.P.R. Discussion Papers 3 Centre for Microdata Methods and Practice <London> 3 London School of Economics and Political Science 3 National Institute of Economic and Social Research 3 Suntory-Toyota International Centre for Economics and Related Disciplines 3 Universität Ulm 3 Banco de la Republica de Colombia 2 CESifo 2 Centre for Economic Research, School of Economics and Management Studies 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Management School 2 Department of Economics, University of Victoria 2 EconWPA 2 Econometric Society 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Faculteit Economie en Bedrijfskunde, Universiteit Gent 2 Institut für Wirtschaftsforschung Halle (IWH) 2 Instituto Valenciano de Investigaciones Económicas 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 International Association of Agricultural Economists - IAAE 2 Maxwell Graduate School of Citizenship and Public Affairs 2 Rimini Centre for Economic Analysis (RCEA) 2 School of Economics, University of Adelaide 2 Svenska Handelshögskolan <Helsinki> 2 Université de Montréal / Département de sciences économiques 2 Aarhus Universitet / Afdeling for Nationaløkonomi 1 Agricultural and Applied Economics Association - AAEA 1 Association for Cultural Economics International - ACEI 1 BANCO DE LA REPÚBLICA 1
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Published in...
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Journal of econometrics 213 Economics letters 80 Econometric reviews 79 CEMMAP working papers / Centre for Microdata Methods and Practice 70 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 68 Applied economics 47 Econometric theory 47 Economic modelling 41 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 40 Queen's Economics Department working paper 39 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 35 International journal of forecasting 35 Discussion paper / Center for Economic Research, Tilburg University 34 The econometrics journal 33 Applied economics letters 29 Discussion paper / Tinbergen Institute 29 Cowles Foundation discussion paper 28 Working paper / Department of Econometrics and Business Statistics, Monash University 27 European journal of operational research : EJOR 25 Journal of forecasting 25 Cardiff economics working papers 24 Discussion papers of interdisciplinary research project 373 23 Journal of empirical finance 22 MPRA Paper 22 CREATES research paper 21 Journal of productivity analysis 21 Working paper 21 Journal of applied econometrics 20 Computational economics 18 Discussion paper / Centre for Economic Policy Research 18 Finance research letters 18 Journal of banking & finance 18 Cowles Foundation Discussion Paper 16 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 16 Working paper series 16 Econometrics : open access journal 15 Working papers / Rutgers University, Department of Economics 15 Cardiff Economics Working Papers 14 SFB 649 discussion paper 14 CentER Discussion Paper Series 13
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Source
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ECONIS (ZBW) 3,694 RePEc 231 EconStor 49 Other ZBW resources 14 BASE 6
Showing 1 - 50 of 3,994
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Does public debt encourage economic growth? : an application of quantile regressions to panel data for developing countries
Mudayen, Yohanes Maria Vianey; Arsyad, Lincolin; … - In: Economies : open access journal 13 (2025) 4, pp. 1-31
Previous studies on the relationship between government debt and economic growth have produced very diverse findings. This study examines the relationship between public debt and economic growth in developing countries using a quantile regression approach with fixed effects and bootstrapping on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409944
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Distinguishing useful and wasteful slack
Bogetoft Pedersen, Peter; Kerstens, Pieter Jan - In: Operations research 72 (2024) 4, pp. 1556-1573
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015045395
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Quantifying model selection uncertainty via bootstrapping and Akaike weights
Rigdon, Edward; Sarstedt, Marko; Moisescu, Ovidiu Ioan - In: International journal of consumer studies 47 (2023) 4, pp. 1596-1608
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326068
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Does fiscal transparency matter for bank development? : a lookup on emerging and developing countries
Trabelsi, Emna - In: Journal of central banking theory and practice 12 (2023) 1, pp. 107-148
This paper examines how fiscal transparency is linked to bank development. It also hypothesizes that the effect is mediated by reasonable channel(s). Drawing upon a panel dataset of emerging and developing economies, we find that fiscal transparency is positively related to the private credit...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014312323
