Essays about: "Nonparametric bootstrap"
Found 3 essays containing the words Nonparametric bootstrap.
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1. Bid Forecasting in Public Procurement
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : Public procurement amounts to a significant part of Sweden's GDP. Nevertheless, it is an overlooked sector characterized by low digitization and inefficient competition where bids are not submitted based on proper mathematical tools. READ MORE
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2. Duration on the Housing Market: A Nonparametric Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study examines the relationship between the time-on-the-market and the price of apartments on the housing market in Moscow. It is based on a data set including over 10 000 property objects during the time period January 2012 - October 2014. Only secondary proper-ty is considered. READ MORE
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3. Testing for Cointegration in Multivariate Time Series : An evaluation of the Johansens trace test and three different bootstrap tests when testing for cointegration
University essay from Örebro universitet/Handelshögskolan vid Örebro UniversitetAbstract : In this paper we examine, by Monte Carlo simulation, size and power of the Johansens trace test when the error covariance matrix is nonstationary, and we also investigate the properties of three different bootstrap cointegration tests. Earlier studies indicate that the Johansen trace test is not robust in presence of heteroscedasticity, and tests based on resampling methods have been proposed to solve the problem. READ MORE