Search Results - subject:"nuisance parameters"

Smooth transition simultaneous equation models

Kadilli, Anjeza; Krishnakumar, Jayalakshmi - In: Journal of economic dynamics & control 145 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013543246

Comparing predictive accuracy in the presence of a loss function shape parameter

Barendse, Sander; Patton, Andrew J. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1057-1069

Persistent link: https://www.econbiz.de/10013539430

Point Optimal Testing: A Survey of the Post 1987 Literature

King, Maxwell L.; Sriananthakumar, Sivagowry - Department of Econometrics and Business Statistics, … - 2015

research. Topics include tests for which all nuisance parameters have been eliminated and dealing with nuisance parameters via … multi-dimensional alternatives is also reviewed. The paper concludes with thoughts on how best to deal with nuisance … parameters under both the null and alternative hypotheses, as well as the development of a new class of point optimal test for …

Persistent link: https://www.econbiz.de/10011262823

Point optimal testing : a survey of the post 1987 Literature

King, Maxwell L.; Sriananthakumar, Sivagowry - 2015

Persistent link: https://www.econbiz.de/10011781155

Repeat Sales Methods for Growing Cities and Short Horizons

Guntermann, Karl L.; Liu, Crocker; Nowak, Adam - Department of Economics, College of Business and Economics - 2014

The accurate estimation of real estate indices is important for many purposes. A common method to estimate these indices is to use a repeatâ€sales procedure. Although this does not require property attributes, this method discards a large amount of sales. This paper proposes a method that can...

Persistent link: https://www.econbiz.de/10010797437

Repeat sales methods for growing cities and short horizons

Guntermann, Karl L.; Liu, Crocker H.; Nowak, Adam - 2014

Persistent link: https://www.econbiz.de/10010410863

Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values

Leeb, Hannes; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2012

We point out that the ideas underlying some test procedures recently proposed for testing post-model-selection (and for some other test problems) in the econometrics literature have been around for quite some time in the statistics literature. We also sharpen some of these results in the...

Persistent link: https://www.econbiz.de/10011108819

Regularized Bayesian estimation in generalized threshold regression models

Greb, Friederike; Krivobokova, Tatyana; Munk, Axel; … - 2012 - September 2011, last update Oct. 2012

Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding profile likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...

Persistent link: https://www.econbiz.de/10010356528

Regularized Bayesian estimation in generalized threshold regression models

Greb, Friederike; Krivobokova, Tatyana; Munk, Axel; von … - 2011

Estimation of threshold parameters in (generalized) threshold regression models is typically performed by maximizing the corresponding pro file likelihood function. Also, certain Bayesian techniques based on non-informative priors are developed and widely used. This article draws attention to...

Persistent link: https://www.econbiz.de/10010329925

Regularized Bayesian estimation in generalized threshold regression models

Greb, Friederike; Krivobokova, Tatyana; Munk, Axel; … - Courant Research Centre PEG - 2011

Persistent link: https://www.econbiz.de/10009325805