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  • Search: subject:"Efficient estimation"
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Year of publication
Subject
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efficient estimation 35 Efficient estimation 22 Schätztheorie 20 Estimation theory 19 Schätzung 13 Estimation 12 generated regressors 12 Regression analysis 11 Regressionsanalyse 11 Nichtparametrisches Verfahren 10 non-replicable forecasts 10 replicable forecasts 10 Nonparametric statistics 9 Efficient Estimation 8 locally efficient estimation 6 Method of moments 5 Momentenmethode 5 Theorie 5 Time series analysis 5 Zeitreihenanalyse 5 causal effect 5 estimating function 5 panel data 5 Adaptive estimation 4 GMM 4 Individual forecasts 4 Instrumental variables 4 counterfactual 4 expert intuition 4 expert’s intuition 4 high-frequency data 4 jumps 4 semimartingale 4 specification test 4 stochastic volatility 4 targeted maximum likelihood estimation 4 Combined forecasts 3 Elliptical distributions 3 Martingal 3 Martingale 3
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Online availability
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Free 41 Undetermined 22
Type of publication
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Book / Working Paper 40 Article 33
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 9 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 Research Report 1
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Language
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English 40 Undetermined 33
Author
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Franses, Philip Hans 10 McAleer, Michael 9 Chang, Chia-Lin 8 Laan, Mark van der 6 Hansen, Bruce E. 4 Yao, Feng 4 Amengual, Dante 3 Davies, Robert 3 Fiorentini, Gabriele 3 Magazzini, Laura 3 SIMAR, Léopold 3 Sentana, Enrique 3 Stampini, Marco 3 Tauchen, George Eugene 3 Zhang, Junsen 3 Bruno, Randolph 2 Franses, Ph.H.B.F. 2 Long, Wei 2 McAleer, M.J. 2 Ouyang, Min 2 PARK, Byeong 2 Robinson, Peter M. 2 Rose, Sherri 2 Rubin, Daniel 2 Shang, Ying 2 Voia, Marcel 2 Woutersen, Tiemen 2 Atchadé, Yves F. 1 Bruno, Randolph Luca 1 Cai, Zongwu 1 Carroll, Raymond J. 1 Chang, C-L. 1 Chang, Chia Lin 1 Chen, Linna 1 Cosma, Antonio 1 Dovonon, Prosper 1 Evdokimov, Kirill 1 Fang, Ying 1 Firpo, Sergio 1 Guo, Binbin 1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Department of Economics and Finance, College of Business and Economics 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Department of Economics, College of Business and Economics 2 Erasmus University Rotterdam, Econometric Institute 2 Institute of Economic Research, Kyoto University 2 School of Economics and Management, University of Aarhus 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Center for Policy Research, Maxwell School 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Cowles Foundation for Research in Economics, Yale University 1 Département de Sciences Économiques, Université de Montréal 1 Econometric Society 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 London School of Economics (LSE) 1 University of Western Ontario, Department of Economics 1
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Published in...
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International Journal of Biostatistics 6 CORE Discussion Papers 4 Econometric Institute Research Papers 3 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 3 Working Papers in Economics 3 Econometric Institute Report 2 Economics Working Papers / School of Economics and Management, University of Aarhus 2 Economics letters 2 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 2 KIER Working Papers 2 Metrika 2 Quantitative economics : QE ; journal of the Econometric Society 2 STICERD - Econometrics Paper Series 2 Working Paper 2 Working Papers / Department of Economics, College of Business and Economics 2 Annals of the Institute of Statistical Mathematics 1 Cahiers de recherche 1 CeMMAP working papers 1 Center for Policy Research Working Papers 1 Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1 Discussion paper 1 Discussion paper series / IZA 1 Documentos de Trabajo del ICAE 1 ERID working paper 1 Econometric Reviews 1 Econometric Society 2004 North American Summer Meetings 1 Econometric reviews 1 Econometrics 1 Econometrics : open access journal 1 Economic Research Initiatives at Duke (ERID) Working Paper 1 Economics Letters 1 ISER Discussion Paper 1 IZA Discussion Papers 1 Journal for Economic Forecasting 1 Journal of Econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of financial econometrics 1 Journal of quantitative economics : official journal of the Indian Econometric Society 1
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Source
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RePEc 45 ECONIS (ZBW) 21 EconStor 7
Showing 1 - 10 of 73
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Efficient estimation of structural models via sieves
Luo, Yao; Shang, Peijun - 2025
Persistent link: https://www.econbiz.de/10015417746
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Optimal estimation in a multicointegrated system
Kheifets, Igor L.; Phillips, Peter C. B. - 2025
Persistent link: https://www.econbiz.de/10015467033
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An adversarial approach to structural estimation
Kaji, Tetsuya; Manresa, Elena; Pouliot, Guillaume - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2041-2063
Persistent link: https://www.econbiz.de/10014438258
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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Optimal cross-sectional regression
Liao, Zhipeng; Liu, Yan; Xie, Zhenzhen - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 7911-7942
Persistent link: https://www.econbiz.de/10015145017
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Missing endogenous variables in conditional moment restriction models
Cosma, Antonio; Kostyrka, Andreï; Tripathi, Gautam - 2024
Persistent link: https://www.econbiz.de/10014472580
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Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach
Bruno, Randolph Luca; Magazzini, Laura; Stampini, Marco - 2019
We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...
Persistent link: https://www.econbiz.de/10012059195
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Exploiting information from singletons in panel data analysis : a GMM approach
Bruno, Randolph; Magazzini, Laura; Stampini, Marco - 2019
We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...
Persistent link: https://www.econbiz.de/10012034327
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Efficient estimation for models with nonlinear heteroscedasticity
Xu, Zhanxiong; Zhao, Zhibiao - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1498-1508
Persistent link: https://www.econbiz.de/10013540367
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A modern Gauss-Markov theorem
Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1283-1294
Persistent link: https://www.econbiz.de/10013279554
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