Search Results

A Note on Adaptive Estimation,
Douglas Steigerwald, from Department of Economics, UC Santa Barbara (2006)
Keywords: adaptive estimation, semiparametric, efficient

Efficient estimation and stratified sampling,
Guido Imbens and Tony Lancaster, from Tilburg University, Center for Economic Research (1991)
Keywords: Estimation

Efficient Semiparametric Estimation of Quantile Treatment Effects,
Sergio Firpo, from Econometric Society (2004)
Keywords: Quantile Treatment Effects, Propensity Score, Semiparametric Efficiency Bounds, Efficient Estimation, Semiparametric Estimation

Efficient Kernel-Based Semiparametric IV Estimation with an Application to Resolving a Puzzle on the Estimates of the Return to Schooling,
Feng Yao and Junsen Zhang, from Department of Economics, West Virginia University (2013)
Keywords: Instrumental variables, semiparametric regression, efficient estimation

Efficient estimation in a semiparametric additive regression model with autoregressive errors,
Anton Schick, in Stochastic Processes and their Applications (1996)
Keywords: 62G05 62G20 Efficient estimation Semiparametric additive regression Autoregressive process

Efficient semiparametric estimation of multi-valued treatment effects under ignorability,
Matias Cattaneo, in Journal of Econometrics (2010)
Keywords: Multi-valued treatment effects Unconfoundedness Semiparametric efficiency Efficient estimation

Asymptotically efficient estimation of the sparsity function at a point,
A. H. Welsh, in Statistics & Probability Letters (1988)
Keywords: efficient estimation kernel mean squared error order statistics sparsity function weak convergence

Efficient semiparametric estimation in stochastic frontier model,
Byeong Park and Leopold Simar, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1992)
Keywords: Stochastic frontier model, semiparametric model, efficient estimation, information bound, panel data

Efficient Estimation of the SemiparametricSpatial Autoregressive Model,
Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2007)
Keywords: Spatial autoregression, Efficient estimation, Adaptive estimation,Simultaneity bias.© The author. All rights reserved. Short sections of text, not to exceed two paragraphs,may be quoted without explicit permission provided that full credit, including © notice, isgiven to the source.

Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity,
Hyungsik Moon and Benoit Perron, in Econometric Reviews (2005)
Keywords: Seemingly unrelated regressions, Efficient estimation, Purchasing power parity, Minimum distance,

Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling,
Feng Yao and Junsen Zhang, in Empirical Economics (2015)
Keywords: Instrumental variables, Semiparametric regression, Efficient estimation, Return to schooling, C14, C21,

Efficient semiparametric estimation via Cholesky decomposition for longitudinal data,
Ziqi Chen, Ning-Zhong Shi, Wei Gao and Man-Lai Tang, in Computational Statistics & Data Analysis (2011)
Keywords: Efficient semiparametric estimation Longitudinal data Modified Cholesky decomposition Profile likelihood estimator Within-subject correlation

Doubly Robust and Efficient Estimation of Marginal Structural Models for the Hazard Function,
Zheng Wenjing, Petersen Maya and J. van der Laan Mark, in The International Journal of Biostatistics (2016)
Keywords: targeted maximum likelihood estimation, inverse probability weighting, doubly robust, efficient, marginal structural models

Efficient Estimation for Varying-Coefficient Mixed Effects Models with Functional Response Data,
Xiong Cai, Liugen Xue, Xiaolong Pu and Xingyu Yan, in Metrika: International Journal for Theoretical and Applied Statistics (2021)
Keywords: Functional varying coefficient models, Within-subject correlation, Local kernel smoothing, Efficient estimation, Functional responses

Efficient Estimation of Factor Models,
In Choi, from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) (2010)
Keywords: factor model, maximum likelihood estimation, generalized principal component estimation, feasible generalized principal component estimation

Efficient Estimation of Learning Models,
Laurent Calvet and Veronika Czellar, from HAL (2012)
Keywords: Learning,indirect inference,efficient method of moments,forecasting,particle filter,rational expectations,value at risk

Efficient Estimation of Dynamical systems,
Stefano Iacus, from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano (1999)
Keywords: dynamical systems, diffusion process, semiparametric estimation,

Efficient Estimation of Risk Preferences,
Feng Wu and Zhengfei Guan, in American Journal of Agricultural Economics (2018)
Keywords: Estimation efficiency, GMM, Monte Carlo, risk distribution, risk preferences, seminonparamtric estimation

