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  • Search: subject:"finite sample bias"
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Year of publication
Subject
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finite sample bias 10 Monte Carlo simulation 8 Finite sample bias 7 Schätztheorie 6 Estimation theory 5 GMM 5 Bias 4 Sampling 4 Stichprobenerhebung 4 Systematischer Fehler 4 finite sample bias and precision 4 squared error loss 4 DSGE 3 FIML 3 Induktive Statistik 3 Monte Carlo 3 Statistical inference 3 Theorie 3 empirical likelihood 3 ARMA model 2 Asymptotic efficiency 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Causality analysis 2 Consistency 2 Cressie-Read statistic 2 Error memory 2 Factor analysis 2 Faktorenanalyse 2 Finite-sample bias 2 IV validity 2 Kausalanalyse 2 Maximum likelihood 2 Measurement error 2 Momentenmethode 2 Monte Carlo methods 2 Monte-Carlo-Simulation 2 Nonlinear least squares 2 Panel data 2 Research Methods/ Statistical Methods 2
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Online availability
All
Free 15 Undetermined 8
Type of publication
All
Book / Working Paper 16 Article 10
Type of publication (narrower categories)
All
Working Paper 5 Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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English 15 Undetermined 10 German 1
Author
All
Judge, George G. 4 Giesen, Sebastian 3 Biørn, Erik 2 Cardell, N. Scott 2 Han, Xuehui 2 Lawford, Steve 2 Maugeri, Novella 2 Mittelhammer, Ron C 2 Mittelhammer, Ronald C. 2 Nielsen, Morten Ørregaard 2 Racine, Jeffrey 2 Ronning, Gerd 2 Rosemann, Martin 2 Scheufele, Rolf 2 Schoenberg, Ron 2 Strotmann, Harald 2 Wang, Luya 2 Wang, Qiaoyu 2 Bab-Hadiashar, A 1 Chau, Tak Wai 1 Frederiksen, Per Houmann 1 Hoseinnezhad, R 1 Houmann Frederiksen, Per 1 Li, Z. Merrick 1 Linton, Oliver 1 Miller, Douglas J 1 Miller, Douglas J. 1 Miller, Joshua B. 1 Park, Beum-Jo 1 Sanjurjo, Adam 1 Scheufele, R. 1 Sherlund, Shane M. 1 Stamatogiannis, Michalis P 1 Stamatogiannis, Michalis P. 1 Suter, D 1 Wang, Xiaohu 1
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Institution
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Department of Agricultural and Resource Economics, University of California-Berkeley 2 Department of Economics and Related Studies, University of York 1 Econometric Society 1 Economics Department, Queen's University 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Rimini Centre for Economic Analysis (RCEA) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 2 IWH Discussion Papers 2 Computational Economics 1 Computational economics 1 Department of Economics working paper series / McMaster University, Department of Economics 1 Discussion Papers / Department of Economics and Related Studies, University of York 1 Econometric Society 2004 North American Summer Meetings 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Financial econometrics : theory and applications 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) 1 Journal of macroeconomics 1 MPRA Paper 1 Memorandum 1 Memorandum / Økonomisk institutt, Universitetet i Oslo 1 Quantitative Finance 1 Queen's Economics Department Working Paper 1 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 1 Working Papers / Economics Department, Queen's University 1 Working papers / Innocenzo Gasparini Institute for Economic Research 1
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Source
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RePEc 12 ECONIS (ZBW) 7 BASE 3 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 26
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Bootstrap inference on a factor model based average treatment effects estimator
Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu - 2024
Persistent link: https://www.econbiz.de/10014546087
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Finite sample theory in continuous-time models
Wang, Xiaohu - In: Financial econometrics : theory and applications, (pp. 97-131). 2025
Persistent link: https://www.econbiz.de/10015426487
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Bootstrap inference on a factor model based average treatment effects estimator
Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu - In: Econometric reviews 44 (2025) 1, pp. 80-89
Persistent link: https://www.econbiz.de/10015196428
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A ReMeDI for microstructure noise
Li, Z. Merrick; Linton, Oliver - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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Surprised by the gambler's and hot hand fallacies? : a truth in the law of small numbers
Miller, Joshua B.; Sanjurjo, Adam - 2016 - This version: November 15, 2016
Persistent link: https://www.econbiz.de/10011809321
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Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models
Giesen, Sebastian; Scheufele, Rolf - 2013
In this paper we analyze the small sample properties of full information and limited information estimators in a potentially misspecified DSGE model. Therefore, we conduct a simulation study based on a standard New Keynesian model including price and wage rigidities. We then study the effects of...
Persistent link: https://www.econbiz.de/10010314773
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Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models
Giesen, Sebastian; Scheufele, R. - Institut für Wirtschaftsforschung Halle (IWH) - 2013
In this paper we analyze the small sample properties of full information and limited information estimators in a potentially misspecified DSGE model. Therefore, we conduct a simulation study based on a standard New Keynesian model including price and wage rigidities. We then study the effects of...
Persistent link: https://www.econbiz.de/10010857352
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Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study
Chau, Tak Wai - Volkswirtschaftliche Fakultät, … - 2013
In this simulation study, I compare the efficiency and finite sample bias of parameter estimators for popular income …
Persistent link: https://www.econbiz.de/10011110398
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Panel data dynamics and measurement errors: GMM bias, IV validity and model fit - a Monte Carlo study
Biørn, Erik; Han, Xuehui - 2012
An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators are explored by Monte Carlo (MC) simulations. Two kinds...
Persistent link: https://www.econbiz.de/10010330209
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Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study
Biørn, Erik; Han, Xuehui - Økonomisk institutt, Universitetet i Oslo - 2012
An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators are explored by Monte Carlo (MC) simulations. Two kinds...
Persistent link: https://www.econbiz.de/10010819019
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