Search Results

Estimation and Inference in an Ecological Inference Model,
Fan Yanqin, Sherman Robert and Matthew Shum, in Journal of Econometric Methods (2016)
Keywords: Copula, ecological inference, partial identification, treatment effects

Indirect inference estimation of stochastic production frontier models with skew-normal noise,
Hung-pin Lai and Subal Kumbhakar, in Empirical Economics (2023)
Keywords: Indirect inference estimation, Skew-normal error, Stochastic frontier model

Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives,
Leopold Simar and Paul Wilson, in Foundations and Trends(R) in Econometrics (2013)
Keywords: Nonparametric estimators, Statistical inference, Frontier estimation, Extreme value theory, Productivity,

Uniform post selection inference for LAD regression and other Z-estimation problems,
Alexandre Belloni, Victor Chernozhukov and Kengo Kato, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2014)
Keywords: Instrument, post-selection inference, sparsity, Neyman's Orthogonal Score test, uniformly valid inference, Z-estimation

Approximate maximum likelihood estimation for population genetic inference,
Bertl Johanna, Ewing Gregory, Kosiol Carolin and Futschik Andreas, in Statistical Applications in Genetics and Molecular Biology (2017)
Keywords: approximate inference, isolation-migration model, maximum likelihood estimation, orang-utans, population genetics, stochastic approximation

High-dimensional IV cointegration estimation and inference,
Peter Phillips and Igor L. Kheifets, in Journal of Econometrics (2024)
Keywords: Cointegration; HAR inference; High-dimensional IV; Long run variance matrix; Multicointegration; Singularity; Trend IV estimation;

Robust Inference for Mediated Effects in Partially Linear Models,
Oliver Hines, Stijn Vansteelandt and Karla Diaz-Ordaz, in Psychometrika (2021)
Keywords: G-estimation, Mediation, Robust inference

Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference,
Sung Jae Jun, Joris Pinkse and Yuanyuan Wan, in Journal of Econometrics (2015)
Keywords: Laplace estimation; n3-consistent estimators; Rate-adaptive inference;

Inference after estimation of breaks,
Isaiah Andrews, Toru Kitagawa and Adam McCloskey, in Journal of Econometrics (2021)
Keywords: Selective inference; Sample splitting; Structural breaks; Threshold regression; Misspecification;

Spatial Differencing: Estimation and Inference,
Federico Belotti, Edoardo Di Porto and Gianluca Santoni, in CESifo Economic Studies (2018)
Keywords: spatial differencing, boundary discontinuity, robust inference, dyadic data

Spatial Differencing: Estimation and Inference,
Federico Belotti, Edoardo Di Porto and Gianluca Santoni, from Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy (2017)
Keywords: Spatial differencing, Boundary discontinuity, robust inference, dyadic data.

Spatial Differencing: Estimation and Inference,
Federico Belotti, Edoardo Di Porto and Gianluca Santoni, from CEPII research center (2017)
Keywords: Spatial Differencing;Boundary Discontinuity;Robust Inference;Dyadic Data

GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference,
Jonathan B. Hill and Artem Prokhorov, from University of Sydney Business School, Discipline of Business Analytics (2015)
Keywords: Russian Ruble; expected shortfall; efficient moment estimation; robust inference; heavy tails; tail trimming; GARCH; GEL

GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference,
Jonathan B. Hill and Artem Prokhorov, in Journal of Econometrics (2016)
Keywords: GEL; GARCH; Tail trimming; Heavy tails; Robust inference; Efficient moment estimation; Expected shortfall; Russian Ruble;

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure,
Mohammad Pesaran, from CESifo (2004)
Keywords: cross section dependence, large panels, common correlated effects, heterogeneity, estimation and inference

Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma, in The Review of Economic Studies (2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation

Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma, from Department of Economics, Institute for Business and Economic Research, UC Berkeley (2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation, Economics

Two-Step Estimation and Inference with Possibly Many Included Covariates,
Matias Cattaneo, Michael Jansson and Xinwei Ma, from Department of Economics, UC San Diego (2019)
Keywords: Many covariates asymptotics, Robust inference, Bias Correction, Resampling Methods, M-estimation, Economics

Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence,
Mohammad Pesaran, from CESifo (2003)
Keywords: cross section dependence, large panels, common correlated effects, heterogeneity, estimation and inference

Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence,
Mohammad Pesaran, from Faculty of Economics, University of Cambridge (2003)
Keywords: cross section dependence, large panels, common correlated effects, heterogeneity, estimation and inference

