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  • Search: subject:"efficiency bound"
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Year of publication
Subject
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efficiency bound 11 Schätztheorie 10 Nichtparametrisches Verfahren 8 Estimation theory 7 propensity score 6 semiparametric efficiency bound 6 Causality analysis 5 Kausalanalyse 5 Nonparametric statistics 5 Semiparametric efficiency bound 4 GMM 3 Statistische Verteilung 3 Adaptive inference 2 Conditional duration model 2 Constrained inference 2 Efficiency bound 2 Efficient semiparametric estimation 2 Order restricted inference 2 Propensity Score 2 Semiparametric Efficiency Bound 2 Statistical distribution 2 Theorie 2 average treatment effect 2 case-control sample 2 causal effect 2 causality 2 correlated random coefficients 2 duration 2 evaluation 2 experimental design 2 machinelearning 2 matching 2 mixed proportional hazard 2 monotonicity 2 panel data 2 partial identification 2 relative risk 2 semi-parametric efficiency bound 2 sieve MLE 2 Adaptive Elastic Net 1
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Online availability
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Free 28
Type of publication
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Book / Working Paper 21 Article 7
Type of publication (narrower categories)
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Working Paper 11 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 3 Aufsatz in Zeitschrift 3 Article 2
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Language
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English 24 Undetermined 4
Author
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Frölich, Markus 2 Hahn, Jinyong 2 Hirano, Keisuke 2 Hong, Han 2 Hsiao, Cheng 2 Jun, Sung Jae 2 Kim, Kyoo Il 2 Lee, Sokbae 2 Lee, Ying-Ying 2 Li, Qi 2 Liang, Zhongwen 2 Ranasinghe, Kulan 2 Ridder, Geert 2 Silvapulle, Mervyn J. 2 Woutersen, Tiemen 2 Xie, Wei 2 Amengual, Dante 1 Caner, Mehmet 1 Carrasco, Marine 1 Chen, Songnian 1 Chen, Xiaohong 1 Christensen, Bent Jesper 1 Dahl, Christian M. 1 FLORENS, Jean-Pierre 1 Fiorentini, Gabriele 1 Florens, Jean-Pierre 1 GAGLIARDINI, Patrick 1 GOURIEROUX, Christian 1 Han, Xu 1 Iglesias, Emma M. 1 JOHANNES, Jan 1 Karlan, Dean 1 Karlan, Dean S. 1 Khan, Shakeeb 1 Lee, Yoonseok 1 Montes-Rojas, Gabriel 1 Narita, Yusuke 1 Nekipelov, Denis N. 1 Pingel, Ronnie 1 Sentana, Enrique 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 2 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for Policy Research, Maxwell School 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Oxford University 1 Econometric Society 1 Economic Growth Center, Economics Department 1 School of Economics and Management, University of Aarhus 1
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Published in...
All
Econometrics 2 Econometrics : open access journal 2 Monash Econometrics and Business Statistics Working Papers 2 Research Report 2 CEMFI working paper 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CORE Discussion Papers 1 CREATES Research Papers 1 Center Discussion Paper 1 Center for Policy Research Working Papers 1 Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1 Department of Economics discussion paper series / University of Oxford 1 Discussion paper series / IZA 1 Econometric Society 2004 North American Winter Meetings 1 Economics Bulletin 1 Economics Series Working Papers / Department of Economics, Oxford University 1 IZA Discussion Papers 1 Quantitative economics : QE ; journal of the Econometric Society 1 Swiss Finance Institute Research Paper Series 1 Working Paper 1 Working Papers / Economic Growth Center, Economics Department 1 cemmap working paper 1
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Source
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RePEc 11 ECONIS (ZBW) 8 EconStor 8 BASE 1
Showing 1 - 10 of 28
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PML vs minimum x2 : the comeback
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2022
Persistent link: https://www.econbiz.de/10013540669
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Causal inference in case-control studies
Jun, Sung Jae; Lee, Sokbae - 2020
We investigate identification of causal parameters in case-control and related studies. The odds ratio in the sample is our main estimand of interest and we articulate its relationship with causal parameters under various scenarios. It turns out that the odds ratio is generally a sharp upper...
Persistent link: https://www.econbiz.de/10012621096
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Causal inference in case-control studies
Jun, Sung Jae; Lee, Sokbae - 2020
We investigate identification of causal parameters in case-control and related studies. The odds ratio in the sample is our main estimand of interest and we articulate its relationship with causal parameters under various scenarios. It turns out that the odds ratio is generally a sharp upper...
Persistent link: https://www.econbiz.de/10012216988
Saved in:
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Panel data estimation for correlated random coefficients models
Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics 7 (2019) 1, pp. 1-18
that it achieves Chamberlain (1992) semi-parametric efficiency bound asymptotically. For the generalized least squares …
Persistent link: https://www.econbiz.de/10012696222
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Efficiency of average treatment effect estimation when the true propensity is parametric
Kim, Kyoo Il - In: Econometrics 7 (2019) 2, pp. 1-13
It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse propensity score weighting, using the estimated propensity score, even when the true one is known. When the true propensity score is unknown but parametric, it is conjectured from the...
Persistent link: https://www.econbiz.de/10012696240
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Panel data estimation for correlated random coefficients models
Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18
that it achieves Chamberlain (1992) semi-parametric efficiency bound asymptotically. For the generalized least squares …
Persistent link: https://www.econbiz.de/10012025649
Saved in:
Cover Image
Efficiency of average treatment effect estimation when the true propensity is parametric
Kim, Kyoo Il - In: Econometrics : open access journal 7 (2019) 2/25, pp. 1-13
It is well known that efficient estimation of average treatment effects can be obtained by the method of inverse propensity score weighting, using the estimated propensity score, even when the true one is known. When the true propensity score is unknown but parametric, it is conjectured from the...
Persistent link: https://www.econbiz.de/10012025779
Saved in:
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Efficient counterfactual learning from bandit feedback
Narita, Yusuke; Yasui, Shota; Yata, Kohei - 2018
Persistent link: https://www.econbiz.de/10011948939
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Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
Lee, Yoonseok; Caner, Mehmet; Han, Xu - Center for Policy Research, Maxwell School - 2015
conditions to estimate the selected structural parameters and thus achieves the standard GMM efficiency bound as if we know the …: Adaptive Elastic Net, GMM, many invalid moments, large dimensional models, efficiency bound, tuning parameter choice, dynamic …
Persistent link: https://www.econbiz.de/10011269089
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Efficient propensity score regression estimators of multi-valued treatment effects for the treated
Lee, Ying-Ying - Department of Economics, Oxford University - 2015
formally show that knowledge of the propensity score for the treated level decreases the semiparametric efficiency bound …
Persistent link: https://www.econbiz.de/10011115591
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