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A replication of "the effect of the conservation reserve program on rural economies : deriving a statistical verdict from a null finding" (American Journal of Agricultural Economics, 2019)
Tian, Jiarui - In: Economics : the open-access, open-assessment journal 17 (2023) 1, pp. 1-7
This study replicates the paper "Brown, J. P., Lambert, D. M., & Wojan, T. R. (2019). The effect of the conservation reserve program on rural economies: deriving a statistical verdict from a null finding. American Journal of Agricultural Economics , 101 (2), 528-540" and their procedure for...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014281231
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Bootstrap inference for group factor models
Gonçalves, Sílvia; Koh, Julia; Perron, Benoit - In: Journal of financial econometrics 23 (2025) 2, pp. 1-70
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Three decades in healthcare service efficiency evaluation : a bootstrapping Data Envelopment Analysis (DEA) of Ministry of Health Malaysia
Zubir, M. Zulfakhar; A. N, Aizuddin; Mohd Rizal Abdul Manaf - In: Health economics review 15 (2025) 1, pp. 1-14
One of the most important ways to boost the health system's performance and lower the rising cost of healthcare is to increase its efficiency. The objective of this study is to evaluate the efficiency of the MOH in providing public health services and to gauge the progress of health plans in...
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Locally adaptive modeling of unconditional heteroskedasticity
Fengler, Matthias; Jäger, Bruno; Okhrin, Ostap - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015426963
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Improving out-of-population prediction : the complementary effects of model assistance and judgmental bootstrapping
Hardy, Mathew D.; Zhang, Sam; Hullman, Jessica; Hofman, … - In: International journal of forecasting 41 (2025) 2, pp. 689-701
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Hedging political risk in international portfolios
Lotfi, Somayyeh; Pagliardi, Giovanni; Paparoditis, … - In: European journal of operational research : EJOR 322 (2025) 2, pp. 629-646
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Inference in dynamic models for panel data using the moving block bootstrap
Higgins, Ayden; Jochmans, Koen - 2025
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Assessing the statistical significance of inequality differences : the problem of heavy tails
Hérault, Nicolas; Jenkins, Stephen - 2025
Because finite sample inference for inequality indices based on asymptotic methods or the standard bootstrap does not perform well, Davidson and Flachaire (Journal of Econometrics, 2007) and Cowell and Flachaire (Journal of Econometrics, 2007) proposed inference based on semiparametric methods...
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Energy use and economic growth in Morocco : a maximum entropy bootstrap approach
Doha, Atemni; Mohcine, Bakhat - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 2, pp. 298-308
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Trend projections of greenhouse gas emission reduction potentials : a bootstrap-based nonparametric efficiency analysis
Fait, Larissa; Krüger, Jens; Tarach, Moritz; Wetzel, Heike - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 607-620
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Financial bootstrapping : a case of women entrepreneurs in context of digital economy
Alhammadi, Saeed; Syed Abidur Rahman - In: International Journal of Financial Studies : open … 13 (2025) 1, pp. 1-21
Women entrepreneurs in the Middle Eastern region, particularly in the United Arab Emirates (UAE), face several challenges (e.g., cultural) coupled with the recent transformation of the digital economy. This issue poses a significant challenge for financing the business operations. Thus, this...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338292
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
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A modified wild bootstrap procedure for Laplace transforms of volatility
Hounyo, Ulrich; Liu, Zhi; Varneskov, Rasmus Tangsgaard - In: Economics letters 247 (2025), pp. 1-3
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461729
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Does public debt encourage economic growth? An application of quantile regressions to panel data for developing countries
Mudayen, Yohanes Maria Vianey; Arsyad, Lincolin; … - In: Economies 13 (2025) 4, pp. 1-31
Previous studies on the relationship between government debt and economic growth have produced very diverse findings. This study examines the relationship between public debt and economic growth in developing countries using a quantile regression approach with fixed effects and bootstrapping on...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015469054
