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  • Search: subject:"Bounded support"
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Year of publication
Subject
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Asymptote 1 Bounded support 1 Dynamic panel 1 Efficiency 1 First difference MLE 1 Likelihood 1 Quartic equation 1 Restricted extremum estimator 1 boundary effects 1 bounded support 1 cumulative distribution function 1 kernel method 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1
Language
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English 2
Author
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Baszczyńska, Aleksandra 1 Han, Chirok 1 Phillips, Peter C.B. 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Statistics in Transition New Series 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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KERNEL ESTIMATION OF CUMULATIVE DISTRIBUTION FUNCTION OF A RANDOM VARIABLE WITH BOUNDED SUPPORT
Baszczyńska, Aleksandra - In: Statistics in Transition New Series 17 (2016) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10012141637
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First Difference MLE and Dynamic Panel Estimation
Han, Chirok; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2011
series with a unit root. In this case, the asymptotic distribution of the FDMLE has bounded support and its density is …
Persistent link: https://www.econbiz.de/10008790281
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