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  • Search: subject:"Asymptotic Distribution"
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Year of publication
Subject
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asymptotic distribution 95 Asymptotic distribution 84 Schätztheorie 36 Estimation theory 34 equation 25 statistics 25 correlation 24 time series 23 statistic 21 covariance 19 econometrics 18 bootstrap 17 equations 17 cointegration 16 Economic models 15 samples 15 Time series analysis 14 Zeitreihenanalyse 14 probability 14 survey 13 Statistische Verteilung 12 standard errors 12 Statistical distribution 11 prediction 11 sampling 11 logarithm 10 predictions 10 sample size 10 standard deviation 10 autocorrelation 9 normal distribution 9 ARCH model 8 ARCH-Modell 8 Stochastic process 8 Stochastischer Prozess 8 Theorie 8 confidence intervals 8 financial statistics 8 forecasting 8 probabilities 8
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Online availability
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Free 118 Undetermined 93 CC license 1
Type of publication
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Book / Working Paper 115 Article 109 Other 2
Type of publication (narrower categories)
All
Article in journal 28 Aufsatz in Zeitschrift 28 Working Paper 21 Graue Literatur 13 Non-commercial literature 13 Arbeitspapier 10 Article 4 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1 Thesis 1 research-article 1
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Language
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Undetermined 132 English 90 French 2 German 1 Hungarian 1
Author
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Andrews, Donald W.K. 7 Kundu, Debasis 5 Li, Degui 5 Mammen, Enno 5 Pötscher, Benedikt M. 5 Bibinger, Markus 4 Chen, Jia 4 Gao, Jiti 4 Guggenberger, Patrik 4 Bachmann, Dirk 3 Dette, Holger 3 Dufour, Jean-Marie 3 Janys, Lena 3 Leeb, Hannes 3 Leon, H. L. 3 Ling, Shiqing 3 McAleer, Michael 3 Mynbaev, Kairat 3 Sowell, Fallaw 3 Tsay, Ruey S. 3 Wang, Lihong 3 Wang, Yongning 3 Xiao, Weilin 3 Yu, Jun 3 Zaffaroni, Paolo 3 Aaberge, Rolf 2 Ahsan, Nazmul 2 Asai, Manabu 2 Atukorala, Ranjani 2 Barigozzi, Matteo 2 Berben, R-P. 2 Browne, Michael 2 Bräutigam, Marcel 2 Chang, Chia-Lin 2 Christopeit, Norbert 2 Einmahl, John 2 Francq, Christian 2 Franguridi, Grigory 2 Gafarov, Bulat 2 Gijbels, Irène 2
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Institution
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International Monetary Fund (IMF) 26 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 12 Cowles Foundation for Research in Economics, Yale University 6 Department of Econometrics and Business Statistics, Monash Business School 4 EconWPA 4 International Monetary Fund 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Department of Economics and Related Studies, University of York 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Banca d'Italia 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, University of Hawaii-Manoa 1 Department of Economics, York University 1 Deutsche Bundesbank 1 Division of Economics, Nanyang Technological University 1 Econometric Society 1 Economic Research Institute, College of Business and Economics 1 Economics Department, University of Missouri 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Istituto Nazionale di Statistica (ISTAT) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University College Dublin 1 School of Economics, University of Adelaide 1 School of Economics, University of Edinburgh 1 Statistisk Sentralbyrå, Government of Norway 1 Tilburg University, Center for Economic Research 1 University of Maryland, Department of Economics 1 de Nederlandsche Bank 1
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Published in...
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IMF Working Papers 24 Annals of the Institute of Statistical Mathematics 15 MPRA Paper 12 Metrika 12 Journal of econometrics 9 Psychometrika 7 Cowles Foundation Discussion Papers 6 Econometrics 6 Journal of Multivariate Analysis 6 Statistics & Probability Letters 6 Journal of Econometrics 5 Monash Econometrics and Business Statistics Working Papers 4 Statistical Papers / Springer 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Econometric Reviews 3 Econometrics : open access journal 3 CIRANO Working Papers 2 Cambridge working papers in economics 2 Computational Statistics 2 Discussion paper / Tinbergen Institute 2 Documents de recherche / ESSEC Centre de Recherche 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Economics letters 2 GE, Growth, Math methods 2 IMF Staff Country Reports 2 IZA Discussion Papers 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Statistics & Decisions 2 The econometrics journal 2 CESifo Working Paper 1 CESifo working papers 1 CORE Discussion Papers 1 CREATES Research Papers 1 Cahiers de recherche 1 Cambridge-INET working papers 1 Computational Statistics & Data Analysis 1
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Source
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RePEc 163 ECONIS (ZBW) 43 EconStor 15 BASE 3 Other ZBW resources 2
Showing 31 - 40 of 226
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Qml inference for volatility models with covariates
Francq, Christian; Thieu, Le Quyen - Volkswirtschaftliche Fakultät, … - 2015
The asymptotic distribution of the Gaussian quasi-maximum likelihood estimator (QMLE) is obtained for a wide class of …
Persistent link: https://www.econbiz.de/10011210479
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Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert; Massmann, Michael - 2015
asymptotic distribution, and hence any inference based upon it, may be non-standard. …
Persistent link: https://www.econbiz.de/10011333062
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A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Atukorala, Ranjani; Sriananthakumar, Sivagowry - In: Economic Modelling 45 (2015) C, pp. 169-174
In order to better understand the economy and conduct policy analysis, both econometricians and decision makers are interested in effective inferences using econometric models. Because of the complexity of economic data, econometricians heavily rely on asymptotic theory when making statistical...
Persistent link: https://www.econbiz.de/10011190213
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A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Atukorala, Ranjani; Sriananthakumar, Sivagowry - In: Economic modelling 45 (2015), pp. 169-174
Persistent link: https://www.econbiz.de/10011334130
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A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul; Dufour, Jean-Marie - 2019
Persistent link: https://www.econbiz.de/10012244154
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Asymptotic theory for rough fractional Vasicek models
Xiao, Weilin; Yu, Jun - In: Economics letters 177 (2019), pp. 26-29
Persistent link: https://www.econbiz.de/10012121487
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Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 208 (2019) 2, pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
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A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models
van den Berg, Gerard J.; Janys, Lena; Mammen, Enno; … - 2014
We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process...
Persistent link: https://www.econbiz.de/10010398284
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Poisson qmle of count time series models
Ahmad, Ali; Francq, Christian - Volkswirtschaftliche Fakultät, … - 2014
conditional mean parameter of a count time series. The asymptotic distribution of the estimator is studied when the parameter …
Persistent link: https://www.econbiz.de/10011111631
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A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models
den Berg, Gerard J. van; Janys, Lena; Mammen, Enno; … - Institute for the Study of Labor (IZA) - 2014
We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process...
Persistent link: https://www.econbiz.de/10010886137
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