Search Results

Consistent Speciffcation Tests for Regression Models,
Chunrong Ai, in Annals of Economics and Finance (2001)
Keywords: Nonparametric, Hypothesis Testing, Moment Restrictions, Series Estimator

Estimation of Parameters in Multiple Regression with Missing Covariates Using a Modified First Order Regression Procedure,
H. Toutenburg, V. Srivastava, Shalabh and C. Heumann, in Annals of Economics and Finance (2005)
Keywords: Missing data, Regression model, Least squares estimator

Finite Sample Exact tests for Linear,
Oliver Gossner and Karl Schlag, from University of Vienna, Department of Economics (2012)

The Zero-Information-Limit Condition and Spurious Inference,
Richard Startz and Charles Nelson, from Econometric Society (2004)
Keywords: weak identification, ARMA

A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated,
Mehmet Caner and Melinda Morrill, from University Library of Munich, Germany (2009)
Keywords: Violation of exogeneity; Instrumental variables regression: Joint test

The Contribution of Small Scale Irrigation Water Use to Households Food Security in Gorogutu District of Oromia Regional State, Ethiopia,
Abdulwafik Kelilo, Mengistu Ketema and Adem Kedir, in International Journal of Economics and Empirical Research (IJEER) (2014)
Keywords: Small-scale irrigation, Food security, Binary logit model

Unit Root Test Popularity among Economists: Sampling the Literature,
Franklin Mixon, W. Charles Sawyer and Kamal Upadhyaya, in Economia Internazionale / International Economics (2002)
Keywords: Unit root tests; time-series econometrics

What is a standard error? (And how should we compute it?),
Jeffrey Wooldridge, in Journal of Econometrics (2023)
Keywords: Standard error; Model-based approach; Design-based approach; Sampling-based approach; Clustering;

The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations,
Hannes Leeb and Benedikt M. Poetscher, from University Library of Munich, Germany (2000)
Keywords: Model selection, post-model-selection estimator, pre-test estimator, asymptotic distribution, finite-sample distribution, uniform approximation

Partial Identification in Econometrics,
Elie Tamer, in Annual Review of Economics (2010)
Keywords: non-point-identified models, sensitivity analysis, robust inference, bounds

A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice,
Martin Schellhorn, from McMaster University (2001)
Keywords: demand for health care and insurance, count models, endogenous regressors

The Cost of Job Security Regulation: Evidence from Latin American Labor Markets,
James Heckman and Carmen Pages, from National Bureau of Economic Research, Inc (2000)

Decomposition of non-linear models using simulated residuals,
François-Charles Wolff, in Economics Letters (2012)
Keywords: Blinder–Oaxaca decomposition; Non-linear models; Simulated residuals;

WTO Disciplines on Domestic Support and Market Access in Agri-Food Supply Chains,
Jean-Philippe Gervais, Bruno Larue and Harvey Lapan, from Iowa State University, Department of Economics (2009)
Keywords: domestic support; market access; agri-food trade negotiations; vertical linkages; uncertainty

Quantile Regression,
Roger Koenker and Kevin Hallock, in Journal of Economic Perspectives (2001)

Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model,
Ilya Nikolskiy and Kirill Furmanov, in Applied Econometrics (2023)
Keywords: stochastic frontier; ranking; technical efficiency

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
Keywords: ECONOMIC MODELS ; MATHEMATICS

On prediction of individual sequences,
Nicolo Cesa Bianchi and Gabor Lugosi, from Department of Economics and Business, Universitat Pompeu Fabra (1998)
Keywords: Universal prediction, prediction with experts, absolute loss, empirical processes, covering numbers, finite-state machines

The Taylor Decomposition: A Unified Generalization of the Oaxaca Method to Nonlinear Models,
Stephen Bazen and Xavier Joutard, from Aix-Marseille School of Economics, France (2013)
Keywords: Oaxaca decomposotion,nonlinear models

