Search Results - subject_exact:"Resampling method"

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Regression model selection under general conditions

Lusompa, Amaze - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556802

A note on the finite sample bias in time series cross-validation

Lusompa, Amaze - 2025 - Updated December 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557373

Estimating nonlinear network data models with fixed effects

Hughes, David W. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014319894

Deconstructing the yield curve

Crump, Richard K.; Gospodinov, Nikolaj - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371020

Discrimination against women in hiring

Osman, Adam; Speer, Jamin D.; Weaver, Andrew - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330193

Permutation inference with a finite number of heterogeneous clusters

Hagemann, Andreas - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463326

Jackknife winsorized variance estimator under imputed data

Sohil, Fariha; Sohail, Muhammad Umair; Shabbir, Javid; … - 2022

In the present study, we consider the problem of missing and extreme values for the estimation of population variance. The presence of extreme values either in the study variable, or the auxiliary variable, or in both of them, can adversely affect the performance of the estimation procedure. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013419424

Effect of data resampling on feature importance in imbalanced blockchain data : comparison studies of resampling techniques

Alarab, Ismail; Prakoonwit, Simant - 2022

Cryptocurrency blockchain data encounter a class-imbalance problem due to only a few known labels of illicit or fraudulent activities in the blockchain network. For this purpose, we seek to compare various resampling methods applied to two highly imbalanced datasets derived from the blockchain...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014517953

A shrinkage approach to improve direct bootstrap resampling under input uncertainty

Song, Eunhye; Lam, Henry; Barton, Russell R. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015163721

Dependence-robust inference using resampled statistics

Leung, Michael P. - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013165233

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Dependence-Robust Inference Using Resampled Statistics

Leung, Michael P. - 2020

Book / Working Paper

Middle managers, personnel turnover, and performance : a long-term field experiment in a retail chain

Friebel, Guido; Heinz, Matthias; Zubanov, Nick - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012821097

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Middle managers, personnel turnover and performance: a long-term field experiment in a retail chain

Friebel, Guido; Heinz, Matthias; Zubanov, Nick - 2020

Book / Working Paper

Middle managers, personnel turnover and performance: a long-term field experiment in a retail chain

Friebel, Guido; Heinz, Matthias; Zubanov, Nick - 2018

Book / Working Paper

Middle Managers, Personnel Turnover and Performance : A Long-Term Field Experiment in a Retail Chain

Friebel, Guido - 2018

Book / Working Paper

Middle managers, personnel turnover and performance: a long-term field experiment in a retail chain

Friebel, Guido; Heinz, Matthias; Zubanov, Nick - 2018

Book / Working Paper

Monetary policy communications and their effects on household inflation expectations

Coibion, Olivier; Gorodnichenko, Yuriy; Weber, Michael - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013253149

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Monetary policy communications and their effects on household inflation expectations

Coibion, Olivier; Gorodnichenko, Yuriy; Weber, Michael - 2019

Book / Working Paper

Monetary policy communications and their effects on household inflation expectations

Coibion, Olivier; Gorodnichenko, Yuriy; Weber, Michael - 2019

Book / Working Paper

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Coibion, Olivier - 2020

Book / Working Paper

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Coibion, Olivier - 2019

Book / Working Paper

Monetary Policy Communications and their Effects on Household Inflation Expectations

Coibion, Olivier - 2019

Book / Working Paper

Monetary Policy Communications and their Effects on Household Inflation Expectations

Coibion, Olivier - 2019

Book / Working Paper

The effects of decentralized and video-based extension on the adoption of integrated soil fertility management : experimental evidence from Ethiopia

Hörner, Denise; Bouguen, Adrien; Frölich, Markus; … - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012061320

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The Effects of Decentralized and Video-Based Extension on the Adoption of Integrated Soil Fertility Management – Experimental Evidence from Ethiopia

Hörner, Denise - 2020

Book / Working Paper

The Effects of Decentralized and Video-based Extension on the Adoption of Integrated Soil Fertility Management – Experimental Evidence from Ethiopia

