Search Results - subject:"Derivative Estimation"

Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs

Peng, Yijie; Fu, Michael; Hu, Jiaqiao; L'Ecuyer, Pierre; … - In: European journal of operational research : EJOR 321 (2025) 2, pp. 493-502

Persistent link: https://www.econbiz.de/10015408418

Optimal smoothing parameter selection in single-index model derivative estimation

Yao, Shuang; Liu, Guannan - In: Econometric reviews 43 (2024) 8, pp. 559-580

Persistent link: https://www.econbiz.de/10015050621

Lyapunov conditions for differentiability of Markov chain expectations

Rhee, Chang-Han; Glynn, Peter W. - In: Mathematics of operations research 48 (2023) 4, pp. 2019-2042

Persistent link: https://www.econbiz.de/10014437767

Semiparametric estimation of dynamic discrete choice models

Buchholz, Nicholas; Shum, Matthew; Haiqing Xu - In: Journal of econometrics 223 (2021) 2, pp. 312-327

Persistent link: https://www.econbiz.de/10012619973

On the variance of single-run unbiased stochastic derivative estimators

Cui, Zhenyu; Fu, Michael; Hu, Jian-Qiang; Liu, Yanchu; … - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 390-407

Persistent link: https://www.econbiz.de/10012242769

Unbiased sensitivity estimation of one-dimensional diffusion processes

Kang, Wanmo; Lee, Jong Mun - In: Mathematics of operations research 44 (2019) 1, pp. 334-353

Persistent link: https://www.econbiz.de/10012001124

Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects

Cizek, Pavel; Lei, J. - Tilburg University, Center for Economic Research - 2013

Abstract: The identification of parameters in a nonseparable single-index models with correlated random effects is considered in the context of panel data with a fixed number of time periods. The identification assumption is based on the correlated random-effect structure: the distribution of...

Persistent link: https://www.econbiz.de/10011092480

Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Čížek, Pavel; Lei, Jinghua - 2013

Persistent link: https://www.econbiz.de/10010228796

Identification and estimation of nonseparable single-index models in panel data with correlated random effects

Čížek, Pavel; Lei, Jinghua - In: Journal of econometrics 203 (2018) 1, pp. 113-128

Persistent link: https://www.econbiz.de/10011974624

A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Peng, Yijie; Fu, Michael; Hu, Jian-Qiang; Heidergott, Bernd - In: Operations research 66 (2018) 2, pp. 487-499

Persistent link: https://www.econbiz.de/10011845997