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  • Search: subject:"delta method"
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Year of publication
Subject
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Delta method 39 delta method 27 Schätztheorie 26 Estimation theory 24 Theorie 15 Theory 13 Schätzung 11 Bootstrap-Verfahren 10 Estimation 10 Bootstrap 9 Bootstrap approach 9 Delta Method 8 bootstrap 8 Statistical test 7 Statistischer Test 7 Fieller method 6 Time series analysis 6 Zeitreihenanalyse 6 delta-method 6 VECM 5 autoregressive conditional duration 5 Delta-method 4 FDI 4 Forecasting model 4 Functional delta method 4 GMM 4 Heteroskedasticity 4 Kointegration 4 MESS 4 Prognoseverfahren 4 QML 4 Regression analysis 4 Regressionsanalyse 4 Spatial autocorrelation 4 confidence intervals 4 transitory components 4 ARCH model 3 ARCH-Modell 3 Asymptotic normality 3 Backtesting 3
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Online availability
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Free 50 Undetermined 50
Type of publication
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Article 59 Book / Working Paper 49
Type of publication (narrower categories)
All
Article in journal 27 Aufsatz in Zeitschrift 27 Working Paper 23 Graue Literatur 15 Non-commercial literature 15 Arbeitspapier 14 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 Thesis 1 research-article 1
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Language
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English 63 Undetermined 44 French 1
Author
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Blasques, Francisco 6 Koopman, Siem Jan 6 Lucas, André 6 Dixon, Huw 5 Khalaf, Lynda 5 Peracchi, Franco 5 Schreiber, Sven 5 Tian, Maoshan 5 Chernozhukov, Victor 4 Galichon, Alfred 4 Bernard, Jean-Thomas 3 Davidson, Russell 3 Debarsy, Nicolas 3 Fernandez-Val, Ivan 3 Hirschberg, Joseph G. 3 Jin, Fei 3 Lasak, Katarzyna 3 Lye, Jenny N. 3 Lönnbark, Carl 3 Magnus, Jan R. 3 Proença, Isabel 3 Łasak, Katarzyna 3 De Luca, Giuseppe 2 Fang, Zheng 2 Firpo, Sergio 2 Fontoura, Maria Paula 2 Galvao, Antonio Fialho <Jr.> 2 Gavin, Michael 2 Hakstian, A. 2 Hirschberg, Joe 2 Lee, Lung-Fei 2 Leorato, Samantha 2 Lye, Jenny 2 Martínez-Galán, Enrique 2 Parker, Thomas 2 Pitts, Susan 2 Rogers, W. 2 Schroeder, Marsha 2 Sun, Zhenting 2 Vance, Colin 2
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Institution
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HAL 5 Department of Economics, Faculty of Business and Economics 3 Cowles Foundation for Research in Economics, Yale University 2 UNIVERSIDAD EAFIT 2 Centre de recherche en économie de l'environnement, de l'agroalimentaire, des transports et de l'énergie (CREATE), Université Laval 1 Centre for Health Economics, Department of Economics and Related Studies 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Economics, Boston University 1 Department of Economics, Sciences économiques 1 Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung 1 Institutionen för Nationalekonomi, Umeå Universitet 1 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 Sciences économiques, Sciences Po 1 Society for Computational Economics - SCE 1 Tinbergen Instituut 1
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Published in...
