Show simple item record

dc.contributor.authorYalta, Abdullah Talha
dc.date.accessioned2019-05-23T05:53:21Z
dc.date.available2019-05-23T05:53:21Z
dc.date.issued2016-08
dc.identifier.citationYalta, A. T. (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, 48(2), 339-366.en_US
dc.identifier.issn0927-7099
dc.identifier.othernumber of pages 28
dc.identifier.urihttps://doi.org/10.1007/s10614-015-9530-7
dc.identifier.urihttp://hdl.handle.net/20.500.11851/1100
dc.description.abstractBy undertaking a large scale simulation study, we demonstrate that the maximum entropy bootstrap (meboot) data generation process can provide accurate and narrow parameter confidence intervals in models with combinations of stationary and nonstationary variables, under both low and high degrees of autocorrelation. The relatively small sample sizes in which meboot performs particularly well make it a useful tool for rolling window estimation. As a case study, we analyze the evolution of the price and income elasticities of import demand for crude oil in Turkey by using quarterly data between 1996-2011. Our approach can be employed to tackle a wide range of macroeconometric estimation problems where small sample sizes are a common issue.en_US
dc.language.isoengen_US
dc.publisherSpringeren_US
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.subjectoil demanden_US
dc.subjectbootstrapen_US
dc.subjectsimulationen_US
dc.subjectrolling windowsen_US
dc.subjectmebooten_US
dc.titleBootstrap Inference of Level Relationships in the Presence of Serially Correlated Errors: A Large Scale Simulation Study and an Application in Energy Demanden_US
dc.typearticleen_US
dc.relation.journalComputational Economicsen_US
dc.contributor.departmentTOBB ETU, Faculty of Economics and Administrative Sciences, Department of Economicsen_US
dc.contributor.departmentTOBB ETÜ, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümütr_TR
dc.identifier.volume48
dc.identifier.issue2
dc.identifier.startpage339
dc.identifier.endpage366
dc.contributor.orcidhttps://orcid.org/0000-0003-2660-1480
dc.identifier.wosWOS:000379625200008
dc.identifier.scopus2-s2.0-84945152293
dc.contributor.tobbetuauthorYalta, Abdullah Talha
dc.identifier.doi10.1007/s10614-015-9530-7
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıtr_TR


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record