Search Results - subject:"L-estimation"

Smoothed L-estimation of Regression Function

Cizek, Pavel; Tamine, J.; Härdle, W.K. - Tilburg University, Center for Economic Research - 2006

in data.This sensitivity can be reduced, for example, by using local L-estimates of regression.Whereas the local L-estimation …, and additionally, we show that the smoothed L-estimation approach provides computational as well as statistical ¯nite …

Persistent link: https://www.econbiz.de/10011092440

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002

. A possible way of robustication consists in using local L-estimates of regression. Whereas the local L-estimation is … distribution function. We show that this smoothed L-estimation approach provides computational as well as statistical finite sample …

Persistent link: https://www.econbiz.de/10010310509

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - Sonderforschungsbereich 373, Quantifikation und … - 2002

Persistent link: https://www.econbiz.de/10010983558

The Unreliability of Output Gap Estimates in Real Time

Orphanides, Athanasios; Norden, Simon van - Centre Interuniversitaire de Recherche en Analyse des … - 2001

We examine the reliability of alternative output detrending methods, with special attention to the accuracy of real-time estimates of the output gap. We show that ex post revisions of the estimated gap are of the same order of magnitude as the estimated gap itself and that these revisions are...

Persistent link: https://www.econbiz.de/10005101026