Search Results - subject:"delta method"

Income growth, forecasting and stock valuation

Psychoyios, Dimitris - In: IMA journal of management mathematics 35 (2024) 2, pp. 285-300

Persistent link: https://www.econbiz.de/10014526124

Instrument validity for heterogeneous causal effects

Sun, Zhenting - 2023

Persistent link: https://www.econbiz.de/10015053824

The confidence interval of the cross-sectional distribution of durations

Dixon, Huw; Tian, Maoshan - 2022

paper, we apply both Fieller's method and the Delta method to derive confidence interval of CSD using this variance formula … Fieller's method and delta method among different sample sizes. The empirical results show that both Fieller's method and the … delta method are valid in terms of estimating the confidence interval of CSD. Finally, we use both methods for real data set …

Persistent link: https://www.econbiz.de/10014480505

The confidence interval of the cross-sectional distribution of durations

Dixon, Huw; Tian, Maoshan - 2022 - Updated January 2023

Persistent link: https://www.econbiz.de/10014433303

Uniform inference for value functions

Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Parker, Thomas - 2022

Persistent link: https://www.econbiz.de/10013499397

Sampling properties of the Bayesian posterior mean with an application to WALS estimation

Luca, Giuseppe De; Magnus, Jan R.; Peracchi, Franco - 2020

Many statistical and econometric learning methods rely on Bayesian ideas, often applied or reinterpreted in a frequentist setting. Two leading examples are shrinkage estimators and model averaging estimators, such as weighted-average least squares (WALS). In many instances, the accuracy of these...

Persistent link: https://www.econbiz.de/10012233977