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Sieve bootstrap approach to robust term premia analysis
Hwang, Jungbin; Wang, Feifan - 2025
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A new combined bootstrap method for long-memory time series
Bisaglia, Luisa; Gerolimetto, Margherita; Palomba, … - 2025
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Multiple testing for distributional differences with non-iid data
Kaplan, David M.; Liu, Xin - 2025
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Multiple testing of stochastic monotonicity
Wu, Qian; Kaplan, David M. - 2025
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Multiple testing of a function's monotonicity
Zhao, Wei; Kaplan, David M. - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472271
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Robust tail risk estimation in cryptocurrency markets : addressing GARCH misspecification with block bootstrapping
Christodoulou-Volos, Christos - In: Risks : open access journal 13 (2025) 9, pp. 1-19
This study examines the use of Filtered Historical Simulation (FHS) to estimate tail risk in cryptocurrency markets for the optimization of robustness in this area under model misspecification. An ARMA-GARCH model is employed on the daily returns on Binance Coin and Litecoin in order to compare...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467373
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Shapley curves : a smoothing perspective
Miftachov, Ratmir; Keilbar, Georg; Härdle, Wolfgang - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 2, pp. 312-323
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Gender, knowledge and resilience in evaluation processes
Rabadán, Francisco; Barberá, Rafael; Cuerdo, Miguel; … - In: Journal of innovation & knowledge : JIK 10 (2025) 6, pp. 1-12
This study examines gender differences in the impact of low-stakes test penalties on academic performance for a first-year undergraduate applied economics course at a public university in Spain using a quasi-experimental design. The study explores how the presence or absence of these penalties...
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Location characteristics of conditional selective confidence intervals via polyhedral methods
Dzemski, Andreas; Okui, Ryo; Wang, Wenjie - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015476825
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Bootstrap initialization of MLE for infinite mixture distributions with applications in insurance data
Mutaqin, Aceng Komarudin - In: Risks : open access journal 13 (2025) 10, pp. 1-17
Maximum likelihood estimation (MLE) in infinite mixture distributions often lacks closed-form solutions, requiring numerical methods such as the Newton-Raphson algorithm. Selecting appropriate initial values is a critical challenge in these procedures. This study introduces a bootstrap-based...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492650
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Bootstrapped nonlinear impulse-response analysis : the FTSE100 (UK) and the NDX100 (US) indices 2012-2021
Solibakke, Per Bjarte - In: International journal of computational economics and … 12 (2022) 1/2, pp. 197-221
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012939622
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Macroprudential transparency and price stability in emerging and developing countries
Trabelsi, Emna - In: Journal of central banking theory and practice 11 (2022) 1, pp. 105-129
One of the focuses of recent literature has been the macroeconomic effects of macroprudential policy instruments. The innovation of this paper is that it studies the effects of transparent macro-prudential policies on price stability. The results presented herein provide the first empirical...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012805963
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Greenhouse gas emission reduction potentials in Europe by sector : a bootstrap-based nonparametric efficiency analysis
Krüger, Jens; Tarach, Moritz - In: Environmental and resource economics 81 (2022) 4, pp. 867-898
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013167195
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The variation of b-value of earthquakes during COVID-19 lockdowns : case studies from the Cascadia Subduction Zone and New Zealand
Chatterjee, Avigyan; Saxena, Arushi; Aslam, Khurram; … - In: Journal of information & knowledge management : JIKM 21 (2022) 1, pp. 2240001-1-2240001-13
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Confidence intervals for recursive journal impact factors
Koenig, Johannes; Stern, David I.; Tol, Richard S. J. - 2022
We compute confidence intervals for recursive impact factors, that take into account that some citations are more prestigious than others, as well as for the associated ranks of journals, applying the methods to the population of economics journals. The Quarterly Journal of Economics is clearly...
