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Bootstrap inference in econometrics

Citations

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Cited by:

  1. Michael Beer, 2007. "Bootstrapping a hedonic price index: experience from used cars data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 77-92, March.
  2. M.L. Nores & M.P. Díaz, 2016. "Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(5), pages 810-826, April.
  3. Jean-Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
  4. Charles, Amélie & Darné, Olivier, 2009. "The efficiency of the crude oil markets: Evidence from variance ratio tests," Energy Policy, Elsevier, vol. 37(11), pages 4267-4272, November.
  5. Kristoffer Pons Bertelsen, 2019. "Comparing Tests for Identification of Bubbles," CREATES Research Papers 2019-16, Department of Economics and Business Economics, Aarhus University.
  6. Shackman, Joshua D., 2006. "The equity premium and market integration: Evidence from international data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(2), pages 155-179, April.
  7. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008. "Bootstrap-Based Improvements for Inference with Clustered Errors," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 414-427, August.
  8. Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
  9. Martin Spiess & Pascal Jordan & Mike Wendt, 2019. "Simplified Estimation and Testing in Unbalanced Repeated Measures Designs," Psychometrika, Springer;The Psychometric Society, vol. 84(1), pages 212-235, March.
  10. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
  11. Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
  12. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.
  13. Grammig, Joachim G. & Peter, Franziska J., 2008. "International price discovery in the presence of market microstructure effects," CFR Working Papers 08-10, University of Cologne, Centre for Financial Research (CFR).
  14. Carstensen, Kai, 2006. "Stock Market Downswing and the Stability of European Monetary Union Money Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 395-402, October.
  15. Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
  16. Yalta, A. Talha, 2011. "Analyzing energy consumption and GDP nexus using maximum entropy bootstrap: The case of Turkey," Energy Economics, Elsevier, vol. 33(3), pages 453-460, May.
  17. Winkelried, Diego, 2018. "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
  18. Geofrey Okoboi & Joseph Mawejje, 2016. "The impact of adoption of power factor correction technology on electricity peak demand in Uganda," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-14, December.
  19. Zhenlin Yang, 2018. "Bootstrap LM tests for higher-order spatial effects in spatial linear regression models," Empirical Economics, Springer, vol. 55(1), pages 35-68, August.
  20. Torben Klarl, 2014. "Is Spatial Bootstrapping A Panacea For Valid Inference?," Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
  21. Silvio John Camilleri & Christopher J. Green, 2009. "The impact of the suspension of opening and closing call auctions: evidence from the National Stock Exchange of India," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 257-284.
  22. Campbell R. Harvey & Yan Liu, 2022. "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," Journal of Finance, American Finance Association, vol. 77(3), pages 1921-1966, June.
  23. Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
  24. Timo Mitze, 2012. "Within and Between Panel Cointegration in the German Regional Output–Trade–FDI Nexus," Lecture Notes in Economics and Mathematical Systems, in: Empirical Modelling in Regional Science, edition 127, chapter 0, pages 191-215, Springer.
  25. Stephan B. Bruns & David I. Stern, 2019. "Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models," Empirical Economics, Springer, vol. 56(3), pages 797-830, March.
  26. Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
  27. Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(1), pages 243-269, February.
  28. Jérôme Teïletche & Florent Pochon & Evguenia Iankova, 2009. "L’impact des décisions des agences de notation sur le prix des actions : une comparaison du cas français avec les cas européen et américain," Économie et Prévision, Programme National Persée, vol. 188(2), pages 1-21.
  29. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
  30. Boyd Hunter & Monica Howlett & Matthew Gray, 2015. "The Economic Impact of the Mining Boom on Indigenous and Non-Indigenous Australians," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 2(3), pages 517-530, September.
  31. Caroline Elliott & Rob Simmons, 2008. "Determinants of UK Box Office Success: The Impact of Quality Signals," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 33(2), pages 93-111, September.
  32. Morel, Christophe & Teïletche, Jérôme, 2008. "Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 211-231, March.
  33. Trindade, Federico J., 2015. "U.S. Crop Yields Redux: Weather Effects versus Human Inputs," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205271, Agricultural and Applied Economics Association.
