You searched for "bootstrap"

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Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence
Javier Hidalgo,  Marcia M Schafgans,  April 2015
Paper No' EM/2015/583: Read Abstract | Full paper (pdf)
Paper copy now out of print.
Testing for Breaks in Regression Models with Dependent Data
Violetta Dalla,  Javier Hidalgo,  March 2015
Paper No' EM/2015/584: Full paper (pdf)
Bootstrap inference of matching estimators for average treatment effects
Taisuke Otsu,  Yoshiyasu Rai,  January 2015
Paper No' EM/2015/580: Read Abstract | Full paper (pdf)
Paper copy now out of print.
A Cusum Test of Common Trends in Large Heterogeneous Panels
Javier Hidalgo,  Jungyoon Lee,  August 2014
Paper No' EM/2014/576: Read Abstract | Full paper (pdf)
Robustness of bootstrap in instrumental variable regression
Lorenzo Camponovo,  Taisuke Otsu,  January 2014
Paper No' EM/2014/572: Read Abstract | Full paper (pdf)
Improved Lagrange Multiplier Tests in Spatial Autoregressions
Peter M Robinson,  Francesca Rossi,  October 2013
Paper No' EM/2013/566: Read Abstract | Full paper (pdf)
Improved Tests for Spatial Correlation
Peter M Robinson,  Francesca Rossi,  May 2013
Paper No' EM/2013/565: Read Abstract | Full paper (pdf)
Javier Hidalgo,  Myung Hwan Seo,  May 2013
Paper No' EM/2013/562: Read Abstract | Full paper (pdf)
Measuring Mobility
Frank A Cowell,  Emmanuel Flachaire,  April 2011
Paper No' PEP 09: Read Abstract | Full paper (pdf)
Adapting Kernel Estimation to Uncertain Smoothness
Yulia Kotlyarova,  Marcia M Schafgans,  Victoria Zinde-Walsh,  April 2011
Paper No' EM/2011/557: Read Abstract | Full paper (pdf)
Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary
Oliver Linton,  Kyungchul Song,  Yoon-Jae Whang,  February 2008
Paper No' EM/2008/527: Read Abstract | Full paper (pdf)
Javier Hidalgo,  May 2007
Paper No' EM/2007/518: Read Abstract | Full paper (pdf)
A Parametric Bootstrap Test for Cycles
Violetta Dalla,  Javier Hidalgo,  February 2005
Paper No' EM/2005/486: Read Abstract | Full paper (pdf)
Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap
Myunghwan Seo,  January 2005
Paper No' EM/2005/484: Read Abstract | Full paper (pdf)
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
Yoshihiko Nishiyama,  Peter M Robinson,  January 2005
Paper No' EM/2005/483: Read Abstract | Full paper (pdf)
Nonparametric Inference for Unbalanced Time Series Data
Oliver Linton,  April 2004
Paper No' EM/2004/474: Read Abstract | Full paper (pdf)
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Oliver Linton,  Esfandiar Maasoumi,  Yoon-Jae Whang,  December 2003
Paper No' EM/2003/466: Read Abstract | Full paper (pdf)
A Bootstrap Causality Test for Covariance Stationary Processes
Javier Hidalgo,  November 2003
Paper No' EM/2003/462: Read Abstract | Full paper (pdf)
An Alternative Bootstrap to Moving Blocks for Time Series Regression Models
Javier Hidalgo,  May 2003
Paper No' EM/2003/452: Read Abstract | Full paper (pdf)
The Wild Bootstrap, Tamed at Last
Russell Davidson,  Emmanuel Flachaire,  February 2001
Paper No' DARP 058: Read Abstract | Full paper (pdf)