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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
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Two-stage least squares random forests with a replication of angrist and evans (1998)
Biewen, Martin; Kugler, Philipp - 2020
We develop the case of two-stage least squares estimation (2SLS) in the general framework of Athey et al. (Generalized Random Forests, Annals of Statistics, Vol. 47, 2019) and provide a software implementation for R and C++. We use the method to revisit the classic application of instrumental...
Persistent link: https://www.econbiz.de/10012424219
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Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Magdalinos, Tassos - In: Econometric theory 38 (2022) 5, pp. 875-912
Persistent link: https://www.econbiz.de/10013469682
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Variance estimation for survey-weighted data using bootstrap resampling methods : 2013 methods-of-payment surveyquestionnaire
Chen, Heng; Shen, Q. Rallye - In: The econometrics of complex survey data : theory and …, (pp. 87-106). 2019
Persistent link: https://www.econbiz.de/10012104613
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A predictability test for a small number of nested models
Granziera, Eleonora; Hubrich, Kirstin; Moon, Hyungsik Roger - In: Journal of econometrics 182 (2014) 1, pp. 174-185
Persistent link: https://www.econbiz.de/10010497092
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Likelihood inference in some finite mixture models
Chen, Xiaohong; Northwestern University / Department of … - In: Journal of econometrics 182 (2014) 1, pp. 87-99
Persistent link: https://www.econbiz.de/10010497117
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Testing conditional independence via empirical likelihood
Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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Average density estimators : efficiency and bootstrap consistency
Cattaneo, Matias D.; Jansson, Michael - In: Econometric theory 38 (2022) 6, pp. 1140-1174
Persistent link: https://www.econbiz.de/10013539309
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Direct normal irradiance predictions using broadband models for Indian stations
Rohilla, Laxmi Narain; Singh, Dinesh Kumar - In: Energy reports 6 (2020) 2, pp. 572-576
with measured values in terms of percentage root mean square error (RMSE) and percentage mean bias error (MBE). It is …
Persistent link: https://www.econbiz.de/10012181212
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Estimation of parameters of misclassified size biased Borel Tanner distribution
Trivedi, B. S.; Patel, M. N. - In: Advances in analytics and applications, (pp. 243-260). 2019
Persistent link: https://www.econbiz.de/10011974469