Search Results - subject:"estimation method"

Indirect inference : a methodological essay on its role and applications

Minford, Patrick; Xu, Yongdeng - 2024

In this short paper we review the intellectual history of indirect inference as a methodology in its progress from an informal method for evaluating early models of representative agents to formally testing DSGE models of the economy; and we have considered the issues that can arise in carrying...

Persistent link: https://www.econbiz.de/10014456670

A sequential importance sampling for estimating multi-period tail risk

Seo, Ye-Ji; Kim, Sunggon - In: Risks : open access journal 12 (2024) 12, pp. 1-22

: Plain or crude Monte Carlo simulation (CMC) is commonly applied for estimating multiperiod tail risk measures such as value-at-risk (VaR) and expected shortfall (ES). After fitting a volatility model to the past history of returns and estimating the conditional distribution of innovations, one...

Persistent link: https://www.econbiz.de/10015328727

Stein-like shrinkage estimators for coefficients of a single-equation in simultaneous equation systems

Mehrabani, Ali - 2024

Persistent link: https://www.econbiz.de/10015386651

The effect of output level, exchange rate and interest rate on inflation in BRIC-T countries

Akbas, Yusuf Ekrem; Dönmez, Zafer; Can, Esra - In: Review of economics and political science : REPS 9 (2024) 5, pp. 472-489

Purpose - In this study, it is analyzed the validity of the exchange rate pass-through (ERPT) effect and the effect of interest rate and output level on the inflation rate (IR) in Brazil, Russia, India, China and Turkey (BRIC-T) between the years 1995Q1 and 2022Q4. Design/methodology/approach -...

Persistent link: https://www.econbiz.de/10015132971

Wrapping input-output multipliers in confidence intervals

Stehrer, Robert; Rueda-Cantuche, José Manuel; Amores, … - In: Journal of economic structures : JES; the official … 13 (2024), pp. 1-22

Input-output multipliers are typically calculated as point estimates of the Leontief quantity model. From the previous literature, they can also be estimated (and their confidence intervals) directly from establishments'/industries' inputs and outputs data by running an appropriate econometric...

Persistent link: https://www.econbiz.de/10015334650

Manufacturing production as a source of growth : the case of Portugal

Ferraz, Ricardo - In: Journal of economic structures : JES; the official … 13 (2024), pp. 1-16

The aim of this paper is to test the relationship between manufacturing production and economic growth in Portugal from the 1950s to the present day, following Nicholas Kaldor's (1908-1986) thinking, which assumes that manufacturing is the true engine of the economic activity of a country. By...

Persistent link: https://www.econbiz.de/10015334653

A Hierarchical Bayesian approach to small area estimation of health insurance coverage in Ethiopian administrative zones for better policies and programs

Shiferaw, Yegnanew A.; Yilema, Seyifemickael Amare; … - 2024

Sample surveys are extensively used to provide reliable direct estimates for large areas or domains with enough sample sizes at national and regional levels. However, zones are unplanned domains by the Demographic and Health Survey (DHS) program and need more sample sizes to produce direct...

Persistent link: https://www.econbiz.de/10015358240

Estimation of the Cox model with grouped lifetimes

Nowak, Piotr Bolesław - In: Statistics in transition : an international journal of … 25 (2024) 4, pp. 179-189

This paper presents how random numbers can be used to transform grouped lifetimes into a pseudo-complete sample. The aim of the study is to investigate the Fisher consistency of the partial likelihood estimator of the regression parameters in the Cox model based on the restored sample. It has...

Persistent link: https://www.econbiz.de/10015338254

Comparison between classical and Bayesian estimation with joint Jeffrey's prior to Weibull distribution parameters in the presence of large sample conditions

Salih, Ahmed Mahdi; Abdullah, Murtadha Mansour - In: Statistics in transition : an international journal of … 25 (2024) 4, pp. 191-202

. We used mean square errors (MSE) to determine the best estimation method. Our simulation findings suggest that maximum … the maximum likelihood estimator and moments estimation (ME). Next, we compared these methods with the Bayesian estimation … method (BE) with Jeffrey's prior function. We validated the proposed study via simulation using both small and large samples …

Persistent link: https://www.econbiz.de/10015338273

A chain ratio-type exponential estimator for population mean in double sampling

Sahoo, Nirupama; Jhankar, Sananda Kumar - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 63-76

In this paper we have proposed an efficient ratio-type exponential estimator for estimating the population mean of the study variable, by incorporating two auxiliary variables in twophase (double) sampling. The bias and the mean square error of the proposed estimator have been obtained up to the...

Persistent link: https://www.econbiz.de/10015125402