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  • Search: subject:"Linear regression estimators"
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Year of publication
Subject
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Estimation theory 3 Schätztheorie 3 Constraint weighted bootstrapping 2 Equality 2 Estimation 2 Inequality 2 Linear regression estimators 2 Regression analysis 2 Regressionsanalyse 2 Restrictions 2 Schätzung 2 Yield curve 2 Zinsstruktur 2 estimation methods 2 linear regression estimators 2 self-consistent model 2 Bootstrap approach 1 Bootstrap-Verfahren 1 VAR(p) dynamics 1 term struc-ture 1 term structure 1 two-country model 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3 Undetermined 1
Author
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Golinski, Adam 2 Kumbhakar, Subal 2 Spencer, Peter D. 2 Sun, Kai 2 Henderson, Daniel 1 Henderson, Daniel J. 1 Parmeter, Christopher 1 Parmeter, Christopher F. 1
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Published in...
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Discussion papers in economics 1 Journal of Productivity Analysis 1 Journal of financial econometrics 1 Journal of productivity analysis 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - 2019
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012198636
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Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - In: Journal of financial econometrics 19 (2021) 5, pp. 960-984
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012799057
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Cover Image
Estimation and inference under economic restrictions
Parmeter, Christopher; Sun, Kai; Henderson, Daniel; … - In: Journal of Productivity Analysis 41 (2014) 1, pp. 111-129
describe a general methodology to impose (observation-specific) constraints for the class of linear regression estimators using …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010866016
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Cover Image
Estimation and inference under economic restrictions
Parmeter, Christopher F.; Sun, Kai; Henderson, Daniel J.; … - In: Journal of productivity analysis 41 (2014) 1, pp. 111-129
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010429332
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