Hörner, Denise - 2019

Book / Working Paper

Tenfold bootstrap as resampling method in classification problems

Vrigazova, Borislava - 2020

In this research, we propose the bootstrap procedure as a method for train/test splitting in machine learning algorithms for classification. We show that this resampling method can be a reliable alternative to cross validation and repeated random test/train splitting algorithms. The bootstrap...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012542916

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014471426

Monetary Policy Communications and Their Effects on Household Inflation Expectations

Smarzynska Javorcik, Beata - 2019

We study how different forms of communication influence the inflation expectations of individuals in a randomized controlled trial. We first solicit individuals’ inflation expectations in the Nielsen Homescan panel and then provide eight different forms of information regarding inflation....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012892124

The Perry preschoolers at late midlife : a study in design-specific inference

Heckman, James J.; Karapakula, Ganesh - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012033638

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The Perry preschoolers at late midlife : a study in design-specific inference

Heckman, James J.; Karapakula, Ganesh - 2019

Book / Working Paper

Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium-sized enterprises

Papíková, Lenka; Papík, Mário - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014245476

Bootstrap methods in econometrics

Horowitz, Joel - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012623431

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Bootstrap methods in econometrics

Horowitz, Joel - 2018

Book / Working Paper

Jackknife bias reduction in the presence of a near-unit root

Chambers, Marcus J. - 2018

This paper considers the specification and performance of jackknife estimators of the autoregressive coefficient in a model with a near-unit root. The limit distributions of sub-sample estimators that are used in the construction of the jackknife estimator are derived, and the joint moment...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011823275

Negative association, ordering and convergence of resampling methods

Gerber, Mathieu; Chopin, Nicolas; Whiteley, Nick - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012198653

Eliciting Illegal Migration Rates Through List Randomization

McKenzie, David J. - 2017

Most migration surveys do not ask about the legal status of migrants due to concerns about the sensitivity of this question. List randomization is a technique that has been used in a number of other social science applications to elicit sensitive information. This paper trials this technique by...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012974442

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Eliciting Illegal Migration Rates Through List Randomization

McKenzie, David J. - 2013

Book / Working Paper

Eliciting Illegal Migration Rates through List Randomization

McKenzie, David J. - 2013

Book / Working Paper

Metody porównywania populacji w badaniach ekonomicznych : praca naukowa

Polko-Zając, Dominika - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012651009

Reduction of estimation error impact in the risk parity strategiesv

Kim, Hyuksoo; Kim, Saejoon - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012608651

To What Extent is Resampling Useful in Portfolio Management?

Delcourt, Francois - 2016

We take a new look at the resampled efficiency technique developed by Michaud (1998) and compare it with the Markowitz mean-variance portfolio construction technique by assessing the performance of three representative portfolios, i.e. the global minimum variance portfolio, the intermediate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013000730

Xtspj : Split-Panel Jackknife Estimation for Nonlinear Fixed-Effect Models

Sun, Yutao - 2016

We introduce a new Stata program xtspj as a bias correction tool for nonlinear models with fixed effects. The correction removes the first-order bias term using the split-panel jackknife estimation technique introduced by Dhaene and Jochmans (2015). Both the jackknife of the parameter and the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012988471

Half-panel jackknife estimation for dynamic panel models

Mehic, Adrian - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012228135

A novel aproach to measuring consumer confidence

Bruijn, Bert de; Segers, Rene; Franses, Philip Hans - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010507688

An adaptive resampling scheme for cycle estimation

Schmidt, Alexandra Mello; Gamerman, Dani; Moreira, Ajax - 2015

Bayesian dynamic linear models (DLM) are useful in time series modelling because of the flexibility that they present in obtaining a good forecast. They are based on a decomposition of the relevant factors which explain the behavior of the series through a series of state parameters....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011997892