  34. Joseph V. Balagtas & Matthew T. Holt, 2009. "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(1), pages 87-105.
  35. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
  36. Colin Black & David C Broadstock & Alan Collins & Lester C Hunt, 2006. "Food Superstores, Food Deserts and Traffic Generation in the UK: A Semi-Parametric Regression Approach," Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS) 112, Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey.
  37. Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
  38. Alam, Mohammad Jahangir & Ahmed, Mumtaz & Begum, Ismat Ara, 2017. "Nexus between non-renewable energy demand and economic growth in Bangladesh: Application of Maximum Entropy Bootstrap approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 399-406.
  39. Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
  40. Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany.
  41. Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
  42. Kim, Jae H., 2014. "Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative," Economic Modelling, Elsevier, vol. 41(C), pages 267-273.
  43. Jeffrey L. Furman & Scott Stern, 2011. "Climbing atop the Shoulders of Giants: The Impact of Institutions on Cumulative Research," American Economic Review, American Economic Association, vol. 101(5), pages 1933-1963, August.
  44. Kim, Jae H., 2006. "Wild bootstrapping variance ratio tests," Economics Letters, Elsevier, vol. 92(1), pages 38-43, July.
  45. Jamel JOUINI & Mohamed Boutahar, 2010. "The finite-sample properties of bootstrap tests in multiple structural change models," Economics Bulletin, AccessEcon, vol. 30(1), pages 55-66.
  46. Paarsch, Harry J. & Shearer, Bruce S., 2007. "Do women react differently to incentives? Evidence from experimental data and payroll records," European Economic Review, Elsevier, vol. 51(7), pages 1682-1707, October.
  47. Clarke, Jonathan & Subramanian, Ajay, 2006. "Dynamic forecasting behavior by analysts: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 80(1), pages 81-113, April.
  48. Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
  49. Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
  50. Francesca Di Iorio & Umberto Triacca, 2022. "A comparison between VAR processes jointly modeling GDP and Unemployment rate in France and Germany," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(3), pages 617-635, September.
  51. Martin Schneider & Gerhard Fenz, 2011. "Transmission of business cycle shocks between the US and the euro area," Applied Economics, Taylor & Francis Journals, vol. 43(21), pages 2777-2793.
  52. Ji, Philip Inyeob & Kim, Jae H., 2009. "Real interest rate linkages in the Pacific-Basin region," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
  53. Jean‐Marie Dufour, 2003. "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November.
  54. Ana Rodríguez-Álvarez & Ignacio Rosal & José Baños-Pino, 2007. "The cost of strikes in the Spanish mining sector: modelling an undesirable input with a distance function," Journal of Productivity Analysis, Springer, vol. 27(1), pages 73-83, February.
  55. Eva Boj & Teresa Costa & Josep Fortiana & Anna Esteve, 2015. "Assessing the Importance of Risk Factors in Distance-Based Generalized Linear Models," Methodology and Computing in Applied Probability, Springer, vol. 17(4), pages 951-962, December.
  56. Alexandre Dmitriev, 2006. "Technological Transfers, Limited Commitment and Growth," Computing in Economics and Finance 2006 248, Society for Computational Economics.
  57. Aye, Goodness C. & Gil-Alana, Luis A. & Gupta, Rangan & Wohar, Mark E., 2017. "The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 283-294.
  58. Trindade, Federico J. & Fulginiti, Lilyan E. & Perrin, Richard K., 2020. "A half century of yield growth along the forty-first parallel of the Great Plains: factor intensification, irrigation, weather, and technical change," Staff Papers 305568, University of Nebraska-Lincoln, Department of Agricultural Economics.
  59. Arghyrou, Michael G. & Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Do real interest rates converge? Evidence from the European union," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
  60. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
  61. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008. "Bootstrap-Based Improvements for Inference with Clustered Errors," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 414-427, August.
  62. repec:lan:wpaper:1089 is not listed on IDEAS
  63. repec:lan:wpaper:2596 is not listed on IDEAS
  64. repec:dau:papers:123456789/12956 is not listed on IDEAS
  65. Martin T. Bohl & Pierre L. Siklos & David Sondermann, 2008. "European Stock Markets and the ECB's Monetary Policy Surprises," International Finance, Wiley Blackwell, vol. 11(2), pages 117-130, August.
