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  • Search: subject:"asymptotic approximation"
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Year of publication
Subject
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Schätztheorie 10 nonstandard asymptotic approximation 10 Estimation theory 9 asymptotic approximation 8 errors-in-variables 8 nonparametric identification 8 Momentenmethode 7 Method of moments 6 Nichtparametrische Schätzung 6 Simulation 6 Statistischer Fehler 6 nonclassical measurement errors 6 Nonparametric estimation 5 Statistical error 5 instrumental variables 4 Asymptotic approximation 3 stochastic volatility 3 ARX-model 2 Asymptotic Approximation 2 Binding Function 2 Convex Variational Distance 2 Einheitswurzeltest 2 Errors-In-Variables 2 Forecasting model 2 IV-Schätzung 2 Instrumental variables 2 Local Canonical Representation 2 Multi-stage 2 Nested Multinomial Logit 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Optimal paths 2 Option pricing 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Stochastic decision process 2 Stochastic process 2 Stochastischer Prozess 2 Structural break 2
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Online availability
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Free 25
Type of publication
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Book / Working Paper 21 Article 4
Type of publication (narrower categories)
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Working Paper 14 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
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Language
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English 22 Undetermined 3
Author
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Evdokimov, Kirill S. 10 Zeleneev, Andrei 10 Arvanitis, Stelios 2 De Martin, Juan Carlos 2 Demos, Antonis 2 Kan, Raymond 2 MEDVEDEV, Alexey 2 Manerba, Daniele 2 Mehrabani, Ali 2 Parsaeian, Shahnaz 2 Robotti, Cesare 2 Roohnavazfar, Mina 2 SCAILLET, Olivier 2 Tadei, Roberto 2 Ullah, Aman 2 Battauz, Anna 1 Biard, Romain 1 De Donno, Marzia 1 Gospodinov, Nikolaj 1 Gospodinov, Nikolay 1 Hürlimann, Werner 1 Lefèvre, Claude 1 Liu-Evans, Gareth 1 Loisel, Stéphane 1 Medvedev, Alexey 1 Nagaraja, Haikady 1 Sbuelz, Alessandro 1 Scaillet, Olivier 1
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Institution
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 2 HAL 1 Swiss Finance Institute 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 5 cemmap working paper 5 DEOS Working Papers 2 Swiss Finance Institute Research Paper Series 2 FAME Research Paper Series 1 Journal of econometric methods 1 Journal of statistical and econometric methods 1 MPRA Paper 1 Operations Research Perspectives 1 Operations research perspectives 1 Post-Print / HAL 1 Working Paper 1 Working papers / Federal Reserve Bank of Atlanta 1 Working papers / Innocenzo Gasparini Institute for Economic Research 1 Working papers series in theoretical and applied economics 1
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Source
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ECONIS (ZBW) 11 EconStor 7 RePEc 7
Showing 1 - 10 of 25
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015193958
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Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015178608
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014581781
Saved in:
Cover Image
Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - 2024
Persistent link: https://www.econbiz.de/10015076825
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014513441
Saved in:
Cover Image
Shrinkage estimation and forecasting in dynamic regression models under structural instability
Mehrabani, Ali; Parsaeian, Shahnaz; Ullah, Aman - In: Journal of econometric methods 13 (2024) 2, pp. 251-279
Persistent link: https://www.econbiz.de/10015117659
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Cover Image
Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014480391
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023 - This version: May 10, 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014312055
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014302510
Saved in:
Cover Image
Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://www.econbiz.de/10013253007
Saved in:
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