The effect of package shape on calorie estimation,
Jieun Koo and Kwanho Suk, in International Journal of Research in Marketing (2016)
Keywords: Calorie estimation; Volume estimation; Package shape; Inference;

Estimation of stable distributions by indirect inference,
René Garcia, Eric Renault and David Veredas, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: stable distribution, indirect inference, constrained indirect inference, skewed-t distribution

Estimation of stable distributions by indirect inference,
René Garcia, Eric Renault and David Veredas, in Journal of Econometrics (2011)
Keywords: Stable distribution Indirect inference Constrained indirect inference Skewed-t distribution

Estimation of stable distributions with indirect inference,
René Garcia, Eric Renault and David Veredas, from ULB -- Universite Libre de Bruxelles (2011)
Keywords: Constrained indirect inference; Indirect inference; Skewed-t distribution; Stable distribution

Indirect Inference Estimation of Spatial Autoregressions,
Yong Bao, Xiaotian Liu and Lihong Yang, in Econometrics (2020)
Keywords: spatial autoregression; OLS; indirect inference

Estimation and inference of discontinuity in density,
Taisuke Otsu, Ke-Li Xu and Yukitoshi Matsushita, from London School of Economics and Political Science, LSE Library (2013)
Keywords: Bartlett correction; Empirical likelihood; Local likelihood; Nonparametric inference;Regression discontinuity design.

Note on the delta method for finite population inference with applications to causal inference,
Nicole E. Pashley, in Statistics & Probability Letters (2022)
Keywords: Potential outcome; Randomization inference; Variance estimation; Causal inference;

Estimation and inference by stochastic optimization,
Jean-Jacques Forneron, in Journal of Econometrics (2024)
Keywords: Stochastic gradient descent; M-estimation; m out of n and multiplier bootstrap;

Bayesian inference for thermal response test parameter estimation and uncertainty assessment,
Wonjun Choi, Hideki Kikumoto, Ruchi Choudhary and Ryozo Ooka, in Applied Energy (2018)
Keywords: Ground-source heat pump (GSHP); Thermal response test (TRT); Minimum TRT time; Bayesian inference; Uncertainty assessment; Parameter estimation;

Moment-based Estimation of Latent Class Models of Event Counts,
Partha Deb and Pravin Trivedi, from Department of Economics, UC San Diego (1998)
Keywords: moment-based estimator, estimation, inference

Matching for Causal Inference Without Balance Checking,
Stefano Iacus, Gary King and Giuseppe Porro, from Universitá degli Studi di Milano (2008)
Keywords: causal inferences, matching, treatment effect estimation,

Generalized Indirect Inference for Discrete Choice Models,
Anthony Smith and Michael Keane, from Econometric Society (2004)
Keywords: indirect inference, discrete choice models, simulation estimation

Sequential Bayesian inference for Weibull distribution parameters with initial hyperparameter optimization for system reliability estimation,
Susumu Shuto and Takashi Amemiya, in Reliability Engineering and System Safety (2022)
Keywords: System reliability; Component reliability; Weibull distribution; Bayesian inference; Weibull parameter estimation; Prior distribution;

Dynamic parameter estimation of the alkaline electrolysis system combining Bayesian inference and adaptive polynomial surrogate models,
Xiaoyan Qiu, Hang Zhang, Yiwei Qiu, Yi Zhou, Tianlei Zang, Buxiang Zhou, Ruomei Qi, Jin Lin and Jiepeng Wang, in Applied Energy (2023)
Keywords: Alkaline electrolysis; Bayesian inference; Data-driven model; Markov chain Monte Carlo; Hydrogen production; Parameter estimation;

Inference for low-rank completion without sample splitting with application to treatment effect estimation,
Jungjun Choi, Hyukjun Kwon and Yuan Liao, in Journal of Econometrics (2024)
Keywords: Matrix completion; Nuclear norm penalization; Two-step least squares estimation; Approximate factor model; Causal inference;

A scheduling algorithm for medical emergency rescue aircraft trajectory based on hybrid estimation and intent inference,
Bin Hu, Fang Pan and Lei Wang, in Journal of Combinatorial Optimization (2019)
Keywords: Low-level medical emergency rescue, Trajectory forecast, Hybrid estimation algorithm, Intent inference

Scalable Bayesian Approach for the Dina Q-Matrix Estimation Combining Stochastic Optimization and Variational Inference,
Motonori Oka and Kensuke Okada, in Psychometrika (2023)
Keywords: Q-matrix estimation, stochastic optimization, variational inference, diagnostic classification models, deterministic inputs noisy “and” gate (DINA) model

Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions,
Sebastian Veldhuis and Martin Wagner, from Institute for Advanced Studies (2024)
Keywords: Integrated modiï¬ ed estimation, cointegrating multivariate polynomial regression, ï¬ xed-b inference, generalized least squares

Estimation and inference in multivariate Markov chains,
João Nicolau and Flavio Riedlinger, in Statistical Papers (2015)
Keywords: Multivariate Markov chains, Nonlinear least squares, Predictability of investment recommendations, Statistical inference, 62M02, 62M05, 62M10,

Estimating density ratio of marginals to joint: Applications to causal inference,
Yukitoshi Matsushita, Taisuke Otsu and Keisuke Takahata, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2022)
Keywords: density ratio, causal inference, nonparametric estimation

Indirect Inference with Importance Sampling: An Application to Women's Wage Growth,
Robert Sauer and Christopher Taber, from Institute of Labor Economics (IZA) (2017)
Keywords: wage growth, simulation estimation, indirect inference, women

On the Estimation of a Class of Threshold Regression Models,
T. V. S. Ramamohan Rao, in Journal of Quantitative Economics (2024)
Keywords: Threshold regression, Unobservable variables, Estimation and inference

Estimation in semiparametric quantile factor models,
Shujie Ma, Oliver Linton and Jiti Gao, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018)
Keywords: Dependence; Fama-French Model; Inference; Sieve Estimation

Characteristic-Sorted Portfolios: Estimation and Inference,
Matias Cattaneo, Richard Crump, Max Farrell and Ernst Schaumburg, from Federal Reserve Bank of New York (2016)
Keywords: portfolio sorts; nonparametric estimation; partitioning; tuning parameter selection

Penalized indirect inference,
Francisco Blasques and Artem Duplinskiy, in Journal of Econometrics (2018)
Keywords: Penalized estimation; Indirect inference; Simulation-based methods; DSGE;

Median regularity and honest inference,
Arun Kumar Kuchibhotla, Sivaraman Balakrishnan and Larry Wasserman, in Biometrika (2023)
Keywords: Honest inference, Median bias, Pointwise validity, Regular estimation

Penalized Indirect Inference,
Francisco Blasques and Artem Duplinskiy, from Tinbergen Institute (2015)
Keywords: Penalized estimation, Indirect Inference, Simulation-based methods, DSGE models

Indirect Inference Based on the Score,
Peter Fuleky and Eric Zivot, from University of Hawaii Economic Research Organization, University of Hawaii at Manoa (2011)
Keywords: simulation based estimation, indirect inference, efficient method of moments

Indirect Inference Based on the Score,
Peter Fuleky and Eric Zivot, from University of Hawaii at Manoa, Department of Economics (2011)
Keywords: simulation based estimation, indirect inference, efficient method of moments

A Parametric approach to the Estimation of Cointegration Vectors in Panel Data,
Jörg Breitung, in Econometric Reviews (2005)
Keywords: Cointegrated systems, Estimation, Inference, Panel data,

Estimation of Asymmetric Stochastic Volatility in Mean Models,
Antonis Demos, from Athens University of Economics and Business (2023)
Keywords: Stochastic Volatility estimation asymmetry leverage indirect inference

A two-step indirect inference approach to estimate the long-run risk asset pricing model,
Joachim Grammig and Eva-Maria Küchlin, from University of Cologne, Centre for Financial Research (CFR) (2017)
Keywords: indirect inference estimation, asset pricing, longrun risk

Inference for treatment effect parameters in potentially misspecified high-dimensional models,
Oliver Dukes and Stijn Vansteelandt, in Biometrika (2021)
Keywords: Causal inference, Doubly robust estimation, High-dimensional inference, Post-selection inference

Do the benefits of homeownership on mental health vary by race and poverty status? An application of doubly robust estimation for causal inference,
Jun-Hong Chen, Dylan Jones, Jihye Lee, Yufu Yan, Wan-Jung Hsieh, Chieh-Hsun Huang, Yuanyuan Yang, Chi-Fang Wu, Melissa Jonson-Reid and Brett Drake, in Social Science & Medicine (2024)
Keywords: Homeownership; Mental health; Race disparities; Psychological distress; Poverty status; Propensity score weighting; Doubly robust estimation; Causal inference;

Robust variance estimation and inference for causal effect estimation,
Tran Linh, Petersen Maya, Schwab Joshua and J. van der Laan Mark, in Journal of Causal Inference (2023)
Keywords: estimator variance, influence function, targeted minimum loss-based estimation, asymptotic efficiency, non-parametric bootstrap, positivity assumption, augmented inverse probability-weighted estimation

