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  • Search: subject:"Stochastic regression"
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Year of publication
Subject
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Stochastic regression 2 Absolutely regular 1 Admissibility 1 Confidence set 1 Elasticity 1 Functional form 1 Generalized balanced loss function 1 Least-squares estimates 1 Linear estimators 1 Martingale transforms Moments Stochastic regression 1 Maximum likelihood estimation 1 Production function 1 Ridge estimates 1 Shrinkage estimation 1 Stochastic regression coefficients 1 Stochastic regression models 1 Stopping time 1 Strong consistency 1 cross-validation 1 efficiency 1 heteroscedasticity 1 kernel estimation 1 non-linear stochastic regression 1 subset selection 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 4 Book / Working Paper 2
Language
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Undetermined 6
Author
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Andres, Jorge 1 Bercu, B. 1 Calvo, Perdomo 1 Cao, Mingxiang 1 Chang, Yuan-chin 1 Darrell Lee, Hueth 1 Lita da Silva, João 1 Tong, Howell 1 Wang, Zhanfeng 1 Yao, Qiwei 1
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Institution
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London School of Economics (LSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of Multivariate Analysis 2 LSE Research Online Documents on Economics 1 MPRA Paper 1 Metrika 1 Stochastic Processes and their Applications 1
Source
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RePEc 6
Showing 1 - 6 of 6
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Funciones de producción, análisis de economías a escala y eficiencia técnica en el eje cafetero colombiano: una aproximación con frontera estocástica
Andres, Jorge; Calvo, Perdomo; Darrell Lee, Hueth; … - Volkswirtschaftliche Fakultät, … - 2011
This article is an empirical study about flexible and conventional functional forms of coffee production, minflex Laurent Translog function econometrically has been established in Colombia coffee zone for the farm size (smallholders, medium and large farms, general sector), using a stochastic...
Persistent link: https://www.econbiz.de/10009654209
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Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function
Cao, Mingxiang - In: Journal of Multivariate Analysis 124 (2014) C, pp. 25-30
In this paper, problems of linearly admissible estimators for stochastic regression coefficients are considered in a …
Persistent link: https://www.econbiz.de/10010737758
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Some strong consistency results in stochastic regression
Lita da Silva, João - In: Journal of Multivariate Analysis 129 (2014) C, pp. 220-226
Strong consistency of the least-squares estimates in stochastic regression models is established assuming errors with …
Persistent link: https://www.econbiz.de/10011041937
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Sequential estimate for linear regression models with uncertain number of effective variables
Wang, Zhanfeng; Chang, Yuan-chin - In: Metrika 76 (2013) 7, pp. 949-978
As a result of novel data collection technologies, it is now common to encounter data in which the number of explanatory variables collected is large, while the number of variables that actually contribute to the model remains small. Thus, a method that can identify those variables with impact...
Persistent link: https://www.econbiz.de/10010995056
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On subset selection in non-parametric stochastic regression
Yao, Qiwei; Tong, Howell - London School of Economics (LSE) - 1994
for the subset selection of stochastic regressors within the framework of non-linear stochastic regression. Under the …
Persistent link: https://www.econbiz.de/10010745153
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On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
Bercu, B. - In: Stochastic Processes and their Applications 111 (2004) 1, pp. 157-173
behavior of stochastic regression models are also provided. …
Persistent link: https://www.econbiz.de/10008873102
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