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  • Search: subject:"U−statistic"
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Year of publication
Subject
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U-statistic 38 Estimation theory 14 Schätztheorie 14 Nichtparametrisches Verfahren 12 Nonparametric statistics 12 Regression analysis 7 Regressionsanalyse 7 Estimation 6 Schätzung 6 Statistical test 6 Statistischer Test 6 Bootstrap approach 5 Bootstrap-Verfahren 5 semiparametric model 5 Endogeneity 4 Panel 4 Panel study 4 Regression discontinuity design 4 Theorie 4 Theory 4 Threshold regression 4 Wild bootstrap 4 Wilks property 4 information bound 4 kernel density estimator 4 maximum likelihood estimate 4 nonlinear regression 4 401(k) plan 3 Bootstrap 3 Efficiency 3 Local shifter 3 Optimal rate of convergence 3 Partial linear model 3 Threshold treatment model 3 Association 2 Causality analysis 2 Copula 2 Core 2 Identification 2 Integrated difference kernel estimator 2
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Online availability
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Undetermined 34 Free 19 CC license 1
Type of publication
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Article 39 Book / Working Paper 12 Other 3
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 Arbeitspapier 3 Article 2 Thesis 2 Collection of articles written by one author 1 Hochschulschrift 1 Sammlung 1
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Language
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Undetermined 28 English 26
Author
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Yu, Ping 5 Yuan, Ao 4 Gooijer, Jan G. De 3 Phillips, Peter C. B. 3 Wu, Jilin 3 Achameesing, Amit 2 Chang, I.-Lok 2 Ghosh, Debashis 2 Hirukawa, Masayuki 2 Juodis, Artūras 2 Sakudo, Mari 2 Swamy, Paravastu Ananta Venkata Bhattanatha 2 Von zur Mühlen, Peter 2 Xiao, Zhijie 2 Ahmad, I. 1 Arcones, Miguel A. 1 Arora, Sangeeta 1 Auerbach, Eric 1 Beder, Jay 1 Biswas, Munmun 1 Bouadoumou, Maxime K 1 Cao, Longbing 1 Ceyhan, Elvan 1 Chen, Jiun-Lin 1 Chen, Shiwen 1 Dey, Rajarshi 1 Diab, L. 1 Dzemski, Andreas 1 Fernandes, Marcelo 1 Gaur, Anil 1 Genest, Christian 1 Ghorai, J. 1 Ghosh, Anil K. 1 Gooijer, Jan G. de 1 Grothe, Oliver 1 Harmand, Peter 1 Heim, Robert 1 Henderson, Daniel J. 1 Jing, Bing-Yi 1 Jochmans, Koen 1
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Institution
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Berkeley Electronic Press 1 Cowles Foundation for Research in Economics, Yale University 1 Swiss Finance Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1 Toulouse School of Economics (TSE) 1
Published in...
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Journal of Multivariate Analysis 8 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 4 Statistics & Probability Letters 4 Annals of the Institute of Statistical Mathematics 3 Journal of econometrics 3 Cowles Foundation discussion paper 2 Economics letters 2 Tinbergen Institute Discussion Papers 2 Australasian accounting business and finance journal : AABF 1 Cowles Foundation Discussion Papers 1 Discussion paper / Tinbergen Institute 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics 1 Econometrics : open access journal 1 FAME Research Paper Series 1 Journal of Econometrics 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Metrika 1 Psychometrika 1 Statistical Papers / Springer 1 Stochastic Processes and their Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 TSE Working Papers 1 The University of Michigan Department of Biostatistics Working Paper Series 1 The accounting review : a publication of the American Accounting Association 1 The econometrics journal 1 Tinbergen Institute Discussion Paper 1
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Source
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RePEc 27 ECONIS (ZBW) 20 BASE 4 EconStor 3
Showing 1 - 10 of 54
Cover Image
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras; Reese, Simon - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
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Testing for trend specifications in panel data models
Wu, Jilin; Song, Xiaojun; Xiao, Zhijie - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
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Inference and speci cation testing in threshold regression with endogeneity
Yu, Ping; Liao, Qin; Phillips, Peter C. B. - 2019 - This Version: November 2019
Persistent link: https://www.econbiz.de/10012131978
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The Role of coefficient drivers of time-varying coefficients in estimating the total effects of a regressor on the dependent variable of an equation
Swamy, Paravastu Ananta Venkata Bhattanatha; Chang, I.-Lok - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-14
best predictive performance, as measured by the smallest value of Theil's U-statistic we were able to locate in the …
Persistent link: https://www.econbiz.de/10014332532
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The Role of coefficient drivers of time-varying coefficients in estimating the total effects of a regressor on the dependent variable of an equation
Swamy, Paravastu Ananta Venkata Bhattanatha; Chang, I.-Lok - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-14
best predictive performance, as measured by the smallest value of Theil's U-statistic we were able to locate in the …
Persistent link: https://www.econbiz.de/10013375202
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Identification and estimation of a partially linear regression model using network data
Auerbach, Eric - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 347-365
Persistent link: https://www.econbiz.de/10012821686
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An incidental parameters free inference approach for panels with common shocks
Juodis, Artūras; Sarafidis, Vasilis - In: Journal of econometrics 229 (2022) 1, pp. 19-54
Persistent link: https://www.econbiz.de/10013441827
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Using triples to assess symmetry under weak dependence
Psaradakis, Zacharias G.; Vávra, Marián - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1538-1551
Persistent link: https://www.econbiz.de/10013540370
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Measuring the information content of disclosures : the role of return noise
Thomas, Jacob K.; Zhang, X. Frank; Zhu, Wei - In: The accounting review : a publication of the American … 97 (2022) 6, pp. 417-443
Persistent link: https://www.econbiz.de/10013499362
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Testing symmetry of unknown densities via smoothing with the generalized gamma kernels
Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics 4 (2016) 2, pp. 1-27
This paper improves a kernel-smoothed test of symmetry through combining it with a new class of asymmetric kernels called the generalized gamma kernels. It is demonstrated that the improved test statistic has a normal limit under the null of symmetry and is consistent under the alternative. A...
Persistent link: https://www.econbiz.de/10011755333
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