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Year of publication
Subject
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Resampling method 83 Resampling 82 Theorie 33 Theory 33 Estimation theory 27 Schätztheorie 27 Bootstrap approach 11 Bootstrap-Verfahren 11 Regression analysis 11 Regressionsanalyse 11 Time series analysis 10 Zeitreihenanalyse 10 Monte Carlo simulation 9 Monte-Carlo-Simulation 9 Nichtparametrisches Verfahren 9 Nonparametric statistics 9 Portfolio selection 8 Portfolio-Management 8 Causality analysis 6 Kausalanalyse 6 Maximum likelihood estimation 6 Maximum-Likelihood-Schätzung 6 Simulation 6 Bias 5 Econometrics 5 Forecasting model 5 Induktive Statistik 5 Nichtlineare Regression 5 Nonlinear regression 5 Prognoseverfahren 5 Statistical error 5 Statistical inference 5 Statistical method 5 Statistical test 5 Statistische Methode 5 Statistischer Fehler 5 Statistischer Test 5 Systematischer Fehler 5 USA 5 United States 5
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Online availability
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Free 33 Undetermined 6
Type of publication
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Book / Working Paper 53 Article 32
Type of publication (narrower categories)
All
Graue Literatur 34 Non-commercial literature 34 Working Paper 34 Arbeitspapier 33 Article in journal 31 Aufsatz in Zeitschrift 31 Hochschulschrift 5 Collection of articles of several authors 3 Sammelwerk 3 Thesis 3 Aufsatz im Buch 2 Book section 2 Bibliografie enthalten 1 Bibliography included 1 Dissertation u.a. Prüfungsschriften 1 No longer published / No longer aquired 1 Reprint 1
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Language
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English 76 German 5 Polish 2 Spanish 1 Undetermined 1
Author
All
Chambers, Marcus J. 6 Gottschalk, Sandra 4 Berkowitz, Jeremy 3 Birgean, Ionel 3 Cattaneo, Matias D. 3 Chao, John C. 3 Escanciano, Juan Carlos 3 Hausman, Jerry A. 3 Kilian, Lutz 3 Michaud, Richard O. 3 Newey, Whitney K. 3 Phillips, Peter C. B. 3 Swanson, Norman R. 3 Yu, Jun 3 Coibion, Olivier 2 Dhaene, Geert 2 Galloppo, Giuseppe 2 Gorodnichenko, Yuriy 2 Heckman, James J. 2 Jochmans, Koen 2 Karapakula, Ganesh 2 Kyriacou, Maria 2 Oelerich, Andreas 2 Padilla, Alberto 2 Racine, Jeffrey 2 Rammert, Stefan 2 Romano, Joseph P. 2 Shaikh, Azeem M. 2 Weber, Michael 2 Wolf, Michael 2 Woutersen, Tiemen 2 Aksezer, Caglar S. 1 Andersson, Michael K. 1 Basak, Gopal Krishna 1 Basu, Kaushik 1 Belaire-Franch, Jorge 1 Benneyan, James C. 1 Bhattacharya, Kaushik 1 Bilias, Yannis 1 Boonstra, Harm Jan 1
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Institution
All
Banco de México 1 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 1 Konjunkturinstitutet <Stockholm> 1 Massachusetts Institute of Technology / Department of Economics 1 University of Waterloo / Department of Economics 1 Universität Ulm 1
Published in...
All
Journal of econometrics 5 Working paper / National Bureau of Economic Research, Inc. 3 Advances in econometrics : a research annual 2 Beiträge zum Rechnungs-, Finanz- und Revisionswesen 2 CEA_372Cass working paper series 2 Discussion paper series / University of Essex, Department of Economics 2 Economics letters 2 Advances in Econometrics 1 Advances in econometrics 1 Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 1 Annual review of economics 1 Applied economics letters 1 Applying Kernel and nonparametric estimation to economic topics 1 BIS working papers 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CORE discussion papers : DP 1 Cowles Foundation discussion paper 1 Department of Economics discussion paper series / University of Oxford 1 Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB) 1 Discussion paper 1 Discussion paper / Central Bureau voor de Statistiek 1 Discussion paper / Centre for Economic Policy Research 1 Discussion paper series / IZA 1 Discussion papers in statistics and quantitative economics 1 Econometric Institute research papers 1 Econometric reviews 1 Econometric theory 1 Econometrics : open access journal 1 Finance and economics discussion series 1 GRIPS discussion papers 1 Gabler Edition Wissenschaft 1 Global journal of business research : GJBR 1 Health care management science 1 International journal of production economics 1 International journal of services and operations management 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal of applied econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Journal of investment management : JOIM 1 Journal of political economy 1
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Source
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ECONIS (ZBW) 82 EconStor 1 RePEc 1 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 85
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Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4
Persistent link: https://ebtypo.dmz1.zbw/10013470559
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Monetary policy communications and their effects on household inflation expectations
Coibion, Olivier; Gorodnichenko, Yuriy; Weber, Michael - In: Journal of political economy 130 (2022) 6, pp. 1537-1584
Persistent link: https://ebtypo.dmz1.zbw/10013253149
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Dependence-robust inference using resampled statistics
Leung, Michael P. - In: Journal of applied econometrics 37 (2022) 2, pp. 270-285
Persistent link: https://ebtypo.dmz1.zbw/10013165233
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Monetary policy communications and their effects on household inflation expectations
Coibion, Olivier; Gorodnichenko, Yuriy; Weber, Michael - 2019
Persistent link: https://ebtypo.dmz1.zbw/10011983366
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The Perry preschoolers at late midlife : a study in design-specific inference
Heckman, James J.; Karapakula, Ganesh - 2019
This paper presents the first analysis of the life course outcomes through late midlife (around age 55) for the participants of the iconic Perry Preschool Project, an experimental high-quality preschool program for disadvantaged African-American children in the 1960s. We discuss the design of...
