EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Sandwich matrix"
Narrow search

Narrow search

Year of publication
Subject
All
Sandwich matrix 2 Bandwidth selection 1 Bias 1 Bias variability 1 Cointegration 1 Estimation 1 Estimation theory 1 Functional coefficient cointegration 1 Kernel regression 1 Kointegration 1 Nonstationarity 1 Particle filter 1 Quasi-likelihood 1 Regression analysis 1 Regressionsanalyse 1 Robust inference 1 Schätztheorie 1 Schätzung 1 Sequential Monte Carlo 1 Systematischer Fehler 1 Time series analysis 1 Zeitreihenanalyse 1 particle filter 1 quasi-likelihood 1 sandwich matrix 1 sequential Monte Carlo 1
more ... less ...
Online availability
All
Free 3
Type of publication
All
Book / Working Paper 3
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
Undetermined 2 English 1
Author
All
Doucet, Arnaud 2 Shephard, Neil 2 Phillips, Peter C. B. 1 Wang, Ying 1
Institution
All
Department of Economics, Oxford University 1 Economics Group, Nuffield College, University of Oxford 1
Published in...
All
Cowles Foundation discussion paper 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - 2020
Persistent link: https://www.econbiz.de/10012320628
Saved in:
Cover Image
Robust inference on parameters via particle filters and sandwich covariance matrices
Shephard, Neil; Doucet, Arnaud - Department of Economics, Oxford University - 2012
Likelihood based estimation of the parameters of state space models can be carried out via a particle filter.  In this paper we show how to make valid inference on such parameters when the model is incorrect.  In particular we develop a simulation strategy for computing sandwich covariance...
Persistent link: https://www.econbiz.de/10011004407
Saved in:
Cover Image
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud; Shephard, Neil - Economics Group, Nuffield College, University of Oxford - 2012
Likelihood based estimation of the parameters of state space models can be carried out via a particle filter. In this paper we show how to make valid inference on such parameters when the model is incorrect. In particular we develop a simulation strategy for computing sandwich covariance...
Persistent link: https://www.econbiz.de/10010553070
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...