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  • Search: subject:"asymptotics"
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Year of publication
Subject
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Schätztheorie 70 Estimation theory 62 Asymptotics 43 Theorie 36 asymptotics 31 Theory 25 Time series analysis 25 Zeitreihenanalyse 25 Stochastic process 18 Stochastischer Prozess 18 rotation equivariance 17 Large-dimensional asymptotics 16 Statistischer Test 16 Regression analysis 15 Regressionsanalyse 15 Statistical test 15 large-dimensional asymptotics 15 random matrix theory 14 Nichtparametrisches Verfahren 13 bootstrap 13 Estimation 12 Nonparametric statistics 12 Panel 12 Schätzung 12 Statistische Verteilung 12 Korrelation 11 Momentenmethode 11 Panel study 11 nonstandard asymptotics 11 weak identification 11 Autokorrelation 10 Correlation 10 Statistical distribution 10 Method of moments 9 Monte-Carlo-Simulation 9 Statistical theory 9 Statistische Methodenlehre 9 kernel estimation 9 nonlinear shrinkage 9 Heteroskedastizität 8
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Online availability
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Free 312 CC license 5
Type of publication
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Book / Working Paper 267 Article 43 Other 2
Type of publication (narrower categories)
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Working Paper 123 Graue Literatur 70 Non-commercial literature 70 Arbeitspapier 66 Article in journal 28 Aufsatz in Zeitschrift 28 Article 12 Thesis 2 Conference Paper 1 Forschungsbericht 1
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Language
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English 230 Undetermined 82
Author
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Wolf, Michael 31 Ledoit, Olivier 30 Andrews, Donald W.K. 13 Sun, Yixiao 13 Mandjes, Michel 9 Mazur, Stepan 9 Phillips, Peter C.B. 9 Boots, Nam Kyoo 8 Andrews, Donald W. K. 7 Graham, Bryan S. 7 Guggenberger, Patrik 7 Inoue, Atsushi 7 Kilian, Lutz 7 Lee, Sokbae 7 Bodnar, Taras 6 Cattaneo, Matias D. 5 Chao, John C. 5 Chen, Le-Yu 5 Jansson, Michael 5 Kim, Min Seong 5 Lijoi, Antonio 5 Linton, Oliver 5 Parolya, Nestor 5 Phillips, Peter C. B. 5 Seo, Myung Hwan 5 Swanson, Norman R. 5 Chevillon, Guillaume 4 Favaro, Stefano 4 Hahn, Jinyong 4 Härdle, Wolfgang 4 Muhinyuza, Stanislas 4 Poirier, Alexandre 4 Song, Kyungchul 4 Sung, Myung Jae 4 Vogelsang, Timothy J. 4 Wagner, Martin 4 Xia, Yingcun 4 Yang, Zhenlin 4 Constantinescu, Corina 3 Crump, Richard K. 3
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Institution
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Cowles Foundation for Research in Economics, Yale University 26 School of Economics and Management, University of Aarhus 8 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 5 London School of Economics (LSE) 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Department of Econometrics and Business Statistics, Monash Business School 4 Department of Economics, University of California-San Diego (UCSD) 4 HAL 4 Institute of Economic Research, Kyoto University 4 Econometric Society 3 School of Economics, Singapore Management University 3 School of Management, Yale University 3 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 3 Tinbergen Institute 3 Tinbergen Instituut 3 CESifo 2 Center for the Study of Rationality, Hebrew University of Jerusalem 2 Centre for Microdata Methods and Practice (CEMMAP) 2 Department of Economics, Oxford University 2 Department of Economics, Ryerson University 2 ESSEC Business School 2 Graduate School of Economics, Hitotsubashi University 2 University of California, San Diego / Department of Economics 2 Vanderbilt University Department of Economics 2 Brown University, Department of Economics 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Financial Studies 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, European University Institute 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Simon Fraser University 1 Department of Economics, Tulane University 1 Department of Economics, University of Kansas 1 Department of Economics, University of Victoria 1
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Published in...