Persistent link: https://ebtypo.dmz1.zbw/10012019246
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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; Bouguen, Adrien; Frölich, Markus; … - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012061320
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The Perry preschoolers at late midlife : a study in design-specific inference
Heckman, James J.; Karapakula, Ganesh - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012033638
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Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo; Kim, Saejoon - In: Quantitative finance 21 (2021) 8, pp. 1351-1364
Persistent link: https://ebtypo.dmz1.zbw/10012608651
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Metody porównywania populacji w badaniach ekonomicznych : praca naukowa
Polko-Zając, Dominika - 2021
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Persistent link: https://ebtypo.dmz1.zbw/10012651009
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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 - 2018
Persistent link: https://ebtypo.dmz1.zbw/10011977474
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Jackknife bias reduction in the presence of a near-unit root
Chambers, Marcus J. - In: Econometrics : open access journal 6 (2018) 1, pp. 1-28
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://ebtypo.dmz1.zbw/10011823275
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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://ebtypo.dmz1.zbw/10012988471
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A novel aproach to measuring consumer confidence
Bruijn, Bert de; Segers, Rene; Franses, Philip Hans - 2015
Persistent link: https://ebtypo.dmz1.zbw/10010507688
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Portfolio Monitoring in Theory and Practice
Michaud, Richard O. - 2015
The when-to-trade decision is a critical yet neglected component of modern asset management. Typical rebalancing rules are based on suboptimal heuristics. Rebalancing is necessarily a statistical similarity test between current and proposed optimal portfolios. Available tests ignore many real...
Persistent link: https://ebtypo.dmz1.zbw/10013015739
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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://ebtypo.dmz1.zbw/10013057578
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Multivariate density forecast evaluation and nonparametric granger causality testing
Fang, Hao - 2018
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Persistent link: https://ebtypo.dmz1.zbw/10011843793
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Eliciting illegal migration rates through list randomization
McKenzie, David J.; Siegel, Melissa - 2013
Persistent link: https://ebtypo.dmz1.zbw/10009753349
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Regression Discontinuity Designs : Theory and Applications
Cattaneo, Matias D. (ed.); Escanciano, Juan Carlos (ed.) - 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...
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Persistent link: https://ebtypo.dmz1.zbw/10012050131
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Regression Discontinuity Designs : Theory and Applications
Cattaneo, Matias D.; Escanciano, Juan Carlos; Carter … - 2017
Volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the literature on Regression Discontinuity designs, covering a wide range of methodological and practical topics such as identification, interpretation, implementation, falsification testing,...
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Persistent link: https://ebtypo.dmz1.zbw/10011713987
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Permutation- and resampling-based inference for semi- and nonparametric effects in dependent data
Friedrich, Sarah Jasmin - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011898169
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Regression discontinuity designs : theory and applications
Cattaneo, Matias D. (ed.); Escanciano, Juan Carlos (ed.) - 2017 - First edition
On interpreting the regression discontinuity design as a local experiment -- Identification and estimation using a density discontinuity approach -- The deterremce effect of prison: dynamic theory and evidence -- An overview of geographically disontinuous treatment assignments with an...
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Persistent link: https://ebtypo.dmz1.zbw/10011663651
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Regression discontinuity designs : theory and applications
2017
Volume 38 of Advances in Econometrics collects twelve innovative and thought-provoking contributions to the literature on Regression Discontinuity designs, covering a wide range of methodological and practical topics such as identification, interpretation, implementation, falsification testing,...
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Persistent link: https://ebtypo.dmz1.zbw/10012684244
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El efecto del diseño: Sesgo y estimación varianza
Padilla, Alberto - 2012
The estimation of the sample size is a crucial part of the planning process of a survey and it can be accomplished in different ways, some of them require information not available or that may be obtained with a substantial cost. The estimation of the sample size can be done by using the design...
Persistent link: https://ebtypo.dmz1.zbw/10010322635
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The Design Effect: Bias and Variance Estimation
Padilla, Alberto - Banco de México - 2012
The estimation of the sample size is a crucial part of the planning process of a survey and it can be accomplished in different ways, some of them require information not available or that may be obtained with a substantial cost. The estimation of the sample size can be done by using the design...
