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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
All
Free 50 Undetermined 50
Type of publication
All
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
All
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...
All
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 1 - 10 of 108
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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
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Instrument validity for heterogeneous causal effects
Sun, Zhenting - 2023
Persistent link: https://www.econbiz.de/10015053824
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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
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The confidence interval of the cross-sectional distribution of durations
Dixon, Huw; Tian, Maoshan - 2022 - Updated January 2023
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/10014433303
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Uniform inference for value functions
Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Parker, Thomas - 2022
Persistent link: https://www.econbiz.de/10013499397
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Reliability characteristics of COVID-19 death rate using generalized progressive hybrid censored data
Irfan, Mohd; Sharma, Anup Kumar - In: International journal of quality & reliability management 41 (2024) 3, pp. 850-878
Persistent link: https://www.econbiz.de/10014483071
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Testing for dummy-variable effects in semi-logarithmic regressions
Blackburn, McKinley L. - In: Applied economics letters 30 (2023) 3, pp. 292-296
Persistent link: https://www.econbiz.de/10013553195
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Uniform inference for value functions
Firpo, Sergio; Galvao, Antonio Fialho <Jr.>; Parker, Thomas - In: Journal of econometrics 235 (2023) 2, pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
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Instrument validity for heterogeneous causal effects
Sun, Zhenting - In: Journal of econometrics 237 (2023) 2,1, pp. 1-20
Persistent link: https://www.econbiz.de/10014471512
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A novel hybrid assembly method to reduce operational costs of selective assembly
Mencaroni, Andrea; Claeys, Dieter; De Vuyst, Stijn - In: International journal of production economics 264 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014419413
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