Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 12 of 12 for “"Wild bootstrap"”.
-
On Explosive Time Series
… 2-4. The second chapter proposes a right-tailed bootstrap implementation of the covariate Augmented Dickey-Fuller (CADF) unit root test of Hansen (1995), motivated by the work of Chang, Sickles and Song (2017). We apply the right-tailed bootstrap BCADF test in a recursive manner and provide …
-
Incentive Structures, Labour Performance, and Fruit Quality: Panel Evidence from a South African Deciduous Fruit Operation (2017–2019)
… effects regression with cluster-robust and wild-bootstrap inference. Results indicate that seasonal group-based incentives are consistently associated with lower (better-quality) fruit-damage scores than daily individual incentives, even after controlling for climatic and operational …
-
Do Marketing Strategies Impact Condom Sales in Uganda?
… few clusters in the study, we use the method of Wild Bootstrap-6 pt Randomisation Inference to discuss the statistical significance of our results.</p>
-
Quantile Inference and Change Point Test under Time Series Non-stationarity
… procedures, pivotalization and independent wild bootstrap, are shown to be inconsistent for non-stationary time series quantile regression. In this paper, simple bootstrap methods are proposed and are proved to be consistent for regression quantile structural change detection under both …
-
Three essays on the demand system
… using nonlinear least squares augmented by a wild bootstrap procedure for bias correction and to allow for heteroskedasticity across both studies and food categories. Furthermore, using the estimated fundamental parameters and historical market data, we estimate price and income elasticities …
-
Three essays on bubbles in agricultural futures markets
… procedure is derived based on the recursive wild bootstrap. Though organized under the same framework and examined using the same procedure, the three essays of this dissertation focus on different aspects of speculative influences on recent commodity price booms, with each providing a …
-
The Single Imputation Technique in the Gaussian Mixture Model Framework
… In the first imputation procedure, the wild bootstrap is proposed to improve the uncertainty for the residual variance in the regression model. In the second solution, the predictive mean matching (PMM) is enhanced, where the regression model is taking the main role to generate the …
-
Essays on Testing Hypotheses When Non-stationarity Exists in Panel Data Models
… estimator. In the second essay, I develop the bootstrap F-statistic for cross-sectional independence in a panel data model with factor structure.</p> <p>The first essay considers the problem of hypotheses testing in a simple panel data regression model with random individual effects and …
-
Change point detection for high dimensional data and valid inference for Bayesian linear models
… proposed tests target a dense alternative and a wild bootstrap procedure is used to estimate the unknown limiting distribution. The bootstrap test is free of tuning parameters and we derive bootstrap consistency under the null. We extend the theory results to testing multiple change points and …
-
Econometric Analysis of Labour Market Interventions
This thesis involves three essays that explore the theory and application of econometric analysis to labour market interventions. One essay is methodological, and two essays are applications. The first essay contributes to the literature on inference with data sets containing within-cluster …
-
Inference of time series regression models with weakly dependent errors
… nonstationary in the unit root setting. A bootstrap-based method is proposed and its consistency is proved.
-
Hypothesis testing for spatial SARAR Tobit models and high dimensional data and their applications
Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-08-01