Search Results - subject:"Concentration parameter"

Sampling methods for the concentration parameter and discrete baseline of the Dirichlet Process

Liu, Yang; Nandram, Balgobin - In: Statistics in Transition new series (SiTns) 23 (2022) 4, pp. 21-36

- parameters: the baseline distribution and concentration parameter. We address two distinct problems in the article. Firstly, we … review the current sampling methods for the concentration parameter, which use the continuous baseline distribution. We …

Persistent link: https://www.econbiz.de/10015051615

Sampling methods for the concentration parameter and discrete baseline of the Dirichlet Process

Liu, Yang; Nandram, Balgobin - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 21-36

-parameters: the baseline distribution and concentration parameter. We address two distinct problems in the article. Firstly, we review … the current sampling methods for the concentration parameter, which use the continuous baseline distribution. We compare …

Persistent link: https://www.econbiz.de/10014287820

Confidence intervals for bias and size distortion in IV and local projections - IV models

Ganics, Gergely Akos; Inoue, Atsushi; Rossi, Barbara - 2018

En este documento se proponen nuevos métodos con el objetivo de construir intervalos de confianza para el sesgo del estimador de mínimos cuadrados en dos etapas y para la distorsión del tamaño del test de Wald asociado a los modelos de variables instrumentales. Es importante destacar que...

Persistent link: https://www.econbiz.de/10012532189

Confidence intervals for bias and size distortion in IV and local projections-IV models

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018

Persistent link: https://www.econbiz.de/10011946926

Confidence intervals for bias and size distortion in IV and local projections-IV models

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018

Persistent link: https://www.econbiz.de/10012005789

Consistent Estimation with Weak Instruments in Panel Data

Kao, Chihwa; Liu, Long - Center for Policy Research, Maxwell School - 2007

This note analyzes the asymptotic distribution for instrumental variables regression for panel data when the available instruments are weak. We show that consistency can be established in panel data.

Persistent link: https://www.econbiz.de/10005698382

Small Concentration Asymptotics and Instrumental Variables Inference

Poskitt, D. S.; Skeels, C. L. - Department of Econometrics and Business Statistics, … - 2005

simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form …

Persistent link: https://www.econbiz.de/10005427639

A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation

Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2005

/LIML estimator is always bimodal and this is most apparent when the concentration parameter is small. Weak instrumentation is the … of the concentration parameter and the weakness of the instruments. The limit distribution of the OLS estimator is normal …

Persistent link: https://www.econbiz.de/10005593466

Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model

Poskitt, D. S.; Skeels, C. L. - Department of Econometrics and Business Statistics, … - 2004

simultaneous equations model. This approximation is appropriate when the concentration parameter associated with the reduced form … concentration parameter is small, and hence when the use of the Poskitt and Skeels (2003) approximation is appropriate. Existing …

Persistent link: https://www.econbiz.de/10005581131

Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small.

Poskitt, D. S.; Skeels, C. L. - Department of Econometrics and Business Statistics, … - 2004

that it is specifically designed to work well when the concentration parameter is small. The approximation is remarkable …

Persistent link: https://www.econbiz.de/10005149061