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  1. An Account of Geographic Concentration Patterns in Europe
    Autor*in: Brülhart, Marius; Traeger, Rolf
    Erschienen: 2003
    Verlag:  Hamburg Institute of International Economics (HWWA), Hamburg

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  2. Wild bootstrap inference for penalized quantile regression for longitudinal data
    Autor*in: Lamarche, Carlos; Parker, Thomas
    Erschienen: [2022]
    Verlag:  [Department of Economics, University of Waterloo], [Waterloo, Ontario]

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: [Waterloo economic series] ; [# 22, 003]
    Schlagworte: Quantile regression; panel data; penalized estimator; bootstrap inference
    Umfang: 1 Online-Ressource (circa 54 Seiten), Illustrationen
  3. Bootstrap inference for Hawkes and general point processes
    Autor*in: Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; Stærk-Østergaard, Jacob
    Erschienen: [2021]
    Verlag:  Department of Economics, University of Copenhagen, Copenhagen, Denmark

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 572
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Auflage/Ausgabe: This version: March 2021
    Schriftenreihe: Discussion papers / Department of Economics, University of Copenhagen ; no. 21, 05
    Schlagworte: Self-exciting point processes; conditional intensity; bootstrap inference; Hawkes process
    Umfang: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  4. Bootstrap inference on a factor model based average treatment effects estimator
    Autor*in: Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu
    Erschienen: [2024]
    Verlag:  Department of Economics, McMaster University, Hamilton, Ontario

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 481
    Fernleihe:
    keine Fernleihe
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Department of Economics working paper series / McMaster University, Department of Economics ; 2024, 03
    Schlagworte: finite sample bias; average treatment effects; bootstrap inference; factor model
    Umfang: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  5. Robust bootstrap inference for linear time-varying coefficient models
    some Monte Carlo evidence
    Autor*in: Lin, Yicong; Song, Mingxuan
    Erschienen: [2023]
    Verlag:  Tinbergen Institute, Amsterdam, The Netherlands

    We propose two robust bootstrap-based simultaneous inference methods for time series models featuring time-varying coefficients and conduct an extensive simulation study to assess their performance. Our exploration covers a wide range of scenarios,... mehr

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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 432
    Fernleihe:
    keine Fernleihe

     

    We propose two robust bootstrap-based simultaneous inference methods for time series models featuring time-varying coefficients and conduct an extensive simulation study to assess their performance. Our exploration covers a wide range of scenarios, encompassing serially correlated, heteroscedastic, endogenous, nonlinear, and nonstationary error processes. Additionally, we consider situations where the regressors exhibit unit roots, thus delving into a nonlinear cointegration framework. We find that the proposed moving block bootstrap and sieve wild bootstrap methods show superior, robust small sample performance, in terms of empirical coverage and length, compared to the sieve bootstrap introduced by Friedrich and Lin (2022) for stationary models. We then revisit two empirical studies: herding effects in the Chinese new energy market and consumption behaviors in the U.S. Our findings strongly support the presence of herding behaviors before 2016, aligning with earlier studies. However, we diverge from previous research by finding no substantial herding evidence between around 2018 and 2021. In the second example, we find a time-varying cointegrating relationship between consumption and income in the U.S.

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/282862
    Schriftenreihe: Array ; TI 2023, 049
    Schlagworte: time-varying models; bootstrap inference; simultaneous confidence bands; energy market; nonlinear cointegration
    Umfang: 1 Online-Ressource (circa 50 Seiten), Illustrationen