Nonparametric estimation and inference under shape restrictions,
Joel L. Horowitz and Sokbae (Simon) Lee, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: NONPARAMETRIC ESTIMATION, SHAPE RESTRICTIONS

Estimating macro models and the potentially misleading nature of Bayesian estimation,
A. Patrick Minford, David Meenagh and Michael R. Wickens, from C.E.P.R. Discussion Papers (2021)
Keywords: Bayesian; Maximum likelihood; indirect inference; Estimation bias

Estimating macro models and the potentially misleading nature of Bayesian estimation,
David Meenagh, A. Patrick Minford and Michael Wickens, from Cardiff University, Cardiff Business School, Economics Section (2021)
Keywords: Bayesian; Maximum Likelihood; Indirect Inference; Estimation Bias

Some Recent Developments in Econometric Inference,
Arnold Zellner, in Econometric Reviews (2003)
Keywords: Econometric inference, Bayes' theorem, Information theory, Learning, Optimal estimation,

Inference on a distribution from noisy draws,
Koen Jochmans and Martin Weidner, from Faculty of Economics, University of Cambridge (2019)
Keywords: bias correction, estimation noise, non-parametric inference, regression to the mean, shrinkage

Inference on Semiparametric Multinomial Response Models,
Shakeeb Khan, Fu Ouyang and Elie Tamer, from Boston College Department of Economics (2019)
Keywords: Multinomial choice, Rank Estimation, Adaptive Inference, Dynamic Panel Data

On dealing with the unknown population minimum in parametric inference,
Matheus Henrique Junqueira Saldanha and Adriano Kamimura Suzuki, in AStA Advances in Statistical Analysis (2023)
Keywords: Population minimum, Endpoint estimation, Parameter inference, Maximum likelihood estimation, Extreme value theory, Extreme quantile estimation

Nonparametric estimation and inference on conditional quantile processes,
Zhongjun Qu and Jungmo Yoon, in Journal of Econometrics (2015)
Keywords: Nonparametric quantile regression; Uniform Bahadur representation; Uniform inference; Treatment effect;

Indirect inference estimation of dynamic panel data models,
Yong Bao and Xuewen Yu, in Journal of Econometrics (2023)
Keywords: Dynamic panel; Indirect inference; Within-group estimator; Convergence;

Technical, allocative and overall efficiency: Estimation and inference,
Leopold Simar and Paul Wilson, in European Journal of Operational Research (2020)
Keywords: Data envelopment analysis; Allocative efficiency; Overall efficiency; FDH; Inference;

Nonparametric Estimation and Inference on Conditional Quantile Processes,
Zhongjun Qu and Jungmo Yoon, from Boston University - Department of Economics (2011)
Keywords: nonparametric quantile regression, monotonicity constraint, uniform Bahadur representation, uniform inference

Estimation and Inference for Actual and Counterfactual Growth Incidence Curves,
Francisco Ferreira, Sergio Firpo and Antonio Galvao, from Institute of Labor Economics (IZA) (2017)
Keywords: inference, potential outcomes, growth incidence curves, quantile process

On the sampling interpretation of confidence intervals and hypothesis tests in the context of conditional maximum likelihood estimation,
E. Maris, in Psychometrika (1998)
Keywords: CML estimation, confidence intervals, conditional inference,

The Macroeconomic Controversy Over Price Rigidity — How to Resolve it and How Bayesian Estimation has Led us Astray,
David Meenagh, A. Patrick Minford and Michael R. Wickens, in Open Economies Review (2022)
Keywords: Bayesian, Maximum likelihood, Indirect inference, Estimation bias

Rank-based inference for linear models: asymmetric errors,
James C. Aubuchon and Thomas P. Hettmansperger, in Statistics & Probability Letters (1989)
Keywords: inference based on ranks linear models asymmetric errors density estimation

Robust inference in nonstationary time series models,
Zhijie Xiao, in Journal of Econometrics (2012)
Keywords: Cointegration; M-estimation; Robust inference; Structural change; Unit root;

Bayesian inference for the mixed conditional heteroskedasticity model,
Luc Bauwens and Jeroen Rombouts, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005)
Keywords: finite mixture, ML estimation, Bayesian inference, Value at Risk

Integrated likelihood inference in semiparametric regression models,
H. He and T. Severini, in METRON (2014)
Keywords: Gaussian process, Likelihood inference, Likelihood ratio test, Semiparametric estimation,

Bayesian inference for the mixed conditional heteroskedasticity model,
Luc Bauwens and Jeroen Rombouts, from Université catholique de Louvain, Département des Sciences Economiques (2005)
Keywords: Finite mixure; ML estimation; Bayesian inference; Value at Risk

Bayesian inference for the mixed conditional heteroskedasticity model,
Luc Bauwens and Jeroen Rombouts, from HEC Montréal, Institut d'économie appliquée (2006)
Keywords: Finite mixture, ML estimation, bayesian inference, value at risk.