PHILLIPSHANNAN: RATS procedure to compute Phillips-Hannan Efficient estimator for multivariate regressions,
Tom Doan, from Boston College Department of Economics
Keywords: Spectral analysis, cointegration, Hannan efficient estimation

Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error,
Chen Zhong, in Computational Statistics & Data Analysis (2024)
Keywords: ARMA; B-spline; Gumbel distribution; Oracally efficient estimation; Simultaneous confidence band;

Risk Preferences and Estimation Risk in Portfolio Choice,
Hao Liu and Winfried Pohlmeier, from Rimini Centre for Economic Analysis (2013)
Keywords: efficient portfolio, estimation risk, certainty equivalent, shrinkage

A Nonparametric Estimation Problem From Indirect Observations,
Samir Lababidi, in Statistical Inference for Stochastic Processes (2003)
Keywords: nonparametric estimation, indirect observation, efficient estimators,

Adaptive Estimation of the Dynamic Linear Model with Fixed Effects,
Tiemen Woutersen and Marcel Voia, from University of Western Ontario, Department of Economics (2002)
Keywords: Panel data, Efficient Estimation, Bayesian Analysis

Efficient estimation in models with independence restrictions,
Alexandre Poirier, in Journal of Econometrics (2017)
Keywords: Efficiency bounds; Independence; Estimation;

Efficient estimation of price adjustment coefficients,
Johan Lyhagen, from Stockholm School of Economics (1999)
Keywords: Estimation; efficiency; price adjustment

Efficient Estimation in Semiparametric GARCH Models,
Feike C. Drost and C.A.J. Klaassen, from Tilburg University, Center for Economic Research (1996)
Keywords: garch models; estimation

Efficient Estimation of Dynamical Systems,
Stefano Iacus, in Studies in Nonlinear Dynamics & Econometrics (2001)
Keywords: asymptotic efficiency, diffusion process, dynamical systems, integrated mean square error, quadratic risk, semiparametric estimation

Semiparametrically Efficient Estimation of Conditional Instrumental Variables Parameters,
Maximilian Kasy, in The International Journal of Biostatistics (2009)
Keywords: instrumental variables, efficient influence curve

Structural Estimation of a Becker-Ehrlich Equilibrium Model of Crime: Allocating Police Across Cities to Reduce Crime,
Chao Fu and Kenneth I Wolpin, in The Review of Economic Studies (2018)
Keywords: Crime, Multiple equilibria, Estimation, Efficient police allocation

Efficient estimation of a shift in nonparametric regression,
Anton Schick, in Statistics & Probability Letters (1999)
Keywords: Semiparametric regression Efficient influence function Least dispersed regular estimator Least squares spline estimators

Efficient Estimation of Spatial Autoregressive Models,
Théophile Azomahou, from Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2001)
Keywords: Instrumental variables; Spatial dependence; Nonparametric estimation

Efficient Estimation of Nonstationary Factor Models,
In Choi, from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) (2011)
Keywords: factor model, unit root, generalized principal component estimation, feasible generalized principal component estimation

Efficient Nonparametric Estimation of Generalized Autocovariances,
Alessandra Luati, Francesca Papagni and Tommaso Proietti, from Tor Vergata University, CEIS (2021)
Keywords: Cramér-Rao lower bound; Frequency Domain; Minimum Contrast Estimation; Periodogram

Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier,
Hilal Yilmaz and Neil D. Pearson, in International Journal of Computational Economics and Econometrics (2016)
Keywords: covariance matrix; mean-variance optimisation; constrained MLE; maximum likelihood estimation; Sharpe ratio; shrinkage estimator; global minimum variance portfolio; Monte Carlo simulation; singular; quadratic matrix equation; sample covariance matrix; efficient frontier.

A new estimator for efficient dimension reduction in regression,
Wei Luo and Xizhen Cai, in Journal of Multivariate Analysis (2016)
Keywords: Conditional variance; Double robustness; Efficient estimation; Regression; Sufficient dimension reduction;

Model selection for the robust efficient signal processing observed with small Lévy noise,
Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Model selection, Non-asymptotic estimation, Robust estimation, Oracle inequalities, Efficient estimation, Statistical signal processing techniques and analysis

Semiparametric Estimation of Partially Varying-Coefficient,
Zongwu Cai, Linna Chen and Ying Fang, from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013)
Keywords: Dynamic Panel Data; Efficient Estimation; Semiparametric Models; Varying Coefficients

Smoothed Maximum Score Estimation of Discrete Duration Models,
Sadat Reza and Paul Rilstone, in JRFM (2019)
Keywords: maximum score estimator; discrete duration models; efficient semiparamteric estimation

Sequential Estimation of Shape Parameters in Multivariate Dynamic Models,
Dante Amengual, Gabriele Fiorentini and Enrique Sentana, from CEMFI (2012)
Keywords: Elliptical distributions, Efficient estimation, Systemic risk, Value at risk.

