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  • Search: subject:"finite sample properties"
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Year of publication
Subject
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finite sample properties 16 Finite sample properties 12 Estimation theory 6 Schätztheorie 6 Theorie 5 propensity score matching 5 Propensity score matching 4 Theory 4 Time series analysis 4 Zeitreihenanalyse 4 empirical Monte Carlo study 4 selection on observables 4 ARCH model 3 ARCH-Modell 3 Asymmetry 3 Bias 3 Dynamic covariance matrix 3 Forecasting performance 3 Long memory 3 Matrix-exponential transformation 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Prognoseverfahren 3 Realized conditional covariances 3 Realized stochastic covariances 3 Sampling 3 Shrinkage method 3 Stichprobenerhebung 3 Systematischer Fehler 3 asymptotic and finite sample properties 3 caliper 3 inverse probability weighting 3 kernel matching 3 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Correlation 2 Covariance matrix estimation 2 Empirical Monte Carlo study 2 Endogenous stability test 2
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Online availability
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Free 19 Undetermined 10 CC license 1
Type of publication
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Book / Working Paper 18 Article 17
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1
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Language
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English 20 Undetermined 15
Author
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Huber, Martin 6 Lechner, Michael 6 Wunsch, Conny 4 Asai, Manabu 3 Chang, Chia-Lin 3 McAleer, Michael 3 Ren, Yu 3 Strawiński, Paweł 3 Barassi, Marco 2 Candelon, Bertrand 2 Hautsch, Nikolaus 2 Pesaran, M.H. 2 Shimotsu, Katsumi 2 Steinmayr, Andreas 2 Straetmans, Stefan 2 Anderson, T.W. 1 Belkar, R. 1 Bennedsen, Mikkel 1 Chen Zhou 1 Chen, Qihui 1 Chun, Sungju 1 Daníelsson, Jón 1 Dias, Alexandra 1 Dēmos, Antōnēs A. 1 Fiebig, D.G. 1 Hirano, Keisuke 1 Iglesias, Emma 1 Im, K.S. 1 Kuikeu, Oscar 1 Kunitomo, Naoto 1 Kyriakopoulou, Dimitra 1 Lee, Tae-hwy 1 Lunde, Asger 1 Matsushita, Yukitoshi 1 Pakkanen, Mikko S. 1 Parsaeian, Shahnaz 1 Perron, Pierre 1 Porter, Jack 1 Ruiz, Esther 1 Ullah, Aman 1
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Institution
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Faculty of Economics, University of Cambridge 2 School of Economics and Political Science, Universität St. Gallen 2 Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 2 Economics Department, Queen's University 1 Institute for the Study of Labor (IZA) 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Cambridge Working Papers in Economics 2 Economics Bulletin 2 IZA Discussion Papers 2 Journal of Econometrics 2 Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski 2 Applied economics 1 CREATES Research Papers 1 Central European Journal of Economic Modelling and Econometrics 1 Computational Statistics 1 DNB working paper 1 Discussion paper / Tinbergen Institute 1 Econometric reviews 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Essays in honor of M. Hashem Pesaran : prediction and macro modeling 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of econometrics 1 Journal of time series econometrics 1 MPRA Paper 1 Mathematics and Computers in Simulation (MATCOM) 1 Queen's Economics Department Working Paper 1 Risks : open access journal 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 STICERD - Econometrics Paper Series 1 Studies in Nonlinear Dynamics & Econometrics 1 Tinbergen Institute Discussion Paper 1 University of St. Gallen Department of Economics working paper series 2010 1 Working Papers / Economics Department, Queen's University 1
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Source
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RePEc 21 ECONIS (ZBW) 10 EconStor 4
Showing 11 - 20 of 35
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Dynamic caliper matching
Strawiński, Paweł - Wydział Nauk Ekonomicznych, Uniwersytet Warszawski - 2011
similarity among matched pairs. We investigate finite sample properties of matching with calipers and propose a slight …
Persistent link: https://www.econbiz.de/10009645133
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Dynamic Caliper Matching
Strawiński, Paweł - In: Central European Journal of Economic Modelling and … 3 (2011) 2, pp. 97-110
similarity among matched pairs. We investigate finite sample properties of matching with caliper and propose a slight …
Persistent link: https://www.econbiz.de/10010615745
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How to control for many covariates? Reliable estimators based on the propensity score
Huber, Martin; Lechner, Michael; Wunsch, Conny - 2010
We investigate the finite sample properties of a large number of estimators for the average treatment effect on the …
Persistent link: https://www.econbiz.de/10010274655
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How to Control for Many Covariates? Reliable Estimators Based on the Propensity Score
Huber, Martin; Lechner, Michael; Wunsch, Conny - Institute for the Study of Labor (IZA) - 2010
We investigate the finite sample properties of a large number of estimators for the average treatment effect on the …
Persistent link: https://www.econbiz.de/10008684795
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Location properties of point estimators in linear instrumental variables and related models
Hirano, Keisuke; Porter, Jack - In: Econometric reviews 34 (2015) 6/10, pp. 720-733
Persistent link: https://www.econbiz.de/10011483374
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Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin; Lechner, Michael; Steinmayr, Andreas - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
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Testing multiplicative error models using conditional moment tests
Hautsch, Nikolaus - 2008
We suggest a robust form of conditional moment test as a constructive test for functional misspecification in multiplicative error models. The proposed test has power solely against violations of the conditional mean restriction but is not affected by any other type of model misspecification....
Persistent link: https://www.econbiz.de/10010263752
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Testing Multiplicative Error Models Using Conditional Moment Tests
Hautsch, Nikolaus - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
against local alternatives (such as LM tests) and asymptotically consistent tests with poor finite- sample properties. In …. Evaluating the finite-sample properties based on a Monte-Carlo study we show that the test has good power properties against … a Monte-Carlo study analyzing the finite-sample properties of CM tests in the given context. Finally, Section 4 …
Persistent link: https://www.econbiz.de/10005652786
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Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
Ren, Yu; Shimotsu, Katsumi - 2007
proposes to improve the finite sample properties of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10011940740
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Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
Ren, Yu; Shimotsu, Katsumi - Economics Department, Queen's University - 2007
proposes to improve the finite sample properties of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10005688211
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