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1
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
-
2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012595666
Saved in:
2
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
3
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
-
2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012295262
Saved in:
4
Numerische Grenze der Glaubwürdigkeit : ungewisse Daten im Licht statistischer Analysen
Weinmann, Siegfried
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
51
(
2022
)
4
,
pp. 54-58
Persistent link: https://www.econbiz.de/10013198905
Saved in:
5
Wie lange noch? : voraussichtliches Andauern von Aktivitäten und Geschäftskontakten
Schneider, Thomas
- In:
ZRFC : risk, fraud & compliance ; Prävention und …
16
(
2021
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10012543461
Saved in:
6
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
7
Smets and Wouters model estimated with skewed shocks - empirical study of forecasting properties
Koloch, Grzegorz
-
2016
Persistent link: https://www.econbiz.de/10011662143
Saved in:
8
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
Saved in:
9
Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.
;
Lillestøl, Jostein
-
2015
Persistent link: https://www.econbiz.de/10010515222
Saved in:
10
Microeconomic origins of macroeconomic tail risks
Acemoglu, Daron
;
Ozdaglar, Asuman E.
;
Tahbaz-Salehi, Alireza
-
2015
Persistent link: https://www.econbiz.de/10011347414
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