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Confidence intervals for recursive journal impact factors
Koenig, Johannes; Stern, David I.; Tol, Richard S. J. - 2022
We compute confidence intervals for recursive impact factors, that take into account that some citations are more prestigious than others, as well as for the associated ranks of journals, applying the methods to the population of economics journals. The Quarterly Journal of Economics is clearly...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013256432
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Local projection inference in high dimensions
Adamek, Robert; Smeekes, Stephan; Wilms, Ines - In: The econometrics journal 27 (2024) 3, pp. 323-342
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Inequality in opportunity of access to antenatal care in Cameroon : multilevel modelling, spatial analysis and decomposition methods
Youmbi, Anne Darline; Nono, Betrand Fesuh; Zamo Akono, … - In: Swiss journal of economics and statistics 160 (2024) 1, pp. 1-17
In Cameroon, major inequalities exist in women's access to antenatal care (ANC), yet underlying circumstance drivers remain understudied. Using recently available Demographic and Health Survey data, we conducted multilevel model and spatial analyses to identify circumstance factors driving ANC...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372752
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Estimating of efficiency based on different modes of transportation for OECD countries : bootstrap DEA
Manavgat, Gökçe; Demirci, Ayhan - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 20 (2024) 4, pp. 515-532
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446126
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Estimating tail risk in ultra-high-frequency cryptocurrency data
Giannopoulos, Kostas; Nekhili, Ramzi; … - In: International Journal of Financial Studies : open … 12 (2024) 4, pp. 1-14
Understanding the density of possible prices in one-minute intervals provides traders, investors, and financial institutions with the data necessary for making informed decisions, managing risk, optimizing trading strategies, and enhancing the overall efficiency of the cryptocurrency market....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338207
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Multibenchmark reality checks
Arbués, Ignacio; Matilla-García, Mariano - In: Economic modelling 140 (2024), pp. 1-12
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190487
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On GMM inference : partial identification, identification strength, and nonstandard asymptotics
Poskitt, Donald Stephen - In: Econometric theory 40 (2024) 4, pp. 875-925
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154309
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Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.; Redondo, Paolo Victor T. - In: Computational economics 63 (2024) 2, pp. 861-876
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014475068
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Time frequency and co-movements between global economic policy uncertainty, precious metals and agricultural prices : a wavelet coherence analysis and bootstrap rolling window granger causality
El Abed, Riadh; Hamouda, Abderrazek Ben - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 2, pp. 546-561
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014496867
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On testing for bubbles during hyperinflations
Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014506885
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 147-159
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Optimal subsampling bootstrap for massive data
Ma, Yingying; Leng, Chenlei; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 174-186
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Bootstrapping GARCH models under dependent innovations
Beutner, Eric; Schaumburg, Julia; Spanjers, Barend - 2024
This study reflects on the inconsistency of the fixed-design residual bootstrap procedure for GARCH models under dependent innovations. We introduce a novel recursive-design residual block bootstrap procedure to accurately quantify the uncertainty around parameter estimates and volatility...
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Implied probability kernel block bootstrap for times series moment condition models
Parente, Paulo M. D. C.; Smith, Richard J. - 2024
This article generalizes and extends the kernel block bootstrap (KBB) method of Parente and Smith (2018, 2021) to provide a comprehensive treatment of its use for GMM estimation and inference in time-series models formulated in terms of moment conditions. KBB procedures that employ bootstrap...
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Inference for local projections
Inoue, Atsushi; Jordà, Òscar; Kuersteiner, Guido M. - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083534
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Bonferroni type tests for return predictability and the initial condition
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 499-515
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053422
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Bootstrap inference in cointegrating regressions : traditional and self-normalized test statistics
Reichold, Karsten; Jentsch, Carsten - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 970-983
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053513
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