Adaptive and efficient estimation in the Gaussian sequence model,
Jingfu Peng, in Statistics & Probability Letters (2023)
Keywords: Gaussian sequence model; Unbiased risk estimation; Monotone oracle; Adaptive estimation;

Communication-efficient distributed M-estimation with missing data,
Jianwei Shi, Guoyou Qin, Huichen Zhu and Zhongyi Zhu, in Computational Statistics & Data Analysis (2021)
Keywords: Distributed estimation; M-estimation; Missing data; Inverse probability weighting;

Efficient Density Estimation for Ergodic Diffusion Processes,
Yu. Kutoyants, in Statistical Inference for Stochastic Processes (1998)
Keywords: diffusion process, nonparametric estimation, density estimation, minimax bound.,

An Adversarial Approach to Structural Estimation,
Tetsuya Kaji, Elena Manresa and Guillaume Pouliot, from Becker Friedman Institute for Research In Economics (2020)
Keywords: Structural estimation, generative adversarial networks, neural networks, simulated method of moments, indirect inference, efficient estimation

Efficient Regression in Time Series Partial Linear Models,
Peter Phillips, Binbin Guo and Zhijie Xiao, from Cowles Foundation for Research in Economics, Yale University (2002)
Keywords: Efficient estimation, Partial linear regression, Spectral regression, Kernel estimation, Nonparametric, Semiparametric, Weak dependence

On efficiency of estimation and testing with data quantized to fixed number of cells,
A. Mayoral, D. Morales, J. Morales and I. Vajda, in Metrika: International Journal for Theoretical and Applied Statistics (2003)
Keywords: Quantization, Fisher information in quantized models, convergence of Fisher information, optimal quantization, efficient estimation, efficient testing,

Robust estimation of moment condition models with weakly dependent data,
Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2014)
Keywords: Blocking, Generalized Empirical Likelihood, Hellinger Distance, Robustness, Efficient Estimation, Mixing

On robust and efficient designs for risk estimation in epidemiologic studies,
Holger Dette, from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen (2003)
Keywords: two by two table, odds ratio, relativ risk, attributable risk, optimal design, efficient design

Efficient estimation of drift parameters in stochastic volatility models,
Arnaud Gloter, in Finance and Stochastics (2007)
Keywords: Stochastic volatility model, Microstructure noise, Integrated volatility, Realized volatility, Efficient estimator, C13, C15, 62F12, 62M09,

Robust estimation of efficient mean–variance frontiers,
Luigi Grossi and Fabrizio Laurini, in Advances in Data Analysis and Classification (2011)
Keywords: Efficient frontiers, Forward search, Multivariate outlier detection, Portfolio allocation, 62F35, 62P20,

Efficient estimation of a triangular system of equations for quantile regression,
Sungwon Lee, in Economics Letters (2023)
Keywords: Quantile regression; Endogeneity; Sieve estimation; Semiparametric efficiency;

Semiparametric Efficient Adaptive Estimation of the PTTGARCH model,
Nicola Ciccarelli, from University Library of Munich, Germany (2016)
Keywords: Semiparametric adaptive estimation; Power-transformed and threshold GARCH.

Efficient estimation of a semiparametric dynamic copula model,
Christian Hafner and Olga Reznikova, in Computational Statistics & Data Analysis (2010)
Keywords: Dynamic copula Semiparametric estimation Local likelihood Efficiency

Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity,
Oliver Linton and Zhijie Xiao, in Journal of Econometrics (2019)
Keywords: Efficiency; Heteroskedasticity; Local polynomial estimation; Nonparametric regression;

Efficient estimation of a multivariate multiplicative volatility model,
Christian Hafner and Oliver Linton, in Journal of Econometrics (2010)
Keywords: GARCH Kernel estimation Local stationarity Semiparametric

On the Estimation Error in Mean-Variance Efficient Portfolio Weights,
F.A. de Roon, from Tilburg University, Center for Economic Research (2004)
Keywords: portfolio choice; estimation risk; mean-varyance analysis

Efficient Estimation of a Triangular System of Equations for Quantile Regression,
Sungwon Lee, from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) (2023)
Keywords: quantile regression, endogeneity, sieve estimation, semiparametric efficiency

Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticity,
Oliver Linton and Zhijie Xiao, from Faculty of Economics, University of Cambridge (2019)
Keywords: Efficiency, Heteroskedasticity, Local Polynomial Estimation, Nonparametric Regression.

