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  • Search: subject:"least squares estimator"
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Year of publication
Subject
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Least squares estimator 24 Estimation theory 16 Schätztheorie 16 least squares estimator 16 Kleinste-Quadrate-Methode 7 Least squares method 7 Cointegration 6 Regression analysis 6 Regressionsanalyse 6 Autocorrelation 5 Ordinary least squares estimator 5 Statistical distribution 5 Statistische Verteilung 5 Autokorrelation 4 Chebychev estimator 4 Generalized least squares estimator 4 LMS 4 LTS 4 Maximum likelihood estimation 4 Maximum-Likelihood-Schätzung 4 Normal distribution 4 Regression 4 Robust statistics 4 Robustes Verfahren 4 Uniform distribution 4 prediction 4 test of convexity 4 Asymptotic distribution 3 Maximum likelihood estimator 3 Missing data 3 Schätzung 3 Time series analysis 3 Unit root 3 Weighted least squares estimator 3 Weighted least-squares estimator 3 Zeitreihenanalyse 3 asymptotic normality 3 best linear unbiased estimator 3 consistency 3 least-squares estimator 3
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Online availability
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Undetermined 54 Free 31 CC license 1
Type of publication
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Article 59 Book / Working Paper 29
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Working Paper 9 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Article 2 Aufsatz im Buch 1 Book section 1 research-article 1
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Language
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Undetermined 57 English 31
Author
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Nielsen, Bent 6 Andrews, Donald W.K. 5 Trenkler, Götz 5 Berenguer-Rico, Vanessa 4 Diack, Cheikh A. T. 4 Johansen, Søren 4 Groß, Jürgen 3 Kim, Jae-Young 3 Ling, Shiqing 3 Shalabh 3 Wang, Hansheng 3 Ali, Kareem A. 2 Assar, Salwa M. 2 Busch, Ramona 2 Cervini-Plá, María 2 Chong, Terence Tai-Leung 2 Francq, Christian 2 Hassan, Amal S. 2 Hayakawa, Kazuhiko 2 Hu, Shuhe 2 Huang, Danyang 2 Kick, Thomas 2 Kurozumi, Eiji 2 Li, W. K. 2 Nagy, Heba F. 2 Pang, Tianxiao 2 Thomas-Agnan, Christine 2 Toutenburg, H. 2 Wang, Feifei 2 Zhu, Xuening 2 Alkhamisi, M. 1 Ammou, Samir Ben 1 Andrews, Donald 1 Arnold, Bernhard 1 Bai, Ren-Hong 1 Baksalary, Oskar 1 Baran, Sándor 1 Beganu, Gabriela 1 Bibi, Abdelouahab 1 Boutahar, Mohamed 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Department of Economics, Oxford University 1 Deutsche Bundesbank 1 Econometric Society 1 Economics Group, Nuffield College, University of Oxford 1 European Association of Agricultural Economists - EAAE 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Institute of Economic Research, Hitotsubashi University 1 Institute of Economics, Academia Sinica 1 School of Management, Yale University 1
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Published in...
