Zobrazeno 1 - 10
of 39
pro vyhledávání: '"two step estimators"'
Publikováno v:
Econometrica, 1999 May 01. 67(3), 565-603.
Externí odkaz:
https://www.jstor.org/stable/2999545
Akademický článek
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Autor:
Massimiliano Caporin, Michael McAleer
Publikováno v:
Econometrics, Vol 1, Iss 1, Pp 115-126 (2013)
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for cau
Externí odkaz:
https://doaj.org/article/4f4c08a8e4c94f018df7db1f36cc8526
Autor:
Fuller, Wayne A., Rao, J. N. K.
Publikováno v:
The Annals of Statistics, 1978 Sep 01. 6(5), 1149-1158.
Externí odkaz:
https://www.jstor.org/stable/2958615
An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high dimensional settings where the number of variables p diverge with the sample size n. However, it is difficu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1400::890dac0e93444a6f1d5b4240b6abc0c5
https://archive-ouverte.unige.ch/unige:125063
https://archive-ouverte.unige.ch/unige:125063
Publikováno v:
BASE-Bielefeld Academic Search Engine
Journal of the American Statistical Association, Vol. 114 (2019) pp. 146-157
Journal of the American Statistical Association, Vol. 114 (2019) pp. 146-157
Along with the ever increasing data size and model complexity, an important challenge frequently encountered in constructing new estimators or in implementing a classical one such as the maximum likelihood estimator, is the computational aspect of th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e2f01e89fc46ef54607dd2c637fb03f6
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
instname
instname
Let H0(X) be a function that can be nonparametrically estimated. Suppose E [Y&7CX]=F0[X⊤β0, H0(X)]. Many models fit this framework, including latent index models with an endogenous regressor and nonlinear models with sample selection. We show that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cede3b0ec6b66343e1e1a0fb57fecfce
http://hdl.handle.net/10016/34099
http://hdl.handle.net/10016/34099
Autor:
Michael McAleer, Massimiliano Caporin
Publikováno v:
Econometrics, Vol 1, Iss 1, Pp 115-126 (2013)
Econometrics; Volume 1; Issue 1; Pages: 115-126
Econometrics; Volume 1; Issue 1; Pages: 115-126
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time-varying conditional correlations. The reasons given for cau
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23add508f478476c455406b1d913ad04
http://www.kier.kyoto-u.ac.jp/DP/DP870.pdf
http://www.kier.kyoto-u.ac.jp/DP/DP870.pdf
Autor:
Massimiliano Caporin, Michael McAleer
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time- varying conditional correlations. The reasons given for ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8a16411465fc8524a8649b6a7e5f0d52
http://www.econ.canterbury.ac.nz/RePEc/cbt/econwp/1316.pdf
http://www.econ.canterbury.ac.nz/RePEc/cbt/econwp/1316.pdf
Autor:
Mitze, Timo
Gravity type models are widely used in international economics. In these models the inclusion of time-fi0xed regressors like geographical or cultural distance, language and institutional (dummy) variables is often of vital importance e.g. to analyse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b264cf069e9837e69637d436408087e5
http://www.eeri.eu/documents/wp/EERI_RP_2010_22.pdf
http://www.eeri.eu/documents/wp/EERI_RP_2010_22.pdf