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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 21 - 30 of 34
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On adjusted method of moments estimators on uniform distribution samples
Soltani, Ahmad; Abdollahnezhad, Kamel - In: METRON 70 (2012) 1, pp. 27-40
In this article, we prove that with probability one the k-th order upper random Stieltjes sum defined on a random sample from a distribution supported by a finite interval converges to the corresponding k-th moment distribution. When the underlying distribution is uniform U(0,θ), we prove that...
Persistent link: https://www.econbiz.de/10011000642
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Estimation of parameters for discretely observed diffusion processes with a variety of rates for information
Shimizu, Yasutaka - In: Annals of the Institute of Statistical Mathematics 64 (2012) 3, pp. 545-575
Persistent link: https://www.econbiz.de/10010539481
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Multiplicative Kalman filtering
Comte, Fabienne; Genon-Catalot, Valentine; Kessler, Mathieu - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 2, pp. 389-411
Persistent link: https://www.econbiz.de/10009324922
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Quasi-likelihood analysis for the stochastic differential equation with jumps
Ogihara, T.; Yoshida, N. - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 189-229
Persistent link: https://www.econbiz.de/10009325263
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Importance of non-parametric density estimation in econometrics with illustrations
Kumar, T. Krishna; Markmann, Joseph M. - In: Journal of quantitative economics : official journal of … 9 (2011) 1, pp. 18-40
Persistent link: https://www.econbiz.de/10010337923
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Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling
Mena, Ramses H.; Ruggiero, Matteo; Walker, Stephen G. - International Centre for Economic Research (ICER) - 2009
This paper is concerned with the construction of a continuous parameter sequence of random probability measures and its application for modeling random phenomena evolving in continuous time. At each time point we have a random probability measure which is generated by a Bayesian nonparametric...
Persistent link: https://www.econbiz.de/10008495360
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Comment on "Investigating Nonlinearity"
Hamilton, James - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 3, pp. 1286-1286
The paper by Bond, Harrison, and O'Brien illustrates the role that convergence criteria, search algorithms, and starting values can play in influencing the success of numerical optimization. One aspect contributing to the importance of these choices in their results appears to be a multivariate...
Persistent link: https://www.econbiz.de/10004966104
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M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
Shimizu, Yasutaka - In: Statistical Inference for Stochastic Processes 9 (2006) 2, pp. 179-225
Persistent link: https://www.econbiz.de/10005391495
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Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
Shimizu, Yasutaka; Yoshida, Nakahiro - In: Statistical Inference for Stochastic Processes 9 (2006) 3, pp. 227-277
Persistent link: https://www.econbiz.de/10005615999
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Comment on "Investigating Nonlinearity"
Hamilton, James - In: Studies in Nonlinear Dynamics & Econometrics 9 (2005) 3, pp. 1286-1286
The paper by Bond, Harrison, and O'Brien illustrates the role that convergence criteria, search algorithms, and starting values can play in influencing the success of numerical optimization. One aspect contributing to the importance of these choices in their results appears to be a multivariate...
Persistent link: https://www.econbiz.de/10005579864
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