Search Results - subject:"Estimation theory."

Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching

Shi, Pengfei; Zhang, Xinyu; Zhong, Wei - In: Economics letters 238 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015075165

Hybrid unadjusted Langevin methods for high-dimensional latent variable models

Loiza-Maya, Ruben; Nibbering, Didier; Zhu, Dan - In: Journal of econometrics 241 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10015075170

A simple specification test for models with many conditional moment inequalities

Marcoux, Mathieu; Russell, Thomas M.; Wan, Yuanyuan - In: Journal of econometrics 242 (2024) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10015075203

2SLS with multiple treatments

Bhuller, Manudeep; Sigstad, Henrik - In: Journal of econometrics 242 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015075205

Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables

Jeong, Hanbat; Lee, Lung-fei - In: Journal of econometrics 242 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10015075214

Robust inference for moment condition models without rational expectations

Chen, Xiaohong; Hansen, Lars Peter; Hansen, Peter G. - In: Journal of econometrics 243 (2024) 1/2, pp. 1-32

Persistent link: https://www.econbiz.de/10015075243

The functional central limit theorem for Markov-switching GARCH model

Kwon, Dream; Lee, Oesook - In: Economics letters 238 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015075686

Some finite-sample results on the Hausman test

Hahn, Jinyong; Liao, Zhipeng; Liu, Nan; Sheng, Shuyang - In: Economics letters 238 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015075730

Comparing term structure estimation techniques : an exercise with Brazilian data

Stivali, Matheus; Fiorucci, José Augusto; Matsushita, … - 2024

This text evaluates the empirical models of the Term Structure of Interest Rates (TSIR), comparing the resulting estimates regarding goodness-of-fit, robustness to outliers, and smoothness. In addition to the descriptive statistics on these metrics, the Friedman test and the multiple comparison...

Persistent link: https://www.econbiz.de/10015076001

Asymptotically robust permutation-based randomization confidence intervals for parametric OLS regression

Young, Alwyn - In: European economic review : EER 163 (2024), pp. 1-39

Persistent link: https://www.econbiz.de/10015076085