Search Results - subject:"Regression estimators"

Review of how the generalized regression estimators contribute to estimating the financial and economic data with missing observations under unequal probability sampling

Lawson, Nuanpan - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 445-459

generalized regression estimators for population total can be applied to financial, economic and other data when missing data are … present. Design/methodology/approach - The generalized regression estimators for estimating population total, including the …/value - The generalized regression estimators can assist in estimating financial and economic data that contain missing values …

Persistent link: https://www.econbiz.de/10015163606

Estimating the term structure with linear regressions : getting to the roots of the problem

Golinski, Adam; Spencer, Peter D. - 2019

Persistent link: https://www.econbiz.de/10012198636

Efficiency of Model-Assisted Regression Estimators in Sample Surveys

Shao, Jun; Wang, Sheng - Mathematica Policy Research - 2014

Persistent link: https://www.econbiz.de/10011261991

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://www.econbiz.de/10012799057

Efficiency of Model-Assisted Regression Estimators in Sample Surveys.

Shao, Jun; Wang, Sheng - Mathematica Policy Research - 2014

Persistent link: https://www.econbiz.de/10010924155

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://www.econbiz.de/10010866016

A ridge regression estimation approach to the measurement error model

Saleh, A.K. Md. Ehsanes; Shalabh - In: Journal of Multivariate Analysis 123 (2014) C, pp. 68-84

This paper considers the estimation of the parameters of measurement error models where the estimated covariance matrix of the regression parameters is ill conditioned. We consider the Hoerl and Kennard type (1970) ridge regression (RR) modifications of the five quasi-empirical Bayes estimators...

Persistent link: https://www.econbiz.de/10010718988

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://www.econbiz.de/10010429332

Tail Probabilities for Regression Estimators

Mikosch, Thomas; de Vries, Casper G. - 2006

. Then the distributions of the regression estimators are heavy tailed themselves. This is relevant for regressions involving …

Persistent link: https://www.econbiz.de/10010325358

Tail Probabilities for Regression Estimators

Mikosch, Thomas; Vries, Casper G. de - Tinbergen Instituut - 2006

. Then the distributions of the regression estimators are heavy tailed themselves. This is relevant for regressions involving …

Persistent link: https://www.econbiz.de/10011256753