  66. Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012. "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, vol. 29(3), pages 535-543.
  67. repec:lan:wpaper:2373 is not listed on IDEAS
  68. Yazid Dissou & Reza Ghazal, 2010. "Energy Substitutability in Canadian Manufacturing Econometric Estimation with Bootstrap Confidence Intervals," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 121-148.
  69. Emmanuel Flachaire, 2005. "More Efficient Tests Robust to Heteroskedasticity of Unknown Form," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 219-241.
  70. Dean V. Williamson, 2010. "Financial-Market Contracting," Chapters, in: Peter G. Klein & Michael E. Sykuta (ed.), The Elgar Companion to Transaction Cost Economics, chapter 24, Edward Elgar Publishing.
  71. Talha Yalta, A. & Cakar, Hatice, 2012. "Energy consumption and economic growth in China: A reconciliation," Energy Policy, Elsevier, vol. 41(C), pages 666-675.
  72. Vrigazova Borislava, 2021. "The Proportion for Splitting Data into Training and Test Set for the Bootstrap in Classification Problems," Business Systems Research, Sciendo, vol. 12(1), pages 228-242, May.
  73. Jose Ignacio Gimenez-Nadal & Miguel Lafuente & Jose Alberto Molina & Jorge Velilla, 2019. "Resampling and bootstrap algorithms to assess the relevance of variables: applications to cross section entrepreneurship data," Empirical Economics, Springer, vol. 56(1), pages 233-267, January.
  74. Flachaire, Emmanuel, 2005. "Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 361-376, April.
  75. repec:lan:wpaper:1176 is not listed on IDEAS
  76. Sondermann, David & Bohl, Martin T. & Siklos, Pierre L., 2009. "The euro area stock market channel: Does one size fit all?," Finance Research Letters, Elsevier, vol. 6(4), pages 230-235, December.
  77. Geofrey Okoboi & Joseph Mawejje, 2016. "The impact of adoption of power factor correction technology on electricity peak demand in Uganda," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 5(1), pages 1-14, December.
  78. Fair Ray C, 2003. "Bootstrapping Macroeconometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-26, December.
  79. T. Randolph Beard & George Ford & Richard Saba, 2006. "An Econometric-Driven Merger Simulation: Considerations and Application," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 13(2), pages 217-228.
  80. repec:lan:wpaper:1111 is not listed on IDEAS
  81. Guastadisegni, Lucia & Cagnone, Silvia & Moustaki, Irini & Vasdekis, Vassilis, 2022. "Use of the Lagrange multiplier test for assessing measurement invariance under model misspecification," LSE Research Online Documents on Economics 110358, London School of Economics and Political Science, LSE Library.
  82. Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
  83. James Morley & Irina B. Panovska & Tara M. Sinclair, 2013. "Testing Stationarity for Unobserved Components Models," Discussion Papers 2012-41A, School of Economics, The University of New South Wales.
  84. Par Sjolander, 2009. "Are the Basel II requirements justified in the presence of structural breaks?," Applied Financial Economics, Taylor & Francis Journals, vol. 19(12), pages 985-998.
  85. Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2008. "Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective," MPRA Paper 12245, University Library of Munich, Germany.
  86. Jin, Fei & Lee, Lung-fei, 2015. "On the bootstrap for Moran’s I test for spatial dependence," Journal of Econometrics, Elsevier, vol. 184(2), pages 295-314.
  87. Kenneth S. Rogoff & Vania Stavrakeva, 2008. "The Continuing Puzzle of Short Horizon Exchange Rate Forecasting," NBER Working Papers 14071, National Bureau of Economic Research, Inc.
  88. David C. Ling & Andy Naranjo & Benjamin Scheick, 2014. "Investor Sentiment, Limits to Arbitrage and Private Market Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 531-577, September.
  89. Amélie Charles & Olivier Darné, 2009. "Variance‐Ratio Tests Of Random Walk: An Overview," Journal of Economic Surveys, Wiley Blackwell, vol. 23(3), pages 503-527, July.