Black-box Bayesian inference for agent-based models,
Joel Dyer, Patrick Cannon, J. Farmer and Sebastian M. Schmon, in Journal of Economic Dynamics and Control (2024)
Keywords: Agent-based models; Bayesian inference; Neural networks; Parameter estimation; Simulation-based inference; Time series;

A New Approach to Robust Inference in Cointegration,
Sainan Jin, Peter Phillips and Yixiao Sun, from Cowles Foundation for Research in Economics, Yale University (2005)
Keywords: Cointegration, HAC estimation, long-run covariance matrix, robust inference, steep origin kernel, fully modified estimation

Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimation and Inference Methods,
Ron Mittelhammer, George Judge and Ronald Schoenberg, from Department of Agricultural & Resource Economics, UC Berkeley (2003)
Keywords: Unbiased moment based estimation and inference, empirical likelihood, empirical exponential likelihood, semiparametric models, conditional estimating equations, finite sample bias and precision, squared error loss, instrumental conditioning variables

Estimation of electoral volatility parameters employing ecological inference methods,
Pablo Sandoval and Silvia Ojeda, in Quality & Quantity: International Journal of Methodology (2023)
Keywords: Ecological inference, Electoral volatility, Electorate composition, Parametric inference, Pedersen index

Classification Using Marginalized Maximum Likelihood Estimation and Black-Box Variational Inference,
Soroosh Shalileh, from Springer (2023)
Keywords: Automatic differentiation, Classification with black box variational inference, Variational inference, Classification

Indirect Inference Estimation of a First-Order Dynamic Panel Data Model,
Yong Bao, in Journal of Quantitative Economics (2021)
Keywords: Dynamic panel, Indirect inference, Bias

Estimation and inference in functional single-index models,
Shujie Ma, in Annals of the Institute of Statistical Mathematics (2016)
Keywords: Single-index models, Functional data analysis, Functional linear models, B splines, Confidence bands, Simultaneous inference,

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown,
Kulan Ranasinghe and Mervyn J. Silvapulle, from Monash University, Department of Econometrics and Business Statistics (2008)
Keywords: Adaptive inference; Conditional duration model; Constrained inference; Efficient semiparametric estimation; Order restricted inference; Semiparametric efficiency bound.

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown,
Kulan Ranasinghe and Mervyn J. Silvapulle, from Monash University, Department of Econometrics and Business Statistics (2008)
Keywords: Adaptive inference; Conditional duration model; Constrained inference; Efficient semiparametric estimation; Order restricted inference; Semiparametric efficiency bound.

On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference,
Ying C. MacNab, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2023)
Keywords: Analysis of covariance structure, Asymmetry, Bayesian estimation and inference, Departure from symmetry, Disease mapping, Dimensionality reduction, Linear coregionalization, Multivariate Gaussian Markov random fields, Principal component analysis, Shared component analysis, Small area estimation, Spatial dependence matrix

Semiparametric Estimation of Signaling Games,
Kyoo il Kim, from East Asian Bureau of Economic Research (2006)
Keywords: Semiparametric Estimation, Signaling Game, Set Inference, Sieve Simultaneous Conditional MLE

Semiparametric counterfactual density estimation,
E H Kennedy, S Balakrishnan and L A Wasserman, in Biometrika (2023)
Keywords: Causal inference, Density estimation, Influence function, Model misspecification, Semiparametric theory

Variance Estimation for Richness Measures,
Michał Brzeziński, from LIS Cross-National Data Center in Luxembourg (2011)
Keywords: richness, affluence, distributional indices, variance estimation, statistical inference

Variance estimation for richness measures,
Michał Brzeziński, from Faculty of Economic Sciences, University of Warsaw (2013)
Keywords: richness, affluence, distributional indices, variance estimation, statistical inference

Synthetic Difference-in-Differences Estimation,
Damian Clarke, Daniel Pailañir, Susan Athey and Guido W. Imbens, from Institute of Labor Economics (IZA) (2023)
Keywords: difference-in-differences, synthetic control, synthetic difference-in-differences, estimation, inference, visualization