All
Annals of the Institute of Statistical Mathematics 9 Statistical Papers / Springer 8 Metrika 7 Cowles Foundation Discussion Papers 4 Journal of Multivariate Analysis 4 Journal of econometrics 4 MPRA Paper 4 Statistics & Probability Letters 4 Computational Statistics 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 Statistical Inference for Stochastic Processes 2 Statistical Methods and Applications 2 Statistics in Transition New Series 2 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 1 Annals of Economics and Finance 1 CREATES research paper 1 Computational Statistics & Data Analysis 1 Contributions to Economic Analysis & Policy 1 Department of Economics discussion paper series / University of Oxford 1 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 Discussion papers / Department of Economics, University of Copenhagen 1 Econometric Reviews 1 Econometric Society 2004 Far Eastern Meetings 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics discussion papers 1 Economics letters 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Essays in honor of Joon Y. Park : econometric theory 1 Finance and stochastics 1 Handbook of econometrics : volume 6B 1 Hi-Stat Discussion Paper Series 1 IEAS Working Paper : academic research 1 ISER Discussion Paper 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Mathematics and Computers in Simulation (MATCOM) 1 Statistics & Risk Modeling 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
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Source
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RePEc 63 ECONIS (ZBW) 17 EconStor 7 Other ZBW resources 1
Showing 31 - 40 of 88
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Large deviation for a least squares estimator in a nonlinear regression model
Yang, Wenzhi; Hu, Shuhe - In: Statistics & Probability Letters 91 (2014) C, pp. 135-144
results for the least squares estimator θn in a nonlinear regression model are obtained when errors satisfy some general …
Persistent link: https://www.econbiz.de/10011040143
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Strong consistency of least squares estimates in multiple regression models with random regressors
Silva, João Lita da - In: Metrika 77 (2014) 3, pp. 361-375
The strong consistency of the least squares estimator in multiple regression models is established assuming the …
Persistent link: https://www.econbiz.de/10010995237
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Change-Point Estimation of Nonstationary I(d) Processes
Hsu, Yu-Chin; Kuan, Chung-Ming - Institute of Economics, Academia Sinica - 2006
We examine the least-squares estimator of change point for nonstationary I(d) data with 0.5 < d < 1.5. We show that …
Persistent link: https://www.econbiz.de/10008632897
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The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
Hayakawa, Kazuhiko; Kurozumi, Eiji - Institute of Economic Research, Hitotsubashi University - 2006
; dynamic ordinary least squares estimator; Granger causality Hayakawa is a JSPS research fellow and acknowledges its nancial …
Persistent link: https://www.econbiz.de/10005675469
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Binary response models with M-phase case-control data
Chiang, Chin-Tsang; Huang, Ming-Yueh; Bai, Ren-Hong - In: Journal of Multivariate Analysis 116 (2013) C, pp. 332-348
In this study, a more general single-index regression model was presented to characterize the relationship between a dichotomous response and covariates of interest. With M-phase (M≥2) case-control data supplemented by information on a response and certain covariates, we propose a pseudo...
Persistent link: https://www.econbiz.de/10011042005
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A revisit to efficient forecasting in linear regression models
Shalabh - In: Journal of Multivariate Analysis 114 (2013) C, pp. 161-170
This paper deals with the improved forecasts for the values of the study variable in linear regression models utilizing the minimum risk approach. It considers the simultaneous forecasting of actual and average values of the study variable and reports the performance properties of the classical...
Persistent link: https://www.econbiz.de/10010594240
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Estimation of Parameters in Multiple Regression with Missing Covariates Using a Modified First Order Regression Procedure
Toutenburg, H.; Srivastava, V.K.; Shalabh; Heumann, C. - In: Annals of Economics and Finance 6 (2005) 2, pp. 289-301
This paper considers the estimation of coefficients in a linear regression model with missing observations in the independent variables and introduces a modification of the standard first order regression method for imputation of missing values. The modification provides stochastic values for...
Persistent link: https://www.econbiz.de/10009150745
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Multi-input Multi-output Farm-level Cost Function: A Comparison of Least Squares and Entropy Estimators
Polome, Philippe; Fernagut, Bruno; Harmignie, Olivier; … - European Association of Agricultural Economists - EAAE - 2005
We introduce a modification of the quadratic-Leontieff multi-output cost function that is particularly suitable for the data of the Farm Accountancy Data Network. We present least squares and entropy estimates of that function and compare their results for a sample of crop farms. Our results are...
Persistent link: https://www.econbiz.de/10005327225
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Simultaneous optimal estimation in linear mixed models
Wu, Mi-Xia; Yu, Kai-Fun; Liu, Aiyi; Ma, Tie-Feng - In: Metrika 75 (2012) 4, pp. 471-489
Persistent link: https://www.econbiz.de/10010896495
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Permutation tests using least distance estimator in the multivariate regression model
Sohn, Sooncheol; Jung, Byoung; Jhun, Myoungshic - In: Computational Statistics 27 (2012) 2, pp. 191-201
Persistent link: https://www.econbiz.de/10010847642
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