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  • Search: subject:"Variance estimation"
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Year of publication
Subject
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variance estimation 51 Schätztheorie 40 Estimation theory 39 Variance estimation 34 Zeitreihenanalyse 16 Time series analysis 15 Bootstrap 9 Regression analysis 8 Nichtparametrisches Verfahren 7 Regressionsanalyse 7 Statistical test 7 Statistischer Test 7 Analysis of variance 6 Nonparametric statistics 6 Sampling 6 Simulation 6 Varianzanalyse 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Estimation 5 Forecasting model 5 Linear regression 5 Prognoseverfahren 5 Resampling 5 Schätzung 5 Sliced average variance estimation 5 Stichprobenerhebung 5 Variance Estimation 5 Volatility 5 Volatilität 5 long run variance estimation 5 Bias 4 Causality analysis 4 F distribution 4 Income distribution 4 Induktive Statistik 4 Kausalanalyse 4 Long-run variance estimation 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4
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Online availability
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Free 74 Undetermined 72 CC license 1
Type of publication
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Article 81 Book / Working Paper 78
Type of publication (narrower categories)
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Working Paper 41 Graue Literatur 26 Non-commercial literature 26 Arbeitspapier 23 Article in journal 19 Aufsatz in Zeitschrift 19 research-article 3 Thesis 2 Article 1 Statistics 1 Statistik 1
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Language
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Undetermined 78 English 77 German 2 Spanish 2
Author
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Sun, Yixiao 7 Chen, Xiaohong 5 Liao, Zhipeng 5 Bodory, Hugo 4 Camponovo, Lorenzo 4 Huber, Martin 4 Iacone, Fabrizio 4 Lechner, Michael 4 Barabesi, Lucio 3 Chaudhuri, Arijit 3 Dette, Holger 3 Feng, Yuanhua 3 Harvey, David I. 3 Heiler, Siegfried 3 Kruse, Robinson 3 Leschinski, Christian 3 Neumeyer, Natalie 3 Robinson, Peter M 3 Robinson, Peter M. 3 Schimpl-Neimanns, Bernhard 3 Shao, Jun 3 Will, Michael 3 Yu, Zhou 3 Chen, Jia 2 Chung, Yeojin 2 Conniffe, Denis 2 Coroneo, Laura 2 Crump, Richard K. 2 Dong, Yuexiao 2 Dorie, Vincent 2 Frahm, Gabriel 2 Gelman, Andrew 2 Goldsman, David 2 Gospodinov, Nikolaj 2 Hualde, Javier 2 Jang, Donsig 2 Kara, Alper 2 Kline, Patrick 2 Leybourne, Stephen J. 2 Li, Degui 2
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Institution
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Mathematica Policy Research 6 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 Granger Centre for Time Series Econometrics, School of Economics 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 London School of Economics (LSE) 2 School of Economics and Political Science, Universität St. Gallen 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Econometrics and Business Statistics, Monash Business School 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) 1 Europäische Kommission / Statistisches Amt 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Household Finance and Consumption Network 1 Institute for the Study of Labor (IZA) 1 Institute of Economic Research, Hitotsubashi University 1 Istituto di Ricerca sulla Popolazione e le Politiche Sociali (IRPPS), Consiglio Nazionale delle Ricerche 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 University of California, San Diego / Department of Economics 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 1
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Published in...
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Annals of the Institute of Statistical Mathematics 7 Journal of Multivariate Analysis 7 Mathematica Policy Research Reports 6 Metrika 6 Statistics & Probability Letters 5 Computational Statistics 4 Management Science 4 cemmap working paper 4 Discussion papers in economics 3 Economics letters 3 IZA Discussion Papers 3 Journal of econometrics 3 STICERD - Econometrics Paper Series 3 AStA Advances in Statistical Analysis 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational Statistics & Data Analysis 2 Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics 2 Jahrbücher für Nationalökonomie und Statistik 2 Journal of Econometrics 2 Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) 2 LSE Research Online Documents on Economics 2 Quaderni del Dipartimento di economia politica e statistica 2 Statistical Methods and Applications 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Technical Report 2 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 Working Papers 2 Working papers 2 AStA Wirtschafts- und Sozialstatistisches Archiv 1 Applied economics 1 Applied economics letters 1 CAEPR working papers 1 CIRANO Working Papers 1 CREATES Research Papers 1 Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 1 Cardiff Economics Working Papers 1 Cardiff economics working papers 1 Cowles Foundation Discussion Papers 1 DEM Discussion Papers 1 Data Technologies and Applications 1
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Source
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RePEc 90 ECONIS (ZBW) 45 EconStor 19 Other ZBW resources 3 BASE 2
Showing 81 - 90 of 159
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Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
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Estimation of distortion risk measures
Tsukahara, Hideatsu - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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A note on variance estimation for the Oaxaca estimator of average treatment effects
Kline, Patrick - In: Economics letters 122 (2014) 3, pp. 428-431
Persistent link: https://www.econbiz.de/10010395618
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Statistical inference for richness measures
Brzezinski, Michal - In: Applied economics 46 (2014) 13/15, pp. 1599-1608
Persistent link: https://www.econbiz.de/10010412924
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(English) Variance of complete cancer prevalence at all ages (Italiano) Variance of complete cancer prevalence at all ages
Gigli, Anna - Istituto di Ricerca sulla Popolazione e le Politiche … - 2007
(English) Cancer prevalence is the proportion of people in a population diagnosed with cancer in the past and still alive. One way to estimate prevalence is via population-based registries, where data on diagnosis and life status of all incident cases occurring in the covered population are...
Persistent link: https://www.econbiz.de/10010775550
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A survey on survey statistics: What is done and can be done in Stata
Kreuter, Frauke; Valliant, Richard - In: Stata Journal 7 (2007) 1, pp. 1-21
bias and variance. We compare different methods of variance estimation for stratified and clustered samples and discuss the …
Persistent link: https://www.econbiz.de/10005748346
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Asymptotic Variance Estimation for the Misclassification SIMEX
Küchenhoff, Helmut; Lederer, Wolfgang; Lesaffre, Emmanuel - 2006
Most epidemiological studies suffer from misclassification in the response and/or the covariates. Since ignoring misclassification induces bias on the parameter estimates, correction for such errors is important. For measurement error, the continuous analog to misclassification, a general...
Persistent link: https://www.econbiz.de/10010266211
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Bayesian Estimation of Unknown Heteroscedastic Variances
Chigira, Hiroaki; Shiba, Tsunemasa - Institute of Economic Research, Hitotsubashi University - 2006
–White HCCM, orthogonal regressors, conditional Bayesian, MCMC, stock return variance estimation ∗ We thank Hiroki Tsurumi of …
Persistent link: https://www.econbiz.de/10005675480
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The exact bootstrap method shown on the example of the mean and variance estimation
Kisielinska, Joanna - In: Computational Statistics 28 (2013) 3, pp. 1061-1077
The bootstrap method is based on resampling of the original randomsample drawn from a population with an unknown distribution. In the article it was shown that because of the progress in computer technology resampling is actually unnecessary if the sample size is not too large. It is possible to...
Persistent link: https://www.econbiz.de/10010847838
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How much Confidence can we have in EU-SILC? Complex Sample Designs and the Standard Error of the Europe 2020 Poverty Indicators
Goedemé, Tim - In: Social Indicators Research 110 (2013) 1, pp. 89-110
If estimates are based on samples, they should be accompanied by appropriate standard errors and confidence intervals. This is true for scientific research in general, and is even more important if estimates are used to inform and evaluate policy measures such as those aimed at attaining the...
Persistent link: https://www.econbiz.de/10010848410
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