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Universite de Montreal, Departement de sciences economiques (2001)
Keywords: continuous and discrete variables, reesentations

Bias-Aware Inference in Regularized Regression Models,
Timothy Armstrong, Michal Kolesár and Soonwoo Kwon, from Princeton University. Economics Department. (2020)
Keywords: Regularized regression

Comment on W. Norton Grubb, 'The Varied Economic Returns to Postsecondary Education: New Evidence from the Class of 1972',
Thomas Kane and Cecilia Rouse, from Princeton University, Department of Economics, Industrial Relations Section. (1994)
Keywords: returns to education, returns to community college, junior college, two-year college

When Can We Determine the Direction of Omitted Variable Bias of OLS Estimators?,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable bias; ordinary least squares

Bias of OLS Estimators due to Exclusion of Relevant Variables and Inclusion of Irrelevant Variables,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable; irrelevant variables; ordinary least squares; bias

Unemployment in the SADC Region,
Johane Moilwa Motsatsi, from Botswana Institute for Development Policy Analysis (2019)
Keywords: Unemployment, SADC, Panel Data Analysis.

Consistent Parameter Estimation for Lagged Multilevel Models,
N.H. Spencer, from University of Hertfordshire - Business Schoool (1998)
Keywords: ESTIMATOR ; STATISTICAL ANALYSIS

Forecasting Seasonal Factors Method Vs. Regression Method With MS Excel,
Petru Balogh and Pompiliu Golea, in Knowledge Horizons - Economics (2015)
Keywords: Forecasting, Seasonal factor, Regression, Comparative analysis

The Efficiency Of An Estimator. Application,
Cristina-Ioana Fatu, in Knowledge Horizons - Economics (2017)
Keywords: Statistical Estimation, Efficient Estimator, Random Variable, Relative Efficiency, Absolute Correct Estimator

Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks,
Sayo Oludare, Michael Olagunju and Olusegun Adelodun, in The African Finance Journal (2013)
Keywords: EGARCH model, GED residuals, returns, heteroscedasticity

The Generalized Method of Moments,
Lev Slutskin, in Applied Econometrics (2007)
Keywords: asymptotic normality; consistent estimator; instrumental variables; method of moments

Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca,
Álvaro Hernando Chavez Castro, from Universidad Externado de Colombia (2005)
Keywords: Cundinamarca

On the existence of moments: With an application to German stock returns,
Ralf Runde and Axel Scheffner, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (1998)
Keywords: Tail estimation, fQ-System, Distribution of stock returns

Estimation Theory for the Cusp Catastrophe Model,
Loren Cobb, from University Library of Munich, Germany (2010)
Keywords: cusp, catastrophe, exponential family

Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri,
Hulya Kakici, Asst. Prof. Hamdi Emec and Prof.Dr.Senay Ucdogruk, in Istanbul University Econometrics and Statistics e-Journal (2007)
Keywords: Child care preferences, working women, child care prefefences of working women, multinomial logit model.

Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy,
Francesca Greselin, Leo Pasquazzi and Ricardas Zitikis, from University Library of Munich, Germany (2009)
Keywords: Zenga index, lower conditional expectation, upper conditional expectation, confidence interval, Bonferroni curve, Lorenz curve, Vervaat process.

Asymptotic properties of QMLE for periodic asymmetric strong and semi-strong GARCH models,
Abdelouahab Bibi and Ahmed Ghezal, from University Library of Munich, Germany (2017)
Keywords: Periodic asymmetric GARCH model, Stationarity, Strong consistency, Asymptotic normality.

Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models,
Francesco Paolo Esposito and Mark Cummins, from University Library of Munich, Germany (2015)
Keywords: latent state-variables, non-linear filtering, finite difference method, multi-variate jump-diffusions, likelihood estimation

Variance targeting estimation of the BEKK-X model,
Le Quyen Thieu, from University Library of Munich, Germany (2016)
Keywords: BEKK model augmented with exogenous variables, BEKK-X model, Variance targeting estimation (VTE)

A távbeszélő-szolgáltatások keresleti modelljeinek áttekintése - különös tekintettel a vezetékes és mobilszolgáltatások közötti helyettesítés becslésére,
Vanda Bölcskei, in Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences) (2010)

Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling,
Joaquim Ramalho and Esmeralda Ramalho, from University of Évora, Department of Economics (Portugal) (2005)
Keywords: Endogenous Stratified Sampling, Bias correction, GMM, Parametric models

Non-routine Works Occur from Aviation Man-hour Estimation: Real-time Applications in Job Cards,
Halim Kazan and Arzu Tavsamaz, in Alphanumeric Journal (2014)
Keywords: Forecast, Job Card, Man-Hour, Non-routine, Routine

Averaging estimators for discrete choice by M-fold cross-validation,
Shangwei Zhao, Jianhong Zhou and Guangren Yang, in Economics Letters (2019)
Keywords: Asymptotically optimality; Computational cost; Cross-validation; Model averaging;

Uniform confidence bands: Characterization and optimality,
Joachim Freyberger and Yoshiyasu Rai, in Journal of Econometrics (2018)
Keywords: Uniform confidence bands; Simultaneous inference; Projections; Optimality;

How important are wealth effects on consumption in Canada?,
Maral Kichian and Milana Mihic, in Canadian Journal of Economics (2018)

Extreme quantile estimation for β-mixing time series and applications,
Valérie Chavez-Demoulin and Armelle Guillou, in Insurance: Mathematics and Economics (2018)
Keywords: Asymptotic normality; β-mixing; Extreme value index; GARCH models; High quantile; Return level; Value-at-Risk;

A small sigma approach to certain problems in errors-in-variables models,
Jinyong Hahn, Jerry Hausman and Jeonghwan Kim, in Economics Letters (2021)
Keywords: Errors-in-variables; Small sigma;

A Proposed Estimator for Dynamic Probit Models,
Wei Gao, Qiwei Yao and Wicher Bergsman, from University Library of Munich, Germany (2013)
Keywords: Dynamic and static probit models; Panel data; Generalized Linear models

Second order bias of quasi-MLE for covariance structure models,
Artem Prokhorov, in Economics Letters (2012)
Keywords: (Q)MLE; EL; Covariance structures;

Estimation of Hierarchical Archimedean Copulas as a Shortest Path Problem,
Dmytro Matsypura, Emily Neo and Artem Prokhorov, in Economics Letters (2016)
Keywords: Network flow problem; Copulas;

A goodness-of-fit test for copulas,
Artem Prokhorov, from University Library of Munich, Germany (2008)

Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure,
Anuradha Roy, Roman Zmyślony, Miguel Fonseca and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2015)
Keywords: Best unbiased estimator, blocked compound symmetric covariance structure, doubly multivariate data, coordinate free approach

A Flexible-Form Nonnegative Regression Model Accommodating Zeros and Endogenous Switching,
Kerry Anne McGeary and Joseph Terza, from Pennsylvania State - Department of Economics (1995)
Keywords: REGRESSION ANALYSIS;SAMPLING;EVALUATION

On large market asymptotics for spatial price competition models,
Taisuke Otsu and Keita Sunada, in Economics Letters (2024)
Keywords: Spatial price competition; Weak instruments;

Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation,
Cícero Augusto Vieira Neto and Pedro Valls Pereira, in Brazilian Review of Finance (2005)
Keywords: term structure of interest rates, dynamics, derivatives contract pricing

An algorithm for constructing high dimensional distributions from distributions of lower dimension,
Stanislav Anatolyev, Renat Khabibullin and Artem Prokhorov, in Economics Letters (2014)
Keywords: Pseudo-likelihood; Multivariate distribution; Copulas;

Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models,
Susanne Schennach, from Econometric Society (2004)
Keywords: errors-in-variables, measurement error, Fourier transforms, nonlinear models, semiparametric estimation

Ill-posed Problems and Instruments' Weakness,
Grant Hillier and Giovanni Forchini, from Econometric Society (2004)
Keywords: Ill-posed Problems, Weak Instruments, Parametric Models

Eigenvectors of some large sample covariance matrices ensembles,
Olivier Ledoit and Sandrine P�ch�, from Institute for Empirical Research in Economics - University of Zurich (2009)
Keywords: Asymptotic distribution, bias correction, eigenvectors and eigenvalues, principal component analysis, random matrix theory, sample covariance matrix, shrinkage estimator, Stieltjes transform.

Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters,
Giuliano De Rossi, from Society for Computational Economics (2004)
Keywords: Particle filtering; Term structure of interest rates

Nonlinear shrinkage estimation of large-dimensional covariance matrices,
Olivier Ledoit and Michael Wolf, from Institute for Empirical Research in Economics - University of Zurich (2011)
Keywords: Large-dimensional asymptotics, nonlinear shrinkage, rotation equivariance

The analysis of marked and weighted empirical processes of estimated residuals,
Vanessa Berenguer-Rico, Soren Johansen and Bent Nielsen, from Department of Economics and Business Economics, Aarhus University (2019)
Keywords: 1-step Huber-skip, Non-stationarity, Robust Statistics, Stationarity

Modeling long-range dependent Gaussian processes with application in continuous-time financial models,
Jiti Gao, from University Library of Munich, Germany (2003)
Keywords: continuous-time model; diffusion process; long-range dependent process; parameter estimation; stochastic volatility

VAR for VaR: measuring systemic risk using multivariate regression quantiles,
Halbert White, Tae-Hwan Kim and Simone Manganelli, from University Library of Munich, Germany (2010)
Keywords: Quantile impulse-responses; spillover; codependence; CAViaR

Robust claim frequency modeling through phase-type mixture-of-experts regression,
Martin Bladt and Jorge Yslas, in Insurance: Mathematics and Economics (2023)
Keywords: Discrete phase-type distributions; Regression modeling; Claim count distributions;

Redundancy of Moment Conditions in Restricted GMM Estimation,
Hailong Qian, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2016)
Keywords: GMM; restricted GMM estimation; moment conditions; redundancy of moment conditions; efficiency

A model for long memory conditional heteroscedasticity,
Liudas Giraitis, Peter M. Robinson and Donatas Surgailis, from London School of Economics and Political Science, LSE Library (2000)
Keywords: ARCH processes; long memory; Volterra series; diagrams; central limit theorem; fractional Brownian motion

Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels,
Peter M. Robinson and Marc Henry, from London School of Economics and Political Science, LSE Library (1998)
Keywords: long memory; dynamic conditional heteroscedasticity; semiparametric estimation.

Adaptive semiparametric estimation of the memory parameter,
Liudas Giraitis, Peter M. Robinson and Alexander Samarov, from London School of Economics and Political Science, LSE Library (2000)
Keywords: Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection

A model for long memory conditional heteroscedasticity,
Liudas Giraitis, Peter Robinson and Donatas Surgailis, from London School of Economics and Political Science, LSE Library (2000)
Keywords: Long range dependence; semiparametric model; rates of convergence; adaptive bandwidth selection

Modified whittle estimation of multilateral models on a lattice,
Peter M. Robinson and J. Vidal Sanz, from London School of Economics and Political Science, LSE Library (2005)
Keywords: Spatial data; multilateral modelling; Whittle estimation; Edge effect; consistent variance estimation

The New Keynesian Phillips Curve: An Empirical Assessment,
Florian Pelgrin, Alain Guay and Richard Luger, from Society for Computational Economics (2004)
Keywords: Phillips curve, Inflation dynamics, GMM

Viewpoint: The human capital approach to inference,
W. Bentley Macleod, in Canadian Journal of Economics (2017)

Inference for Losers,
Isaiah Andrews, Dillon Bowen, Toru Kitagawa and Adam McCloskey, in AEA Papers and Proceedings (2022)

