Results 31 to 40 of about 1,081 (135)
Bootstrap Methods in Econometrics [PDF]
There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well ...
James G. MacKinnon
core
Bootstrap Hypothesis Testing [PDF]
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap.
James G. MacKinnon
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Handling Out‐of‐Sample Areas to Estimate the Unemployment Rate at Local Labour Market Areas in Italy
International Statistical Review, Volume 94, Issue 1, Page 140-162, April 2026.Summary Unemployment rate estimates for small areas are used to efficiently support the distribution of services and the allocation of resources, grants and funding. A Fay–Herriot type model is the most used tool to obtain these estimates. Under this approach out‐of‐sample areas require some synthetic estimates. As the geographical context is extremely
Roberto Benedetti +4 more
wiley +1 more source
Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap [PDF]
In regression models, appropriate bootstrap methods for inference robust to heteroskedasticity of unknown form are the wild bootstrap and the pairs bootstrap. The finite sample performance of a heteroskedastic-robust test is investigated with Monte Carlo
Emmanuel Flachaire
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Direct Recycling of Mixed‐Oxide Cathodes: Balancing Cost, Performance and Environmental Trade‐Offs
Advanced Science, Volume 13, Issue 17, 23 March 2026.Direct regeneration routes for mixed‐oxide lithium‐ion battery cathodes are systematically compared using harmonized techno‐economic, electrochemical, and environmental metrics. Solid‐state, hydrothermal, molten salt, electrochemical, and chemical relithiation methods are benchmarked to identify performance, cost, and sustainability trade‐offs.
Evgenii Beletskii +8 more
wiley +1 more source
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities [PDF]
This paper analyzes the finite-sample and asymptotic properties of several bootstrap and m out of n bootstrap methods for constructing confidence interval (CI) endpoints in models defined by moment inequalities.
Sukjin Han, Donald W.K. Andrews
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Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution. [PDF]
Theoretical constraints on economic model parameters often are in the form of inequality restrictions. For example, many theoretical results are in the form of monotonicity or nonnegativity restrictions.
Ousmane Seck, William Barnett
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The Wild Bootstrap, Tamed at Last [PDF]
Various versions of the wild bootstrap are studied as applied to regression models with heteroskedastic errors. We develop formal Edgeworth expansions for the error in the rejection probability (ERP) of wild bootstrap tests based on asymptotic t ...
Russell Davidson, Emmanuel Flachaire
core
A new approach to bootstrap inference in functional coefficient models [PDF]
We introduce a new, factor based bootstrap approach which is robust under heteroskedastic error terms for inference in functional coefficient models. Modeling the functional coefficient parametrically, the bootstrap approximation of an F statistic is ...
Herwartz, Helmut, Xu, Fang
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A better way to bootstrap pairs [PDF]
In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (1981).
Emmanuel Flachaire
core