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Journal of Multivariate Analysis 7 Journal of econometrics 6 Working Papers / HAL 5 Annals of the Institute of Statistical Mathematics 4 Department of Economics - Working Papers Series 3 Discussion paper / Tinbergen Institute 3 Psychometrika 3 Tinbergen Institute Discussion Paper 3 Transportation Research Part B: Methodological 3 Cardiff Economics Working Papers 2 Cardiff economics working papers 2 Computational Statistics & Data Analysis 2 Cowles Foundation Discussion Papers 2 DOCUMENTOS DE TRABAJO CIEF 2 Econometric reviews 2 European journal of operational research : EJOR 2 IMK Working Paper 2 Journal of risk 2 RWI Discussion Papers 2 Working papers 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of economics and statistics 1 Applied econometrics and international development 1 Applied economics letters 1 Asia-Pacific Financial Markets 1 Boston University - Department of Economics - Working Papers Series 1 CEIS Research Paper 1 Cahiers de recherche CREATE 1 Computing in Economics and Finance 2005 1 Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 1 EIEF working paper 1 Economic Theory 1 Economics Bulletin 1 Empirical Economics 1 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 1 IMA journal of management mathematics 1 International journal of forecasting 1 International journal of production economics 1 International journal of quality & reliability management 1 Journal of Banking & Finance 1
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Source
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RePEc 54 ECONIS (ZBW) 43 EconStor 9 BASE 1 Other ZBW resources 1
Showing 81 - 90 of 108
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On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl - In: Journal of banking & finance 37 (2013) 3, pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
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Confidence intervals for predicted outcomes in regression models for categorical outcomes
Xu, Jun; Long, J. Scott - In: Stata Journal 5 (2005) 4, pp. 537-559
regression models for categorical outcomes. The methods include endpoint transformation, the delta method, and bootstrap- ping …
Persistent link: https://www.econbiz.de/10005583247
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Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time
Bolduc, Denis; Khalaf, Lynda; Yélou, Clément - Society for Computational Economics - SCE - 2005
interval based on the delta-method performs poorly, even when the sample size is large. The procedures are examined in …
Persistent link: https://www.econbiz.de/10005345055
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Fractional imputation for incomplete two-way contingency tables
Kang, Shin-Soo; Koehler, Kenneth; Larsen, Michael - In: Metrika 75 (2012) 5, pp. 581-599
Persistent link: https://www.econbiz.de/10010846104
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Asymptotics for statistical functionals of long-memory sequences
Beutner, Eric; Wu, Wei Biao; Zähle, Henryk - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 910-929
We present two general results that can be used to obtain asymptotic properties for statistical functionals based on linear long-memory sequences. As examples for the first one we consider L- and V-statistics, in particular tail-dependent L-statistics as well as V-statistics with unbounded...
Persistent link: https://www.econbiz.de/10011065017
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Asymptotic normality of support vector machine variants and other regularized kernel methods
Hable, Robert - In: Journal of Multivariate Analysis 106 (2012) C, pp. 92-117
delta-method and by showing that the SVM-functional P↦fL,P,λ is suitably Hadamard-differentiable. …
Persistent link: https://www.econbiz.de/10011041934
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Comparison of quantiles for several normal populations
Li, Xinmin; Tian, Lili; Wang, Juan; Muindi, Josephia R. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2129-2138
For the purpose of comparison between several independent populations, many procedures exist for testing equality of means or medians among the groups. However, the mean or the median do not determine the entire distribution. This paper addresses the problem of testing the equality of quantiles...
Persistent link: https://www.econbiz.de/10010574493
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Recent developments in discrete choice model formulation, estimation, and inference
Bhat, Chandra R. - In: Transportation Research Part B: Methodological 46 (2012) 2, pp. 273-275
The developments in discrete choice formulation, estimation and inference techniques have been fast and furious over the past few years. This special issue of Transportation Research Part B is a compilation of some of the cutting-edge research in the field.
Persistent link: https://www.econbiz.de/10010574807
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Calculating errors for measures derived from choice modelling estimates
Daly, Andrew; Hess, Stephane; de Jong, Gerard - In: Transportation Research Part B: Methodological 46 (2012) 2, pp. 333-341
variance. While the calculation of standard errors using the Delta method has been described for a number of such measures in …
Persistent link: https://www.econbiz.de/10010574820
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Estimation Techniques for Nonlinear Functions of the Steady-State Mean in Computer Simulation
Chang, Byeong-Yun - 2004
estimationtechniques to construct confidence intervals for f(u). Specifically, we propose methodsbased on the combination of the delta … method and nonoverlapping batch means(NBM), standardized time series (STS), or a combination of both. Our approachesare …
Persistent link: https://www.econbiz.de/10009476019
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