Search Results - subject:"least squares estimates"

Did you mean: subject:"least squares estimator" (88 results)

On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models

Fromkorth, Andreas; Köhler, Michael - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 371-399

Persistent link: https://www.econbiz.de/10011350612

Some strong consistency results in stochastic regression

Lita da Silva, João - In: Journal of Multivariate Analysis 129 (2014) C, pp. 220-226

Strong consistency of the least-squares estimates in stochastic regression models is established assuming errors with … stochastic regressors is sufficient to obtain strong consistency of the least-squares estimates allowing that both exponential …

Persistent link: https://www.econbiz.de/10011041937

Modeling the probabilistic distribution of the impact factor

Sarabia, José María; Prieto, Faustino; Trueba, Carmen - In: Journal of Informetrics 6 (2012) 1, pp. 66-79

index. The distribution of the order statistics is derived. Least squares estimates are obtained. The different results are …

Persistent link: https://www.econbiz.de/10011039467

A Second-order Approximation to the Bias of OLS Estimates in Bivariate VAR Models

Brännström, Tomas - Economics Institute for Research (SIR), … - 1995

Two terms of a second-order approximation to the bias of the multivariate OLS estimate are derived using the same technique as in Nicholls and Pope (1988). The resulting second-order bias approximation is then tested against first-order alternatives on two bivariate Monte Carlo sijmulated VAR...

Persistent link: https://www.econbiz.de/10005190851

ON THE FOUNDATIONS OF GRANULAR COMPUTING PARADIGM

Georgescu, Vasile - In: Fuzzy Economic Review VIII (2003) 2, pp. 73-105

component analysis, granular clustering, granular graphical models, granular least squares estimates and discuss some related …

Persistent link: https://www.econbiz.de/10004992710

Approximate Power Functions for Some Robust Tests of Regression Coefficients

Rothenberg, Thomas J. - Institute of Business and Economic Research (IBER), … - 1984

Persistent link: https://www.econbiz.de/10010677781

A proof of asymptotic normality for some VARX models

Boutahar, Mohamed; Deniau, Claude - In: Metrika 42 (1995) 1, pp. 331-339

Persistent link: https://www.econbiz.de/10005178980