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Econometrics Paper
Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence Javier Hidalgo and Marcia M Schafgans April 2015
Paper No' EM/2015/583:
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JEL Classification: C12; C13; C23


Tags: large panel data; dynamic models; cross-sectional strong-dependence; central limit theorems; homogeneity; bootstrap algorithms

Econometrics Paper
Testing for Breaks in Regression Models with Dependent Data Violetta Dalla and Javier Hidalgo
March 2015
Paper No' EM/2015/584:
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JEL Classification: C14; C22


Tags: nonparametric regression; breaks; smoothness; strong dependence; extreme-values distribution; frequency domain bootstrap algorithms.

Econometrics Paper
Bootstrap inference of matching estimators for average treatment effects Taisuke Otsu and Yoshiyasu Rai
January 2015
Paper No' EM/2015/580:
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JEL Classification: C21


Tags: treatment effect; matching; bootstrap

Econometrics Paper
A Cusum Test of Common Trends in Large Heterogeneous Panels Javier Hidalgo and Jungyoon Lee
August 2014
Paper No' EM/2014/576:
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JEL Classification: C12; C13; C23


Tags: common trends; large data set; partial linear models; bootstrap algorithms

Econometrics Paper
Robustness of bootstrap in instrumental variable regression Lorenzo Camponovo and Taisuke Otsu
January 2014
Paper No' EM/2014/572:
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JEL Classification: C14; C15


Tags: bootstrap; breakdown point; instrumental variables

Econometrics Paper
Improved Lagrange Multiplier Tests in Spatial Autoregressions Peter M Robinson and Francesca Rossi
October 2013
Paper No' EM/2013/566:
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JEL Classification: C29


Tags: spatial autocorrelation; lagrange multiplier test; edgeworth expansion; bootstrap; finite-sample corrections.

Econometrics Paper
Improved Tests for Spatial Correlation Peter M Robinson and Francesca Rossi
May 2013
Paper No' EM/2013/565:
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JEL Classification: C12; C21


Tags: spatial autocorrelation; ordinary least squares; hypothesis testing; edgeworth expansion; bootstrap.

Econometrics Paper
SPECIFICATION FOR LATTICE PROCESSES Javier Hidalgo and Myung Hwan Seo
May 2013
Paper No' EM/2013/562:
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JEL Classification: C21; C23.


Tags: specification test; spatial processes; lattice; spectral domain; cusum; bootstrap.

Econometrics Paper
Adapting Kernel Estimation to Uncertain Smoothness Yulia Kotlyarova, Marcia M Schafgans and Victoria Zinde-Walsh
April 2011
Paper No' EM/2011/557:
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JEL Classification: C14


Tags: nonparametric estimation; kernel based estimator; combined stimator; variance bootstrap.

Public Economics Programme Discussion Paper
Measuring Mobility Frank A Cowell and Emmanuel Flachaire
April 2011
Paper No' PEP 09:
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JEL Classification: D63


Tags: mobility measures; axiomatic approach; bootstrap

Econometrics Paper
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary Oliver Linton, Kyungchul Song and Yoon-Jae Whang February 2008
Paper No' EM/2008/527:
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JEL Classification: C12; C14; C52


Tags: set estimation; size of test; unbiasedness; similarity; bootstrap; subsampling.

Econometrics Paper
SPECIFICATION TESTING FOR REGRESSION MODELS WITH DEPENDENT DATA Javier Hidalgo
May 2007
Paper No' EM/2007/518:
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JEL Classification: C14; C22


Tags: functional specification. variable selection. nonparametric kernel regression. frequency domain bootstrap.

Econometrics Paper
A Parametric Bootstrap Test for Cycles Violetta Dalla and Javier Hidalgo
February 2005
Paper No' EM/2005/486:
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JEL Classification: C15; C22


Tags: cyclical data; strong and weak dependence; spectral density functions; whittle estimator; bootstrap algorithms

Econometrics Paper
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap Myunghwan Seo
January 2005
Paper No' EM/2005/484:
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JEL Classification: C12; C15; C22


Tags: threshold autoregression; unit root test; threshold cointegration; residual-based block bootstrap

Econometrics Paper
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives Yoshihiko Nishiyama and Peter M Robinson
January 2005
Paper No' EM/2005/483:
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JEL Classification: C14; C24


Tags: bootstrap; edgeworth correction; semiparametric averaged derivatives

Econometrics Paper
Nonparametric Inference for Unbalanced Time Series Data Oliver Linton
April 2004
Paper No' EM/2004/474:
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Tags: bootstrap; efficient; hac estimation; missing data; subsampling.

Econometrics Paper
Consistent Testing for Stochastic Dominance under General Sampling Schemes Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang December 2003
Paper No' EM/2003/466:
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Tags: bootstrap; dominance; kolmogorov-smirnov; subsampling.

Econometrics Paper
A Bootstrap Causality Test for Covariance Stationary Processes Javier Hidalgo
November 2003
Paper No' EM/2003/462:
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Tags: causality tests; long range; bootstrap tests.

Econometrics Paper
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models Javier Hidalgo
May 2003
Paper No' EM/2003/452:
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Tags: least squares estimation; long-range estimation; bootstrap methods.

DARP Paper
The Wild Bootstrap, Tamed at Last Russell Davidson and Emmanuel Flachaire
February 2001
Paper No' DARP 058:
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Tags: wild bootstrap; heteroskedasticity consistent covariance matrix estimator; size distortion.