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  • Search: subject:"finite-sample performance"
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Year of publication
Subject
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Finite sample performance 7 Estimation theory 4 Schätztheorie 4 finite sample performance 4 Consistency 2 European banks 2 Factor analysis 2 Faktorenanalyse 2 Finite Sample Performance 2 Half-Life 2 Half-life 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Purchasing Power Parity 2 Purchasing power parity 2 Recursive Mean Adjustment 2 Recursive mean adjustment 2 Theorie 2 Theory 2 hypothesis testing 2 noise-to-signal estimation 2 nonparametric efficiency estimation 2 Approximate factor models 1 Asymptotic normality 1 Autocorrelation 1 Autokorrelation 1 CAPM 1 Correlation 1 Cross-sectional correlation 1 Dynamic factor loading 1 Einheitswurzeltest 1 Empirical likelihood estimator 1 Exchange rates 1 Finite sample performance comparaison 1 Fourier frequency 1 GDP 1 High order bias 1 Impulse-response functions 1 Increasingly many parameters 1 K-fold cross validation 1
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Online availability
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Free 8 Undetermined 6
Type of publication
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Article 8 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 8 English 7
Author
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Kim, Hyeongwoo 4 Moh, Young-Kyu 3 Ai, Chunrong 1 Chen, Hui 1 Cherchye, Cherchye, L. 1 Cherchye, L. 1 Choi, Chi-young 1 Chudik, Alexander 1 Cui, Guowei 1 Guegan, Dominique 1 Guggenberger, Patrik 1 Gupta, Abhimanyu 1 Hahn, Jinyong 1 Hussein, Khaled 1 Lu, Zhiping 1 Moh, Young-kyu 1 Post, G.T. 1 Post, Post, G.T. 1 Racine, Jeffrey 1 Robinson, Peter M. 1 Wang, Shaoping 1 Wei, Jie 1 Zhao, Zhao 1 Zhou, Qiong 1 Zhu, BeiJia 1
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Institution
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Economics, Auburn University 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 International Monetary Fund (IMF) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Economics letters 2 Auburn Economics Working Paper Series 1 Department of Economics working paper series / McMaster University, Department of Economics 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ERIM Report Series Research in Management 1 Econometric Reviews 1 Economic Modelling 1 Economic modelling 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Frontiers of Economics in China 1 IMF Working Papers 1 Journal of econometrics 1 MPRA Paper 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1
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Source
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RePEc 9 ECONIS (ZBW) 6
Showing 1 - 10 of 15
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A correction to "Generalized nonparametric smoothing with mixed discrete and continuous data" by Li, Simar & Telenyuk (2014, CSDA)
Racine, Jeffrey - 2016
Persistent link: https://www.econbiz.de/10011413155
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Determining the number of factors in approximate factor models by twice K-fold cross validation
Wei, Jie; Chen, Hui - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508554
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Estimating impulse response functions when the shock series is observed
Choi, Chi-young; Chudik, Alexander - In: Economics letters 180 (2019), pp. 71-75
Persistent link: https://www.econbiz.de/10012121767
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 202 (2018) 1, pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
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Estimation of Censored Regression Model: A Simulation Study
Ai, Chunrong; Zhou, Qiong - In: Frontiers of Economics in China 7 (2012) 4, pp. 499-518
We investigate the finite sample performance of several estimators proposed for the panel data Tobit regression model … are asymptotically equivalent, the last two have better finite sample performance. However, our simulation reveals that …
Persistent link: https://www.econbiz.de/10010888574
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Comparaison of several estimation procedures for long term behavior.
Guegan, Dominique; Lu, Zhiping; Zhu, BeiJia - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
,d,q) setting we cast a light on the finite sample performance of these estimation procedures for the non-stationary long memory …
Persistent link: https://www.econbiz.de/10009492765
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A Monte Carlo comparison of estimating the number of dynamic factors
Zhao, Zhao; Cui, Guowei; Wang, Shaoping - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1217-1241
Persistent link: https://www.econbiz.de/10011893009
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Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
Kim, Hyeongwoo; Moh, Young-Kyu - Department of Economics, Auburn University - 2010
This paper revisits the empirical evidence of purchasing power parity under the current float by recursive mean adjustment (RMA) proposed by So and Shin (1999). We first report superior power of the RMA-based unit root test in finite samples relative to the conventional augmented Dickey-Fuller...
Persistent link: https://www.econbiz.de/10010862354
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Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
Kim, Hyeongwoo; Moh, Young-Kyu - Volkswirtschaftliche Fakultät, … - 2010
adjustment (RMA) method (So and Shin, 1999). We first demonstrate superior finite sample performance of the RMA-based unit root …
Persistent link: https://www.econbiz.de/10008506099
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Examining the evidence of purchasing power parity by recursive mean adjustment
Kim, Hyeongwoo; Moh, Young-Kyu - In: Economic Modelling 29 (2012) 5, pp. 1850-1857
This paper revisits the empirical evidence of purchasing power parity under the current float by recursive mean adjustment (RMA) proposed by So and Shin (1999). We first report superior power of the RMA-based unit root test in finite samples relative to the conventional augmented Dickey–Fuller...
Persistent link: https://www.econbiz.de/10010597513
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