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  • Search: subject:"Variance estimation."
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Year of publication
Subject
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variance estimation 50 Schätztheorie 39 Estimation theory 38 Variance estimation 34 Zeitreihenanalyse 16 Time series analysis 15 Bootstrap 9 Nichtparametrisches Verfahren 7 Regression analysis 7 Statistical test 7 Statistischer Test 7 Nonparametric statistics 6 Regressionsanalyse 6 Sampling 6 Simulation 6 Analysis of variance 5 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 Varianzanalyse 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 73 Undetermined 72 CC license 1
Type of publication
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Article 81 Book / Working Paper 77
Type of publication (narrower categories)
All
Working Paper 41 Graue Literatur 25 Non-commercial literature 25 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 76 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) 44 EconStor 19 Other ZBW resources 3 BASE 2
Showing 41 - 50 of 158
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Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier; Iacone, Fabrizio - 2015
Persistent link: https://www.econbiz.de/10011318412
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Comparing predictive accuracy in small samples
Coroneo, Laura; Iacone, Fabrizio - 2015
Persistent link: https://www.econbiz.de/10011411613
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Comparing predictive accuracy under long memory, with an application to valatility forecasting
Kruse, Robinson; Leschinski, Christian; Will, Michael - In: Journal of financial econometrics 17 (2019) 2, pp. 180-228
Persistent link: https://www.econbiz.de/10012054436
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Efficiency of Model-Assisted Regression Estimators in Sample Surveys
Shao, Jun; Wang, Sheng - Mathematica Policy Research - 2014
Persistent link: https://www.econbiz.de/10011261991
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The wild tapered block bootstrap
Hounyo, Ulrich - School of Economics and Management, University of Aarhus - 2014
-based method in terms of asymptotic accuracy of variance estimation and distribution approximation. For stationary time series, the …
Persistent link: https://www.econbiz.de/10010928899
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Environmental heterogeneity–species richness relationships from a global perspective
Stein, Anke - 2014
Heterogenität von Umweltbedingungen gilt als einer der wichtigsten Faktoren für die Verteilung von Artenreichtum weltweit. Laut der Habitatheterogenität-Hypothese bieten räumlich heterogenere Gebiete eine höhere Vielfalt an Umweltparametern und weisen mehr Refugien und Möglichkeiten zur...
Persistent link: https://www.econbiz.de/10011288108
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Theoretical and Empirical Properties of Model Assisted Decision-Based Regression Estimators
Shao, Jun; Slud, Eric; Cheng, Yang; Wang, Sheng; Hogue, … - Mathematica Policy Research - 2014
In 2009, two major surveys in the Governments Division of the U.S. Census Bureau were redesigned to reduce sample size, save resources, and improve the precision of the estimates (Cheng, Corcoran, Barth and Hogue 2009). The new design divides each of the traditional state by government-type...
Persistent link: https://www.econbiz.de/10011144768
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The Eurosystem Household Finance and Consumption Survey - Methodological report
2013
, weighting, imputation, and variance estimation. It also analyses issues like differential unit and item non-response and other …
Persistent link: https://www.econbiz.de/10011606335
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Variance estimation for richness measures
Brzeziński, Michał - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2013
Richness indices are distributional statistics used to measure the incomes, earnings, or wealth of the rich. This paper uses a linearization method to derive the sampling variances for recently introduced distributionally-sensitive richness measures when estimated from survey data. The results...
Persistent link: https://www.econbiz.de/10010607932
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Methodological report for the first wave
Household Finance and Consumption Network - 2013
, weighting, imputation, and variance estimation. It also analyses issues like differential unit and item non-response and other …
Persistent link: https://www.econbiz.de/10011664033
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