On large market asymptotics for spatial price competition models,
Taisuke Otsu and Keita Sunada, from London School of Economics and Political Science, LSE Library (2024)
Keywords: spatial price competition; weak instruments

Calibrarion By Simulation for Small Sample Bias Correction,
Christian Gourieroux, Eric Renault and N. Touzi, from Toulouse - GREMAQ (1996)
Keywords: ECONOMETRICS

Estimating the means and the covariances of fuzzy random variables,
Alexey Shvedov, in Applied Econometrics (2016)
Keywords: fuzzy data analysis; fuzzy random variables; point estimation; unbiasedness; consistency

Confidence Statements for Efficiency Estimates from Stochastic Frontier Models,
William Horrace and Peter Schmidt, from University Library of Munich, Germany (2002)
Keywords: Confidence intervals, stochastic frontier models, efficiency measurement

A multilevel latent Markov model for the evaluation of nursing homes' performance,
Giorgio E. Montanari, Marco Doretti and Francesco Bartolucci, from University Library of Munich, Germany (2017)
Keywords: clustered data, health status evaluation, non-ingorable dropout, random effects

Design-based mapping of plant species presence, association and richness by nearest-neighbor interpolation,
Alice Bartolini, Rosa Maria Di Biase, Lorenzo Fattorini, Sara Franceschi and Agnese Marcelli, from Department of Economics, University of Siena (2021)
Keywords: species distribution, asymptotic unbiasedness, consistency, pseudo-population bootstrap, simulation study, case study.

GMM estimation of stochastic frontier model with endogenous regressors,
Kien Tran and Mike Tsionas, in Economics Letters (2013)
Keywords: Endogeneity; Generalized method of moments; Maximum likelihood; Technical efficiency;

Evaluating the CDF of the distribution of the stochastic frontier composed error,
Christine Amsler, Peter Schmidt and Wen-Jen Tsay, in Journal of Productivity Analysis (2019)
Keywords: Stochastic frontier, Composed error, Skew normal distribution

A New Measure of Vector Dependence, with Applications to Financial Risk and Contagion,
Ivan Medovikov and Artem Prokhorov, in Journal of Financial Econometrics (2017)
Keywords: copula, Hoeffding’s Phi-square, measures of vector dependence, nonparametric statistics

Covariance Matrix Estimation under Total Positivity for Portfolio Selection*,
Raj Agrawal, Uma Roy and Caroline Uhler, in Journal of Financial Econometrics (2022)
Keywords: Gaussian graphical model, portfolio selection, total positivity

Improved separate ratio and product exponential type estimators in the case of post-stratification,
Rajesh Tailor and Hilal A. Lone, in Statistics in Transition new series (2015)
Keywords: finite population mean, post-stratification, bias, mean squared error

22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis,
Eva Senra, from Universidad Carlos III de Madrid. Departamento de Estadística (2017)
Keywords: Indirect forecast

An EM Algorithm for Conditionally Heteroskedastic Factor Models,
Antonis Demos and Enrique Sentana, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: STATISTICS

Functional linear regression with functional response,
David Benatia, Marine Carrasco and Jean-Pierre Florens, in Journal of Econometrics (2017)
Keywords: Functional regression; Instrumental variables; Linear operator; Tikhonov regularization;

Identification with averaged data and implications for hedonic regression studies,
José António Machado and João Santos Silva, from University Library of Munich, Germany (2003)
Keywords: Endogenous sampling; Functional form; Weighted least squares.

Quasi-generalized least squares regression estimation with spatial data,
Cuicui Lu and Jeffrey Wooldridge, in Economics Letters (2017)
Keywords: Quasi-GLS; Spatial correlation; Covariance tapering; Spatial HAC estimator;

DS-HECK: double-lasso estimation of Heckman selection model,
Masayuki Hirukawa, Di Liu, Irina Murtazashvili and Artem Prokhorov, in Empirical Economics (2023)
Keywords: Heckman, Probit, Double lasso, Post selection inference