Efficient Estimation of a Multivariate Multiplicative Volatility Model,
Christian Hafner and Oliver Linton, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2009)
Keywords: GARCH, Kernel Estimation, Local Stationarity,Semiparametric

A robust and efficient adaptive reweighted estimator of multivariate location and scatter,
Daniel Gervini, in Journal of Multivariate Analysis (2003)
Keywords: Efficient estimation High breakdown point Minimum covariance determinant (MCD) Outlier detection Robust estimation

On efficient estimation of invariant density for ergodic diffusion processes,
Ilia Negri, in Statistics & Probability Letters (2001)
Keywords: Ergodic diffusion process Minimax lower bound Invariant density estimation

Efficient estimation and filtering for multivariate jump–diffusions,
François Guay and Gustavo Schwenkler, in Journal of Econometrics (2021)
Keywords: Multivariate jump–diffusions; Likelihood inference; Filtering; Density estimation; Efficiency;

Efficient estimation of the mode of continuous multivariate data,
Chih-Yuan Hsu and Tiee-Jian Wu, in Computational Statistics & Data Analysis (2013)
Keywords: Density estimation; Joint Box–Cox transform; Mode seeking;

Efficient estimation of a distribution function based on censored data,
Filippos Alevizos, Dimitrios Bagkavos and Dimitrios Ioannides, in Statistics & Probability Letters (2019)
Keywords: Survival function; Right censoring; Kernel estimation; Kaplan–Meier;

Efficient estimation of a multivariate multiplicative volatility model,
Christian Hafner and Oliver Linton, from HAL (2010)
Keywords: C12,C13,C14,GARCH,Kernel estimation,Local stationarity,Semiparametric

Semiparametric efficient adaptive estimation of the GJR-GARCH model,
Ciccarelli Nicola, in Statistics & Risk Modeling (2018)
Keywords: Semiparametric estimation, nonparametric inference, asymmetric volatility, GJR-GARCH

Efficient minimum distance estimation with multiple rates of convergence,
Bertille Antoine and Eric Renault, in Journal of Econometrics (2012)
Keywords: GMM; Mixed-rates asymptotics; Kernel estimation; Rotation in the coordinate system;

Asymptotically Efficient Estimation of the Derivative of the Invariant Density,
Arnak Dalalyan and Yury Kutoyants, in Statistical Inference for Stochastic Processes (2003)
Keywords: ergodic diffusion, invariant density, derivative estimation, asymptotical efficiency, Pinsker's constant,

On an asymptotically more efficient estimation of the single-index model,
Ziqing Chang, Liugen Xue and Lixing Zhu, in Journal of Multivariate Analysis (2010)
Keywords: The single-index model Asymptotical efficiency Least squares estimation

Efficient Minimum Distance Estimation with Multiple Rates of Convergence,
Bertille Antoine and Eric Renault, from Department of Economics, Simon Fraser University (2012)
Keywords: GMM; Mixed-rates asymptotics; Kernel estimation; Rotation in the coordinate system

Estimation of Approximate Values of the Optimum Points on Efficient Portfolios Curve,
Kowgier Henryk, in Folia Oeconomica Stetinensia (2007)
Keywords: utility functions, efficient portfolios, approximate optimum points, utility functions, efficient portfolios, approximate optimum points

Econometrical analysis of the sample efficient frontier,
Taras Bodnar and Wolfgang Schmid, in The European Journal of Finance (2009)
Keywords: asset allocation, efficient frontier, portfolio analysis, mean-variance portfolio, parameter uncertainty, interval estimation,

Efficient Inference in Multivariate Fractionally Integrated Time Series Models,
Morten Nielsen, from Department of Economics and Business Economics, Aarhus University
Keywords: Asymptotic Local Power; Efficient Estimation; Efficient Test; Fractional Integration; Multivariate ARFIMA model; Multivariate Fractional Unit Root; Nonstationarity

Efficient estimation of unconditional capital by Monte Carlo simulation,
Alex Ferrer, José Casals and Sonia Sotoca, in Finance Research Letters (2016)
Keywords: Capital estimation; Charge-off; Credit risk; Monte Carlo simulation; Unconditional capital;