  90. Vrigazova, Borislava, 2020. "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 74-83, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
  91. Achleitner, Ann-Kristin & Andres, Christian & Betzer, André & Weir, Charlie, 2008. "Economic consequences of private equity investments on the German stock market," CEFS Working Paper Series 2008-05, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  92. repec:ebl:ecbull:v:30:y:2010:i:1:p:55-66 is not listed on IDEAS
  93. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 97-113.
  94. Francesca Di Iorio & Umberto Triacca, 2014. "Testing for A Set of Linear Restrictions in VARMA Models Using Autoregressive Metric: An Application to Granger Causality Test," Econometrics, MDPI, vol. 2(4), pages 1-14, December.
  95. Verdier, Genevieve, 2008. "What drives long-term capital flows A theoretical and empirical investigation," Journal of International Economics, Elsevier, vol. 74(1), pages 120-142, January.
  96. Michael Beer, 2007. "Bootstrapping a hedonic price index: experience from used cars data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 91(1), pages 77-92, March.
  97. C F Elliott & R Simmons, 2007. "Determinants of UK box office success: the impact of quality signals," Working Papers 584026, Lancaster University Management School, Economics Department.
  98. Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
  99. Harry J. Paarsch & Bruce Shearer, 2004. "Male-Female Productivity Differentials: The Role of Ability and Incentives," CIRANO Working Papers 2004s-17, CIRANO.
  100. A. Yasemin Yalta, 2011. "New Evidence on FDI-Led Growth: The Case of China," Working Papers 1107, TOBB University of Economics and Technology, Department of Economics.
  101. Ann-Kristin Achleitner & Christian Andres & Andre Betzer & Charlie Weir, 2011. "Wealth effects of private equity investments on the German stock market," The European Journal of Finance, Taylor & Francis Journals, vol. 17(3), pages 217-239.
  102. Keaton Miller & Boyoung Seo, 2021. "The Effect of Cannabis Legalization on Substance Demand and Tax Revenues," National Tax Journal, University of Chicago Press, vol. 74(1), pages 107-145.
  103. repec:lan:wpaper:2454 is not listed on IDEAS
  104. Godfrey, L.G. & Tremayne, A.R., 2005. "The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 377-395, April.
  105. Balagtas, Joseph Valdes & Holt, Matthew T., 2006. "Unit Roots, TV-STARs, and the Commodity Terms of Trade: A Further Assessment of the Prebisch-Singer Hypothesis," 2006 Annual meeting, July 23-26, Long Beach, CA 21405, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  106. Dong Ding & Axel Gandy & Georg Hahn, 2020. "A simple method for implementing Monte Carlo tests," Computational Statistics, Springer, vol. 35(3), pages 1373-1392, September.
  107. Christian Diller & Christoph Kaserer, 2009. "What Drives Private Equity Returns?– Fund Inflows, Skilled GPs, and/or Risk?," European Financial Management, European Financial Management Association, vol. 15(3), pages 643-675, June.
  108. James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
  109. Karl Whelan, 2005. "Testing parameter stability : a wild bootstrap approach," Open Access publications 10197/225, School of Economics, University College Dublin.
  110. Jeffrey L. Furman & Scott Stern, 2006. "Climbing Atop the Shoulders of Giants: The Impact of Institutions on Cumulative Research," NBER Working Papers 12523, National Bureau of Economic Research, Inc.
  111. repec:lan:wpaper:2375 is not listed on IDEAS
  112. Aguilar, Francisco X. & Cai, Zhen, 2010. "Exploratory analysis of prospects for renewable energy private investment in the U.S," Energy Economics, Elsevier, vol. 32(6), pages 1245-1252, November.
  113. Silvio John Camilleri & Christopher J. Green, 2004. "The Impact of the Suspension of Opening and Closing Call," Finance 0411012, University Library of Munich, Germany.
  114. Li, Ying & Liu, Zhen & Qin, Kuiyuan & Cui, Jiayu & Zeng, Xiaoyu & Ji, Ming & Lan, Jijun & You, Xuqun & Li, Yuan, 2021. "Organizational trust and safety operation behavior in airline pilots: The mediating effects of organizational identification and organizational commitment," Journal of Air Transport Management, Elsevier, vol. 92(C).