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Working Paper 28 Cowles Foundation Discussion Papers 26 Working paper series / University of Zurich, Department of Economics 10 cemmap working paper 9 CEMMAP working papers / Centre for Microdata Methods and Practice 8 CREATES Research Papers 8 Cowles Foundation discussion paper 6 Tinbergen Institute Discussion Papers 6 Working paper / Department of Econometrics and Business Statistics, Monash University 6 LSE Research Online Documents on Economics 5 MPRA Paper 5 Risks : open access journal 5 CIRANO Working Papers 4 Discussion paper / Tinbergen Institute 4 Econometrics 4 KIER Working Papers 4 Monash Econometrics and Business Statistics Working Papers 4 Tinbergen Institute Discussion Paper 4 University of California at San Diego, Economics Working Paper Series 4 CESifo Working Paper 3 ECON - Working Papers 3 Econometrics : open access journal 3 IZA Discussion Papers 3 Post-Print / HAL 3 Quantitative Economics 3 Quantitative economics : QE ; journal of the Econometric Society 3 Risks 3 STICERD - Econometrics Paper Series 3 Working Papers / School of Economics, Singapore Management University 3 Working paper 3 Working papers / Ryerson University, Department of Economics 3 Yale School of Management Working Papers 3 CESifo Working Paper Series 2 CFS Working Paper Series 2 Cambridge working papers in economics 2 CeMMAP working papers 2 Discussion Paper Series / Center for the Study of Rationality, Hebrew University of Jerusalem 2 Discussion Papers / Graduate School of Economics, Hitotsubashi University 2 Discussion paper series / IZA 2 Discussion papers in economics 2
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Source
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RePEc 138 ECONIS (ZBW) 99 EconStor 70 BASE 5
Showing 1 - 10 of 312
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Sparse network asymptotics for logistic regression under possible misspecification
Graham, Bryan S. - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 6, pp. 1837-1868
Persistent link: https://www.econbiz.de/10015117865
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Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Jiang, Hui; Pan, Yajuan; Liao, Weilin; Yang, Qingshan; … - 2023
Persistent link: https://www.econbiz.de/10014320455
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Optimal maximin GMM tests for sphericity in latent factor analysis of short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de/10015358019
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High-frequency estimation of Itô semimartingale baseline for Hawkes processes
Potiron, Yoann; Scaillet, Olivier; Volkov, V. V.; Yu, … - 2025
Persistent link: https://www.econbiz.de/10015211805
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Eigenvalue tests for the number of latent factors in short panels
Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025
Persistent link: https://www.econbiz.de/10015339146
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Sparse network asymptotics for logistic regression under possible misspecification
Graham, Bryan S. - 2022
: only a vanishing fraction of all possible purchases are actually made. Under sparse network asymptotics, I show that the …-likelihood are of equal order. In contrast, under dense network asymptotics, the last term is asymptotically negligible. Asymptotic … behavior of logistic regression with rare events and iid data. Simulation results suggest that sparse network asymptotics …
Persistent link: https://www.econbiz.de/10014302507
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Sparse network asymptotics for logistic regression under possible misspecification
Graham, Bryan S. - 2022 - This Draft: September 2022
: only a vanishing fraction of all possible purchases are actually made. Under sparse network asymptotics, I show that the …-likelihood are of equal order. In contrast, under dense network asymptotics, the last term is asymptotically negligible. Asymptotic … behavior of logistic regression with rare events and iid data. Simulation results suggest that sparse network asymptotics …
Persistent link: https://www.econbiz.de/10013387359
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Max Share identification for structural VARs in levels: There is no free lunch!
Guay, Alain; Pelgrin, Florian; Surprenant, Stéphane - 2024
This paper examines the implications of using VARs in levels under the Max Share identification approach when variables exhibit unit or near-unit roots. We derive the asymptotic distributions of the Max Share estimator, demonstrating that it converges to a random matrix, resulting in...
Persistent link: https://www.econbiz.de/10015209714
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Integrated modified OLS estimation and fixed-b inference for cointegrating multivariate polynomial regressions
Vogelsang, Timothy J.; Wagner, Martin - 2024
This paper shows that the integrated modified OLS (IM-OLS) estimator developed for cointegrating linear regressions in Vogelsang and Wagner (2014a) can be straightforwardly extended to cointegrating multivariate polynomial regressions. These are regression models that include as explanatory...
Persistent link: https://www.econbiz.de/10014523361
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Empirical welfare maximization with constraints
Sun, Liyang - 2024
Empirical Welfare Maximization (EWM) is a framework that can be used to select welfare program eligibility policies based on data. This paper extends EWM by allowing for uncertainty in estimating the budget needed to implement the selected policy, in addition to its welfare. Due to the...
Persistent link: https://www.econbiz.de/10015124953
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