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  • Search: subject:"finite-sample bounds"
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Year of publication
Subject
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finite-sample bounds 10 normal approximation 10 Induktive Statistik 7 Estimation theory 6 Schätztheorie 6 Statistical inference 6 partial identification 6 Weak instruments 4 IV-Schätzung 3 Instrumental variables 3 Mathematical programming 3 Mathematische Optimierung 3 Monte-Carlo-Simulation 3 Probability theory 3 Wahrscheinlichkeitsrechnung 3 Finite-sample bounds 2 Forecast 2 Forecasting model 2 Monte Carlo simulation 2 Normal approximation 2 Normalverteilung 2 Partial identification 2 Partielle Identifikation 2 Prognose 2 Prognoseverfahren 2 Sampling 2 Statistical distribution 2 Statistische Verteilung 2 Stichprobenerhebung 2 Theorie 2 Theory 2 sub-Gaussian distribution 2 Finite sample bounds 1 Forecasting Performance 1 Forecasting performance 1 Normal distribution 1 Real time monitoring 1 Statistical error 1 Statistischer Fehler 1 Sub-Gaussian distribution 1
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Online availability
All
Free 10 Undetermined 4
Type of publication
All
Book / Working Paper 11 Article 3
Type of publication (narrower categories)
All
Working Paper 11 Arbeitspapier 6 Graue Literatur 5 Non-commercial literature 5 Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
English 14
Author
All
Horowitz, Joel 11 Lee, Sokbae 7 Timmermann, Allan 2 Zhu, Yinchu 2 Horowitz, Joel L. 1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 5 cemmap working paper 5 Journal of econometrics 2 Discussion papers / CEPR 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1
Source
All
ECONIS (ZBW) 9 EconStor 5
Showing 1 - 10 of 14
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Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012667933
Saved in:
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Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012595666
Saved in:
Cover Image
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
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Cover Image
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012621125
Saved in:
Cover Image
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012295262
Saved in:
Cover Image
Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The...
Persistent link: https://www.econbiz.de/10012146375
Saved in:
Cover Image
Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identifi ed parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters....
Persistent link: https://www.econbiz.de/10012008232
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Cover Image
Non-asymptotic inference in instrumental variables estimation
Horowitz, Joel - 2018
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the true and nominal probabilities of rejecting a...
Persistent link: https://www.econbiz.de/10011941522
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Non-asymptotic inference in instrumental variables estimation
Horowitz, Joel - 2018
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the true and nominal probabilities of rejecting a...
Persistent link: https://www.econbiz.de/10011901474
Saved in:
Cover Image
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Horowitz, Joel - In: Journal of econometrics 222 (2021) 2, pp. 1057-1082
Persistent link: https://www.econbiz.de/10012619819
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