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  • Search: subject:"Optimal bandwidth"
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Year of publication
Subject
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Optimal bandwidth 16 Schätztheorie 14 Estimation theory 12 Nichtparametrisches Verfahren 10 Nonparametric statistics 10 optimal bandwidth 10 Optimal bandwidth selection 5 Panel data 5 Adaptiveness 4 F-approximation 4 Increasing-smoothing asymptotics 4 Panel 4 Panel study 4 Spatiotemporal dependence 4 Time series analysis 4 Zeitreihenanalyse 4 cross-sectional dependence 4 panel data 4 Adaptive estimator 3 Cross-sectional dependence 3 Fixed-smoothing asymptotics 3 Generalized least squares 3 Kernel densities 3 Markov Chain Monte Carlo algorithms 3 Receiver operating characteristic curve 3 Regression analysis 3 Regressionsanalyse 3 Robust statistics 3 Robustes Verfahren 3 Semi-parametric binary response models 3 Whittle likelihood 3 generalized least squares 3 minimax rate 3 Asymptotic bias 2 Dirichlet 2 Estimation 2 GMM 2 HAC estimator 2 Kernel smoothing 2 Lévy measure 2
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Online availability
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Free 21 Undetermined 12
Type of publication
All
Book / Working Paper 24 Article 15
Type of publication (narrower categories)
All
Working Paper 11 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Conference paper 1 Konferenzbeitrag 1
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Language
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English 25 Undetermined 14
Author
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Sun, Yixiao 8 Robinson, Peter M. 5 Kim, Min Seong 4 Lee, Jungyoon 4 Kalyanaraman, Karthik 3 Li, Shiliang 3 Shen, Xiangjin 3 Tsurumi, Hiroki 3 Andrews, Donald W.K. 2 Goldman, Matt 2 Imbens, Guido W. 2 Kaplan, David M. 2 Park, Joon Y. 2 Wang, Bin 2 Wilhelm, Daniel 2 ANDREWS, DONALD W 1 Bartalotti, Otávio C. 1 Benhenni, Karim 1 Brummet, Quentin O. 1 Carrion-i-Silvestre, Josep 1 Chacón, José E. 1 Chan, Kin Wai 1 Chen, Rongda 1 Demertzis, Maria 1 Haerdle, Wolfgang 1 Hall, Peter 1 Imbens, Guido 1 Jin, Chenglu 1 Kim, Jihyun 1 Li, Cong 1 Marron, J. 1 Monfort, Pablo 1 Papanikolaou, Nikolaos 1 Phillips, Peter C.B. 1 Rachdi, Mustapha 1 Robinson, Peter 1 Robinson, Peter M 1 Rodríguez Poo, Juan Manuel 1 Sansó, Andreu 1 Soberon, Alexandra 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 3 London School of Economics (LSE) 2 Department of Economics, Rutgers University-New Brunswick 1 Department of Economics, Ryerson University 1 Department of Economics, University of California-San Diego (UCSD) 1 EconWPA 1 Institute for the Study of Labor (IZA) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 University of Bonn, Germany 1 de Nederlandsche Bank 1
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Published in...
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Journal of econometrics 4 Cowles Foundation Discussion Papers 3 cemmap working paper 3 IZA Discussion Papers 2 Journal of Econometrics 2 LSE Research Online Documents on Economics 2 Annals of the Institute of Statistical Mathematics 1 Bulletin of applied economics 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 DNB Working Papers 1 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 1 Discussion Paper Serie A 1 Econometrics 1 Economics letters 1 Empirical Economics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Metrika 1 Pacific-Basin finance journal 1 STICERD - Econometrics Paper Series 1 Statistics & Probability Letters 1 The econometrics journal 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper 1 Working Papers / Department of Economics, Ryerson University 1 Working paper / Iowa State University, Department of Economics 1 Working paper series / Department of Economics, University of Missouri-Columbia 1 Working papers / Rutgers University, Department of Economics 1 Working papers / Ryerson University, Department of Economics 1 Working papers / TSE : WP 1
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Source
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RePEc 19 ECONIS (ZBW) 15 EconStor 5
Showing 1 - 10 of 39
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Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020
Persistent link: https://www.econbiz.de/10012216029
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Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra; Rodríguez Poo, Juan Manuel; … - In: The econometrics journal 25 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
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Nonparametric estimation of jump diffusion models
Park, Joon Y.; Wang, Bin - In: Journal of econometrics 222 (2021) 1,3, pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
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Regression discontinuity designs with clustered data : variance and bandwidth choice
Bartalotti, Otávio C.; Brummet, Quentin O. - 2016
Persistent link: https://www.econbiz.de/10011542737
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The econophysics of labor income
Papanikolaou, Nikolaos - In: Bulletin of applied economics 7 (2020) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10012813288
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter - London School of Economics (LSE) - 2015
heteroscedasticity. A simple nonparametric estimate is shown to be dominated by a GLS-type one. Asymptotically optimal bandwidth choices …
Persistent link: https://www.econbiz.de/10011268330
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Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt; Kaplan, David M. - 2015 - Rev.
Persistent link: https://www.econbiz.de/10010490289
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Modeling of recovery rate for a given default by non-parametric method
Chen, Rongda; Zhou, Hanxian; Jin, Chenglu; Zheng, Wei - In: Pacific-Basin finance journal 57 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012170556
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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
sense. We derive an asymptotically optimal bandwidth that minimizes a higher-order approximation to the asymptotic … meansquared error of the estimator of interest. We show that the optimal bandwidth is of the same order as the one minimizing the …
Persistent link: https://www.econbiz.de/10010368186
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