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Search: subject:"nuisance parameters"
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nuisance parameters
36
Estimation theory
19
Schätztheorie
19
Nuisance parameters
17
Statistical test
9
Statistischer Test
9
CAPM
8
Monte Carlo test
7
bootstrap
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multivariate linear regression
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uniform linear hypothesis
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Beaulieu, Marie-Claude
6
Dufour, Jean-Marie
6
Khalaf, Lynda
5
Sriananthakumar, Sivagowry
5
Greb, Friederike
3
King, Maxwell L.
3
Krivobokova, Tatyana
3
Munk, Axel
3
Weimann, Boris
3
BEAULIEU, Marie-Claude
2
Barendse, Sander
2
Brien, Samuel
2
Cavaliere, Giuseppe
2
Cramon-Taubadel, Stephan von
2
DUFOUR, Jean-Marie
2
Guntermann, Karl L.
2
Jansson, Michael
2
KHALAF, Lynda
2
Moon, Hyungsik Roger
2
Nielsen, Morten Ørregaard
2
Nowak, Adam
2
Otranto, Edoardo
2
Pakel, Cavit
2
Patton, Andrew J.
2
Phillips, Peter C.B.
2
Rahbek, Anders
2
Shephard, Neil
2
Sheppard, Kevin
2
Alon, Alicia Pérez
1
Becker, Ralf
1
Belloni, Alexandre
1
Beran, Jan
1
Bhowmik, Jahar L.
1
Bohn Nielsen, Heino
1
Cao, Jiguo
1
Chaudhuri, Saraswata
1
Chernozhukov, Victor
1
Clarke, B.
1
Demos, Guilherme
1
Dijk, D.J.C. van
1
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Cowles Foundation for Research in Economics, Yale University
2
Department of Econometrics and Business Statistics, Monash Business School
2
Courant Research Centre PEG
1
Department of Economics and Business, Universitat Pompeu Fabra
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Annals of the Institute of Statistical Mathematics
3
CIRANO Working Papers
3
Statistical Papers / Springer
3
Cahiers de recherche
2
Computational Statistics & Data Analysis
2
Cowles Foundation Discussion Papers
2
Economic modelling
2
Monash Econometrics and Business Statistics Working Papers
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The review of economic studies
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1
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1
Computational Statistics
1
Computing in Economics and Finance 2002
1
Courant Research Centre: Poverty, Equity and Growth - Discussion Papers
1
Department of Economics discussion paper series / University of Oxford
1
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1
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric Institute Report
1
Econometric Institute Research Papers
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Econometrics Journal
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Economic Modelling
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1
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
MPRA Paper
1
OFRC Working Papers Series
1
Queen's Economics Department working paper
1
Queen’s Economics Department Working Paper
1
Research Paper Series / Finance Discipline Group, Business School
1
Research paper series / Swiss Finance Institute
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Statistical Papers
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1
Technical Report
1
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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RePEc
35
ECONIS (ZBW)
21
EconStor
4
BASE
1
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1
Threshold estimation under strong dependence
Beran, Jan
;
Näscher, Jeremy
- In:
Statistical Papers
67
(
2026
)
2
nuisance
parameters
are estimated. An algorithm for constructing data driven confidence intervals is proposed. The results are …
Persistent link: https://www.econbiz.de/10015627045
Saved in:
2
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
Saved in:
3
A unified nonparametric test of transformations on distribution functions with
nuisance
parameters
Sun, Zhenting
;
Song, Xiaojun
-
2023
Persistent link: https://www.econbiz.de/10015053826
Saved in:
4
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
Saved in:
5
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
6
Efficient estimation of regression models with user-specified parametric model for heteroskedasticty
Chaudhuri, Saraswata
;
Renault, Eric
-
2023
-
This version: September 13, 2023.
Persistent link: https://www.econbiz.de/10014373635
Saved in:
7
Cointegration without unit roots
Duffy, James A.
;
Simons, Jerome R.
-
2023
Persistent link: https://www.econbiz.de/10015460356
Saved in:
8
Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Sriananthakumar, Sivagowry
- In:
Economic modelling
49
(
2015
),
pp. 387-394
Persistent link: https://www.econbiz.de/10011439597
Saved in:
9
On the relationship between Markov switching inference and fuzzy clustering : a Monte Carlo evidence
Otranto, Edoardo
;
Scaffidi Domianello, Luca
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261239
Saved in:
10
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
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