Instrument relevance and efficient estimation with panel data,
Rachid Boumahdi and Alban Thomas, from HAL (2006)
Keywords: ESTIMATION theory,MATHEMATICAL statistics,REGRESSION analysis,CANONICAL correlation (Statistics),VARIABLES (Mathematics)

Efficient estimation of expected stock price returns,
Dilip B. Madan, in Finance Research Letters (2017)
Keywords: Variance gamma model; Digital moment estimation; Self decomposable laws; Limit laws;

Efficient semiparametric estimation for Gini inequality treatment effects,
Xiaofeng Lv, Rui Li and Zheng Fang, in Economics Letters (2017)
Keywords: Gini inequality; Treatment effects; Semiparametric method; Two-step estimation; Efficiency bound;

A robust and efficient estimation method for single index models,
Jicai Liu, Riquan Zhang, Weihua Zhao and Yazhao Lv, in Journal of Multivariate Analysis (2013)
Keywords: Single index models; Modal regression; Local linear regression; Robust estimation; Semiparametric regression;

A statistically and computationally efficient method for frequency estimation,
Kai-Sheng Song and Ta-Hsin Li, in Stochastic Processes and their Applications (2000)
Keywords: Filter Fixed points Frequency estimation Martingale difference Nonlinear regression Signal processing Spectral analysis Time series

Semiparametrically Efficient Estimation of Regression Models with Spillovers,
Nicolas Debarsy, Vincenzo Verardi and Catherine Vermandele, from HAL (2024)
Keywords: Statistical efficiency,Local Asymptotic Normality,Semiparametric estimation,Ranks and signs,Spillovers effects

Semiparametric efficient G-estimation with invalid instrumental variables,
B Sun, Z Liu and E J Tchetgen, in Biometrika (2023)
Keywords: Causal inference, G-estimation, Instrumental variable, Multiple robustness property, Semiparametric theory, Unmeasured confounding

Efficient Estimation of Binary Choice Models with Panel Data,
Sungwon Lee, from Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy) (2023)
Keywords: binary choice models, correlated random effects, sieve estimation, semiparametric efficiency, bootstrap

Efficient R-Estimation of Principal and Common Principal Components,
Marc Hallin, Davy Paindaveine and Thomas Verdebout, from ULB -- Universite Libre de Bruxelles (2013)
Keywords: common principal components; elliptical densities; uniform local Asymptotic normality; principal components; ranks; R-estimation; robustness

Penalized likelihood hazard estimation: Efficient approximation and Bayesian confidence intervals,
Pang Du and Chong Gu, in Statistics & Probability Letters (2006)
Keywords: Bayesian confidence interval Efficient approximation Computation Hazard Penalized likelihood

Efficient estimation in a partially specified nonignorable propensity score model,
Mengyan Li, Yanyuan Ma and Jiwei Zhao, in Computational Statistics & Data Analysis (2022)
Keywords: Nonignorable missing data; Propensity score; Semiparametric model; Efficient score method;

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier,
Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti and Abdelwahed Trabelsi, from HAL (2018)
Keywords: Downside risk,Kernel method,Mean nonparametric estimation,Median nonparametric estimation,Portefolio efficient frontier,Semi-variance

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier,
Hanene Ben Salah, Mohamed Chaouch, Ali Gannoun, Christian de Peretti and Abdelwahed Trabelsi, in Annals of Operations Research (2018)
Keywords: Downside risk, Kernel method, Mean nonparametric estimation, Median nonparametric estimation, Portefolio efficient frontier, Semi-variance

Efficient Likelihold Inference in Nonstationary Univariate Models,
Morten Nielsen, from Department of Economics and Business Economics, Aarhus University
Keywords: Fractional Integration; Nonstationarity; Likelihood Inference; Efficient Estimation; Optimal Tests; Limiting Power; Small Sample Power

Efficient estimation of choice-based sample methods with the method of moments,
Guido Imbens, from Tilburg University, School of Economics and Management (1989)
Keywords: Estimation; Choice Theory; mathematische statistiek

Efficient iterative maximum likelihood estimation of high-parameterized time series models,
Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig, from Center for Financial Studies (CFS) (2014)
Keywords: Multi-Step estimation, Sparse estimation, Multivariate time series, Maximum likelihood estimation, Copula

Efficient iterative maximum likelihood estimation of high-parameterized time series models,
Nikolaus Hautsch, Ostap Okhrin and Alexander Ristig, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2014)
Keywords: Multi-Step estimation, Sparse estimation, Multivariate time series, Maximum likelihood estimation, Copula