EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"higher order asymptotics"
Narrow search

Narrow search

Year of publication
Subject
All
higher order asymptotics 8 Higher order asymptotics 4 Edgeworth expansions 3 doubly robust estimation 3 higher-order asymptotics 3 missing data 3 semiparametric model 3 treatment effects 3 ARFIMA-GARCH 2 Edgeworth expansion 2 Estimation theory 2 Higher-order asymptotics 2 Schätztheorie 2 bias correction 2 bootstrap test 2 modified directed likelihood 2 modified profile likelihood 2 nuisance parameter 2 Adjusted profile likelihoods 1 Approximate Bayesian inference 1 Approximate characteristic function 1 Asymptotic expansion 1 Bayesian Bartlett correction 1 Bayesian simulation 1 Benchmarking 1 Credible set 1 Data-dependent prior 1 Directed likelihood 1 EBLUP 1 Estimation 1 GMM avec révision continue 1 Generalized Empirical Likelihood 1 Generalized Method of Moments 1 Generalized empirical likelihood 1 Generalized method of moments 1 Higher order expansions 1 Invariance 1 Laplace approximation 1 Marginal posterior distribution 1 Matching priors 1
more ... less ...
Online availability
All
Undetermined 11 Free 5
Type of publication
All
Article 11 Book / Working Paper 6
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
All
Undetermined 13 English 4
Author
All
Firpo, Sergio 3 Kundhi, Gubhinder 3 Rilstone, Paul 3 Rothe, Christoph 3 Doornik, J.A. 2 Mukerjee, Rahul 2 Bonnal, Hélène 1 Chan, Ling-Yau 1 Chang, In 1 Jiang, Jiming 1 Kharroubi, Samer 1 Lahiri, P. 1 Ooms, M. 1 Ooms, Marius 1 Pace, L. 1 Pace, Luigi 1 Reid, Nancy 1 Renault, Éric 1 Salvan, A. 1 Salvan, Alessandra 1 Sartori, N. 1 Sweeting, Trevor 1 Ventura, L. 1 Ventura, Laura 1
more ... less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute for the Study of Labor (IZA) 1
Published in...
All
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 Annals of the Institute of Statistical Mathematics 2 IZA Discussion Papers 2 CIRANO Working Papers 1 Discussion paper series / IZA 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Journal of Applied Statistics 1 Journal of Multivariate Analysis 1 Journal of quantitative economics 1 METRON 1 Statistical Methods and Applications 1
more ... less ...
Source
All
RePEc 14 ECONIS (ZBW) 2 EconStor 1
Showing 11 - 17 of 17
Cover Image
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation
Ooms, M.; Doornik, J.A. - Erasmus University Rotterdam, Econometric Institute - 1999
We discuss computational aspects of likelihood-based specification, estimation,inference, and forecasting of possibly nonstationary series with long memory. We use the \ARFIMA$(p,d,q)$ model with deterministic regressors and we compare sampling characteristics of approximate and exact...
Persistent link: https://www.econbiz.de/10004972204
Saved in:
Cover Image
Mixed model prediction and small area estimation
Jiang, Jiming; Lahiri, P. - In: TEST: An Official Journal of the Spanish Society of … 15 (2006) 1, pp. 1-96
Persistent link: https://www.econbiz.de/10005759551
Saved in:
Cover Image
The Effects of Rounding on Likelihood Procedures
Pace, L.; Salvan, A.; Ventura, L. - In: Journal of Applied Statistics 31 (2004) 1, pp. 29-48
The aim of this paper is to investigate the robustness properties of likelihood inference with respect to rounding effects. Attention is focused on exponential families and on inference about a scalar parameter of interest, also in the presence of nuisance parameters. A summary value of the...
Persistent link: https://www.econbiz.de/10005492101
Saved in:
Cover Image
Tensors and likelihood expansions in the presence of nuisance parameters
Pace, Luigi; Salvan, Alessandra - In: Annals of the Institute of Statistical Mathematics 56 (2004) 3, pp. 511-528
Persistent link: https://www.econbiz.de/10005169280
Saved in:
Cover Image
Some new formulae for posterior expectations and Bartlett corrections
Sweeting, Trevor; Kharroubi, Samer - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 2, pp. 497-521
Persistent link: https://www.econbiz.de/10005390553
Saved in:
Cover Image
A note on likelihood asymptotics in normal linear regression
Sartori, N. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 187-195
Persistent link: https://www.econbiz.de/10005395525
Saved in:
Cover Image
Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation
Ooms, Marius; Doornik, J.A. - Faculteit der Economische Wetenschappen, Erasmus … - 1999
We discuss computational aspects of likelihood-based specification, estimation,inference, and forecasting of possibly nonstationary series with long memory. We use the \\ARFIMA$(p,d,q)$ model with deterministic regressors and we compare sampling characteristics of approximate and exact...
Persistent link: https://www.econbiz.de/10010731796
Saved in:
  • First
  • Prev
  • 1
  • 2
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...