Out-Of Sample Tests of Resampled Efficiency

Michaud, Richard O. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013057573

An Introduction to Resampled Efficiency

Michaud, Richard O. - 2014

Resampled Efficiency provides the solution to using uncertain information in portfolio optimization. The proper purpose of investment advice is to improve a client's portfolio in terms of maximizing return for an appropriate level of risk. Asset management techniques for optimizing the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013057578

An Examination of Resampled Portfolio Efficiency : A Comment

Michaud, Richard O. - 2014

Dr. Michaud responds to the Fletcher and Hillier article (2001) that compared the performance of mean variance efficient asset allocations to resampled efficient asset allocations by means of a back test

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013057631

A theoretical foundation of portfolio resampling

Frahm, Gabriel - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011485370

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A Theoretical Foundation of Portfolio Resampling

Frahm, Gabriel - 2014

Book / Working Paper

Variance Estimation and Prediction of Gini Coefficient for Income Distribution Using Asymptotic Expansions and Resampling Methods

Frangos, Christos C. - 2014

In the present paper we consider the Coefficient of Gini (Kendall and Stuart, 1982), for income distribution. This statistic is derived from data showing the annual taxes paid by the Greek taxpayers, for years 1960 to 1996. An intractable issue is the estimation of its variance because of the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012750898

Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 Methods-of-Payment survey questionnaire

Chen, Heng; Shen, Q. Rallye - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011311429

Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire

Chen, Heng; Shen, Q. Rallye - 2019

Sampling units for the 2013 Methods-of-Payment survey were selected through an approximate stratified two-stage sampling design. To compensate for nonresponse and noncoverage and ensure consistency with external population counts, the observations are weighted through a raking procedure. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015091197

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Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 methods-of-payment surveyquestionnaire

Chen, Heng; Shen, Q. Rallye - 2019

Article

Two-step estimation and inference with possibly many included covariates

Cattaneo, Matias D.; Jansson, Michael; Ma, Xinwei - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012110696

On Jackknife-after-bootstrap method for dependent data

Beyaztas, Ufuk; Beyaztas, Beste H. - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012135579

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2013

This paper gives a relatively simple, well behaved solution to the problem of many instruments in heteroskedastic data. Such settings are common in microeconometric applications where many instruments are used to improve efficiency and allowance for heteroskedasticity is generally important. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014181636

Eliciting Illegal migration rates through list randomization

McKenzie, David J.; Siegel, Melissa - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009777278

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Eliciting illegal migration rates through list randomization

McKenzie, David J.; Siegel, Melissa - 2013

Book / Working Paper

Eliciting illegal migration rates through list randomization

McKenzie, David J.; Siegel, Melissa - 2013

Book / Working Paper

Eliciting illegal migration rates through list randomization

McKenzie, David J.; Siegel, Melissa - 2013

Book / Working Paper

Combining two consistent estimators

Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2013 - revised August 2012

This paper shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009766699

Multivariate density forecast evaluation and nonparametric granger causality testing

Fang, Hao - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011843793

El efecto del diseño: Sesgo y estimación varianza

Padilla, Alberto - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010322635

The Design Effect: Bias and Variance Estimation

Padilla, Alberto - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010837049

Jackknife bias reduction in autoregressive models with a unit root

Chambers, Marcus J.; Kyriacou, Maria - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009508040

Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009702293

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Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2012

Book / Working Paper

Jackknife estimation of stationary autoregressive models

Chambers, Marcus J. - 2010

Book / Working Paper

Permutation- and resampling-based inference for semi- and nonparametric effects in dependent data

Friedrich, Sarah Jasmin - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011898169

Evaluating classification accuracy : the impact of resampling and dataset size

Imlawi, Jehad; Alsharo, Mohammad - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011719136

Regression Discontinuity Designs : Theory and Applications

2017

The Regression Discontinuity (RD) design is one of the most popular and credible research designs for program evaluation and causal inference. This volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the RD literature, covering a wide range of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012050131

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