Persistent link: https://ebtypo.dmz1.zbw/10010837049
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Jackknife bias reduction in autoregressive models with a unit root
Chambers, Marcus J.; Kyriacou, Maria - 2012
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Persistent link: https://ebtypo.dmz1.zbw/10009508040
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Jackknife estimation of stationary autoregressive models
Chambers, Marcus J. - 2012
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Persistent link: https://ebtypo.dmz1.zbw/10009508041
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Testy permutacyjne : teoria i zastosowania
Kończak, Grzegorz - 2016
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Persistent link: https://ebtypo.dmz1.zbw/10011526490
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Jackknife estimation of stationary autoregressive models
Chambers, Marcus J. - 2010
This paper reports the results of an extensive investigation into the use of the jackknife as a method of estimation in stationary autoregressive models. In addition to providing some general theoretical results concerning jackknife methods it is shown that a method based on the use of...
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Persistent link: https://ebtypo.dmz1.zbw/10003927889
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Jackknife bias reduction in the presence of a unit root
Chambers, Marcus J.; Kyriacou, Maria - 2010
This paper analyses the properties of jackknife estimators of the first-order autoregressive coefficient when the time series of interest contains a unit root. It is shown that, when the sub-samples do not overlap, the sub-sample estimators have different limiting distributions from the...
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Persistent link: https://ebtypo.dmz1.zbw/10003927895
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2010
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...
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Persistent link: https://ebtypo.dmz1.zbw/10008668817
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Split-panel jackknife estimation of fixed-effect models
Dhaene, Geert; Jochmans, Koen - 2010
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Persistent link: https://ebtypo.dmz1.zbw/10008648189
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A Comparison of Pre and Post Modern Portfolio Theory Using Resampling
Galloppo, Giuseppe - 2010
This article introduces the Resampling approach to Portfolio modeling, targeted at reducing the effect of estimation error present in any practical implementation of a Portfolio Model. Resampling is a method used in portfolio modeling to try to obtain better out of sample performance for given...
Persistent link: https://ebtypo.dmz1.zbw/10013141672
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Split-panel jackknife estimation of fixed-effect models
Dhaene, Geert; Jochmans, Koen - In: The review of economic studies 82 (2015) 3, pp. 991-1030
Persistent link: https://ebtypo.dmz1.zbw/10011346122
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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2009
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Persistent link: https://ebtypo.dmz1.zbw/10003942223
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Learning and filtering via simulation : smoothly jittered particle filters
Flury, Thomas; Shephard, Neil G. - 2009
Persistent link: https://ebtypo.dmz1.zbw/10003942746
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Randomisation, causality and the role of reasoned intuition
Basu, Kaushik - In: Oxford development studies 42 (2014) 4, pp. 455-472
Persistent link: https://ebtypo.dmz1.zbw/10011299902
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Chao, John C.; … - 2007
Persistent link: https://ebtypo.dmz1.zbw/10003540208
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Resampling in DEA
Tone, Kaoru - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010222403
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Jackknife estimation of stationary autoregressive models
Chambers, Marcus J. - In: Journal of econometrics 172 (2013) 1, pp. 142-157
Persistent link: https://ebtypo.dmz1.zbw/10009702293
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Jackknife for bias reduction in predictive regressions
Zhu, Min - In: Journal of financial econometrics : official journal of … 11 (2013) 1, pp. 193-220
Persistent link: https://ebtypo.dmz1.zbw/10009708916
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Bootstrapping for penalized spline regression
Kauermann, Göran (contributor);  … - 2006
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Persistent link: https://ebtypo.dmz1.zbw/10003617176
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Jackknife model averaging
Hansen, Bruce E.; Racine, Jeffrey - In: Journal of econometrics 167 (2012) 1, pp. 38-46
Persistent link: https://ebtypo.dmz1.zbw/10009551447
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Portfolio monitoring in theory and practice
Michaud, Richard O.; Esch, David N.; Michaud, Robert O. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 5-18
Persistent link: https://ebtypo.dmz1.zbw/10009710896
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2011 - Rev.
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://ebtypo.dmz1.zbw/10009130702
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State estimation of a shop floor using improved resampling rules for particle filtering
Celik, Nurcin; Son, Young Jun - In: International journal of production economics 134 (2011) 1, pp. 224-237
Persistent link: https://ebtypo.dmz1.zbw/10009377172
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Judgemental methods and forecasting competition
Fildes, Robert (contributor) - 2011
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Persistent link: https://ebtypo.dmz1.zbw/10009162057
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To what extent is resampling useful in portfolio management?
Delcourt, François; Petitjean, Mikael - In: Applied economics letters 18 (2011) 1/3, pp. 239-244
Persistent link: https://ebtypo.dmz1.zbw/10009230089
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Microdata disclosure by resampling : empirical findings for business survey data
Gottschalk, Sandra (contributor) - 2003
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Persistent link: https://ebtypo.dmz1.zbw/10001822550
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Jackknifing bond option prices
Phillips, Peter C. B.; Yu, Jun - 2003
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Persistent link: https://ebtypo.dmz1.zbw/10001735077
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Microdata disclosure by resampling : empirical findings for business survey data
Gottschalk, Sandra - 2003
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Persistent link: https://ebtypo.dmz1.zbw/10001798381
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