Search Results - subject:"efficient estimation"

Efficient semiparametric instrumental variable estimation

Yao, Feng; Zhang, Junsen - Department of Economics, College of Business and Economics - 2010

We consider the estimation of a semiparametric regression model where data is independently and identically distributed. Our primary interest is on the estimation of the parameter vector, where the associated regressors are correlated with the errors and contain both continuous and discrete...

Persistent link: https://www.econbiz.de/10008680803

Efficient kernel-based semiparametric IV estimation with an application to resolving a puzzle on the estimates of the return to schooling

Yao, Feng; Zhang, Junsen - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 253-281

Persistent link: https://www.econbiz.de/10011286460

Expert opinion versus expertise in forecasting

Franses, Philip Hans; McAleer, Michael; Legerstee, … - Faculteit der Economische Wetenschappen, Erasmus … - 2008

presented to compare REF and Non-REF using efficient estimation methods, and a direct test of expertise on expert opinion is …

Persistent link: https://www.econbiz.de/10010837791

Expert opinion versus expertise in forecasting

Franses, Ph.H.B.F.; McAleer, M.J.; Legerstee, R. - Erasmus University Rotterdam, Econometric Institute - 2008

presented to compare REF and Non-REF using efficient estimation methods, and a direct test of expertise on expert opinion is … REF with Non-REF. A method is presented to compare REF and Non-REF using efficient estimation methods, and a direct test …-REF. A method is presented to compare REF and Non-REF using efficient estimation methods, and a direct test of expert …

Persistent link: https://www.econbiz.de/10005056580

Model averaging, asymptotic risk, and regressor groups

Hansen, Bruce E. - In: Quantitative economics : QE ; journal of the … 5 (2014) 3, pp. 495-530

Persistent link: https://www.econbiz.de/10011546608

Efficient estimation of the semiparametric spatial autoregressive model

Robinson, Peter M. - London School of Economics (LSE) - 2007

Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing nonstochastic explanatory variables and innovations suspected to be non-normal. The main stress is on the case of distribution of unknown, nonparametric, form, where series...

Persistent link: https://www.econbiz.de/10010928599

Efficient Estimation of the SemiparametricSpatial Autoregressive Model

Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2007

Efficient Estimation of the Semiparametric Spatial Autoregressive Model P.M. Robinson … autoregression; Efficient estimation; Adaptive estimation; Simultaneity bias. © The author …

Persistent link: https://www.econbiz.de/10005151138

Efficient estimation of the semiparametric spatial autoregressive model

Robinson, Peter M. - 2006

Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory variables and innovations suspected to be non-normal. The main stress is on the case of distribution of unknown, nonparametric, form, where series non...

Persistent link: https://www.econbiz.de/10010318525

Efficient estimation of the semiparametric spatial autoregressive model

Robinson, Peter - Centre for Microdata Methods and Practice (CEMMAP) - 2006

EFFICIENT ESTIMATION OF THE SEMIPARAMETRIC SPATIAL AUTOREGRESSIVE MODEL Peter Robinson THE INSTITUTE FOR FISCAL …

Persistent link: https://www.econbiz.de/10005547932

Efficient estimation of partially linear varying coefficient models

Long, Wei; Ouyang, Min; Shang, Ying - In: Economics Letters 121 (2013) 1, pp. 79-81

In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finite-dimensional parameter estimator. We also propose an efficient estimator for estimating the...

Persistent link: https://www.econbiz.de/10011041677