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  • Search: subject:"Parametric inference"
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Year of publication
Subject
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Estimation theory 11 Schätztheorie 11 Induktive Statistik 7 Statistical inference 7 Estimation 6 Parametric inference 6 Schätzung 6 semi-parametric inference 6 Non-parametric inference 5 parametric inference 5 Time series analysis 4 Zeitreihenanalyse 4 average treatment effect 4 bias correction 4 hypothesis testing 4 impulse responses 4 independent component analysis 4 weak identification 4 Bias 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Regression analysis 3 Regressionsanalyse 3 Statistical test 3 Statistischer Test 3 Systematischer Fehler 3 VAR model 3 VAR-Modell 3 fixed bandwidth 3 heteroskedasticity robust standard errors 3 local polynomial estimators 3 locally parametric inference 3 Causality analysis 2 Contrast function 2 Filtering 2 Heteroscedasticity 2 Heteroskedastizität 2 Kausalanalyse 2 Markov chain 2 Markov-Kette 2
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Online availability
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Undetermined 20 Free 10
Type of publication
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Article 21 Book / Working Paper 13
Type of publication (narrower categories)
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Working Paper 8 Article in journal 7 Aufsatz in Zeitschrift 7 Arbeitspapier 6 Graue Literatur 5 Non-commercial literature 5
Language
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Undetermined 18 English 16
Author
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Hoesch, Lukas 4 Lee, Adam 4 Mesters, Geert 4 Bartalotti, Otávio 3 Shimizu, Yasutaka 3 Hamilton, James 2 Abdollahnezhad, Kamel 1 Ahmad, Jamaal 1 Bartalotti, Otavio 1 Bladt, Mogens 1 Chesneau, Christophe 1 Comte, Fabienne 1 Copas, J.B. 1 El Kolei, Salima 1 Genon-Catalot, Valentine 1 Giesecke, Kay 1 He, Jie 1 Höpfner, R. 1 Jochmans, Koen 1 Judge, G. 1 Juneja, Januj Amar 1 Kaplan, David M. 1 Kessler, Mathieu 1 Kleiman-Weiner, Max 1 Kolei, Salima El 1 Kumar, T. Krishna 1 Kutoyants, Yu. 1 Lu, H.Y. Kevin 1 Markmann, Joseph M. 1 Martín, M.T. 1 Mena, Ramses H. 1 Navarro, Fabien 1 Norets, Andriy 1 Ogihara, T. 1 Plastino, A. 1 Provost, S. 1 Richard, Patrick 1 Ruggiero, Matteo 1 Schwenkler, Gustavo 1 Soltani, Ahmad 1
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Institution
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Department of Economics, Iowa State University 1 Department of Economics, University of Pennsylvania 1 Département d'économique, Faculté d'administration 1 International Centre for Economic Research (ICER) 1
Published in...
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Statistical Inference for Stochastic Processes 4 Annals of the Institute of Statistical Mathematics 2 Metrika 2 Physica A: Statistical Mechanics and its Applications 2 Studies in Nonlinear Dynamics & Econometrics 2 BSE working paper : working papers 1 Cahiers de recherche 1 Cambridge working papers in economics 1 Computational Statistics & Data Analysis 1 Computational economics 1 Discussion paper / Tinbergen Institute 1 Discussion paper series / IZA 1 ICER Working Papers - Applied Mathematics Series 1 IZA Discussion Papers 1 Journal of econometric methods 1 Journal of econometrics 1 Journal of quantitative economics : official journal of the Indian Econometric Society 1 METRON 1 PIER Working Paper Archive 1 Scandinavian actuarial journal 1 Staff General Research Papers / Department of Economics, Iowa State University 1 Série des documents de travail 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The econometrics journal 1 Tinbergen Institute Discussion Paper 1 Working paper series / Department of Economics, University of Missouri-Columbia 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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RePEc 19 ECONIS (ZBW) 13 EconStor 2
Showing 11 - 20 of 34
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Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe; El Kolei, Salima; Navarro, Fabien - 2017
Persistent link: https://www.econbiz.de/10012200019
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Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation
Bartalotti, Otávio - In: Journal of econometric methods 8 (2019) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012022999
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Filtered likelihood for point processes
Giesecke, Kay; Schwenkler, Gustavo - In: Journal of econometrics 204 (2018) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
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Non‐parametric Bayesian inference of strategies in repeated games
Kleiman-Weiner, Max; Tenenbaum, Joshua B.; Zhou, Penghui - In: The econometrics journal 21 (2018) 3, pp. 298-315
Persistent link: https://www.econbiz.de/10012166636
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Environmental Kuznets Curve for CO2 in Canada
He, Jie; Richard, Patrick - Département d'économique, Faculté d'administration - 2009
The environmental Kuznets curve hypothesis is a theory by which the relationship between per capita GDP and per capita pollutant emissions has an inverted U shape. This implies that, past a certain point, economic growth may actually be profitable for environmental quality. Most studies on this...
Persistent link: https://www.econbiz.de/10005016224
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Theory and Practice of Inference in Regression Discontinuity: A Fixed-Bandwidth Asymptotics Approach
Bartalotti, Otavio - Department of Economics, Iowa State University - 2014
 In regression discontinuity design (RD), researchers use bandwidths around the discontinuity. For agiven bandwidth, one can estimate asymptotic variance based on the assumption that the bandwidthshrinks to zero as sample size increases (the traditional approach) or, alternatively, that the...
Persistent link: https://www.econbiz.de/10011096956
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A parametric, information-theory model for predictions in time series
Martín, M.T.; Plastino, A.; Vampa, V.; Judge, G. - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 63-69
In this work, a method based on information theory is developed to make predictions from a sample of nonlinear time series data. Numerical examples are given to illustrate the effectiveness of the proposed method.
Persistent link: https://www.econbiz.de/10011064129
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Semi-Parametric Inference in Dynamic Binary Choice Models
Norets, Andriy; Tang, Xun - Department of Economics, University of Pennsylvania - 2013
We introduce an approach for semi-parametric inference in dynamic binary choice models that does not impose …
Persistent link: https://www.econbiz.de/10010822905
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Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
Kolei, Salima El - In: Metrika 76 (2013) 8, pp. 1031-1081
We study a new parametric approach for particular hidden stochastic models. This method is based on contrast minimization and deconvolution and can be applied, for example, for ecological and financial state space models. After proving consistency and asymptotic normality of the estimation...
Persistent link: https://www.econbiz.de/10010896473
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Parametric bootstrap under model mis-specification
Lu, H.Y. Kevin; Young, G. Alastair - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2410-2420
the incorrectly assumed distribution. Comparisons of this simple approach with alternative analytic and non-parametric … inference schemes are discussed. …
Persistent link: https://www.econbiz.de/10010574473
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