Search Results - subject:"asymptotic statistics"

Smoothed quantile regression with large-scale inference

He, Xuming; Pan, Xiaoou; Tan, Kean Ming; Zhou, Wen-Xin - In: Journal of econometrics 232 (2023) 2, pp. 367-388

Persistent link: https://www.econbiz.de/10014339967

Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances

Badinger, Harald; Egger, Peter - 2014

This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error component. We derive the moment conditions and...

Persistent link: https://www.econbiz.de/10010398526

Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances

Badinger, Harald; Egger, Peter - Vienna University of Economics and Business, Department … - 2014

Persistent link: https://www.econbiz.de/10010765087

Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances

Badinger, Harald; Egger, Peter - CESifo - 2014

Persistent link: https://www.econbiz.de/10010877693

Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroskedastic disturbances

Badinger, Harald; Egger, Peter - 2014

Persistent link: https://www.econbiz.de/10010367382

Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroskedastic disturbances

Badinger, Harald; Egger, Peter - 2014

Persistent link: https://www.econbiz.de/10010360806

An M-Estimator for Tail Dependence in Arbitrary Dimensions

Einmahl, John; Krajina, A.; Segers, J. - Tilburg University, Center for Economic Research - 2011

Consider a random sample in the max-domain of attraction of a multivariate extreme value distribution such that the dependence structure of the attractor belongs to a parametric model. A new estimator for the unknown parameter is defined as the value that minimises the distance between a vector...

Persistent link: https://www.econbiz.de/10011090709

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...

Persistent link: https://www.econbiz.de/10010264566

Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models

Badinger, Harald; Egger, Peter - CESifo - 2009

Persistent link: https://www.econbiz.de/10005405754

Fixed effects and random effects estimation of higher-order spatial autoregressive models with spatial autoregressive and heteroscedastic disturbances

Badinger, Harald; Egger, Peter - In: Spatial economic analysis : the journal of the Regional … 10 (2015) 1, pp. 11-35

Persistent link: https://www.econbiz.de/10010515831