  115. Hirose, Yasuo & Kamada, Koichiro, 2003. "A New Technique for Simultaneous Estimation of Potential Output and the Phillips Curve," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(2), pages 93-112, August.
  116. Ji, Philip Inyeob & In, Francis, 2010. "The impact of the global financial crisis on the cross-currency linkage of LIBOR-OIS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 575-589, December.
  117. A. Talha Yalta, 2016. "Bootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Computational Economics, Springer;Society for Computational Economics, vol. 48(2), pages 339-366, August.
  118. Federica Alberti & Werner Güth & Kei Tsutsui, 2020. "Experimental effects of institutionalizing co-determination by a procedurally fair bidding rule," Working Papers in Economics & Finance 2020-10, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  119. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon, 2015. "Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis," Global Finance Journal, Elsevier, vol. 28(C), pages 24-37.
  120. A. Talha Yalta, 2013. "Small Sample Bootstrap Inference of Level Relationships in the Presence of Autocorrelated Errors: A Large Scale Simulation Study and an Application in Energy Demand," Working Papers 1301, TOBB University of Economics and Technology, Department of Economics.
  121. Clements, Michael P. & Kim, Jae H., 2007. "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3580-3594, April.
  122. Kaserer, Christoph & Diller, Christian, 2004. "What drives cash flow based European private equity returns? Fund inflows, skilled GPs and/or risk?," CEFS Working Paper Series 2004-02, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
  123. Everaert, Gerdie & Pozzi, Lorenzo, 2007. "Bootstrap-based bias correction for dynamic panels," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1160-1184, April.
  124. Phillips, Garry David Alan & Wang, Dandan, 2019. "Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 28322, Universidad Carlos III de Madrid. Departamento de Estadística.
  125. Seth Kopchak, 2014. "The absorption effect of US Treasury auctions," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 21-44, July.
  126. Aqil Khan & Mumtaz Ahmed & Salma Bibi, 2019. "Financial development and economic growth nexus for Pakistan: a revisit using maximum entropy bootstrap approach," Empirical Economics, Springer, vol. 57(4), pages 1157-1169, October.
  127. Do, Hung Xuan & Brooks, Robert & Treepongkaruna, Sirimon & Wu, Eliza, 2016. "Stock and currency market linkages: New evidence from realized spillovers in higher moments," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 167-185.
  128. Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
  129. Button, Patrick, 2019. "Do tax incentives affect business location and economic development? Evidence from state film incentives," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 315-339.
  130. A. Melander & G. Sismanidis & D. Grenouilleau, 2007. "The track record of the Commission's forecasts - an update," European Economy - Economic Papers 2008 - 2015 291, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  131. Kim, Jae H., 2009. "Automatic variance ratio test under conditional heteroskedasticity," Finance Research Letters, Elsevier, vol. 6(3), pages 179-185, September.
  132. Koustas, Zisimos & Serletis, Apostolos, 2005. "Rational bubbles or persistent deviations from market fundamentals?," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2523-2539, October.
  133. Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
  134. Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
  135. Jianlin Wang & Jiajia Zhao & Hongzhou Li, 2018. "The Electricity Consumption and Economic Growth Nexus in China: A Bootstrap Seemingly Unrelated Regression Estimator Approach," Computational Economics, Springer;Society for Computational Economics, vol. 52(4), pages 1195-1211, December.
  136. Murphy, A. & Izzeldin, M., 2009. "Bootstrapping long memory tests: Some Monte Carlo results," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2325-2334, April.
  137. Kanybek Nur-tegin, 2007. "Do Transition Economies and Developing Countries Have Similar Destinies?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(3), pages 327-342, September.
  138. Harry J. Paarsch & Bruce S. Shearer, 2004. "Male-Female Productivity Differentials: the Role of Ability and Incentives (revised)," Cahiers de recherche 0410, CIRPEE.
  139. Trindade, F. & Fulginiti, L. & Perrin, R., 2018. "Irrigation and Climate Effects on Land Productivity in the U.S. Central Plains," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277264, International Association of Agricultural Economists.
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