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  • Search: subject:"optimal bandwidth"
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Year of publication
Subject
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optimal bandwidth 8 Optimal bandwidth 6 Schätztheorie 6 Estimation theory 4 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Optimal bandwidth selection 3 Panel data 3 Time series analysis 3 Whittle likelihood 3 Zeitreihenanalyse 3 cross-sectional dependence 3 generalized least squares 3 panel data 3 Adaptive estimator 2 Adaptiveness 2 Asymptotic bias 2 F-approximation 2 Fixed-smoothing asymptotics 2 GMM 2 HAC estimator 2 Increasing-smoothing asymptotics 2 Regression 2 Robust inference 2 Robust statistics 2 Robustes Verfahren 2 Simulation 2 Spatiotemporal dependence 2 asymptotic normality 2 bias reduction 2 higher-order expansion 2 local linear regression 2 long memory 2 long-run variance 2 mean-squared error 2 minimax rate 2 nonparametric regression 2 regression discontinuity designs 2 Asymptotic expansion 1 Asymptotic normality 1
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Online availability
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Free 21
Type of publication
All
Book / Working Paper 20 Article 1
Type of publication (narrower categories)
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Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 16 Undetermined 5
Author
All
Sun, Yixiao 5 Kalyanaraman, Karthik 3 Lee, Jungyoon 3 Andrews, Donald W.K. 2 Imbens, Guido W. 2 Kim, Min Seong 2 Robinson, Peter M. 2 Wilhelm, Daniel 2 ANDREWS, DONALD W 1 Bartalotti, Otávio C. 1 Brummet, Quentin O. 1 Chan, Kin Wai 1 Demertzis, Maria 1 Goldman, Matt 1 Imbens, Guido 1 Kaplan, David M. 1 Kim, Jihyun 1 Li, Shiliang 1 Park, Joon Y. 1 Phillips, Peter C.B. 1 Robinson, Peter 1 Robinson, Peter M 1 Shen, Xiangjin 1 Sun, Yixiao X 1 Tsurumi, Hiroki 1 Viegi, Nicola 1 Wang, Bin 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 3 London School of Economics (LSE) 2 Department of Economics, Ryerson University 1 Department of Economics, University of California-San Diego (UCSD) 1 Institute for the Study of Labor (IZA) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 de Nederlandsche Bank 1
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Published in...
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Cowles Foundation Discussion Papers 3 cemmap working paper 3 IZA Discussion Papers 2 LSE Research Online Documents on Economics 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 DNB Working Papers 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 STICERD - Econometrics Paper Series 1 University of California at San Diego, Economics Working Paper Series 1 Working Paper 1 Working Papers / Department of Economics, Ryerson University 1 Working paper / Iowa State University, Department of Economics 1 Working paper series / Department of Economics, University of Missouri-Columbia 1 Working papers / Ryerson University, Department of Economics 1 Working papers / TSE : WP 1
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Source
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RePEc 10 ECONIS (ZBW) 6 EconStor 5
Showing 1 - 10 of 21
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Mean-structure and autocorrelation consistent covariance matrix estimation
Chan, Kin Wai - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 201-215
Persistent link: https://www.econbiz.de/10012804100
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Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun; Park, Joon Y.; Wang, Bin - 2020
Persistent link: https://www.econbiz.de/10012216029
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Regression discontinuity designs with clustered data : variance and bandwidth choice
Bartalotti, Otávio C.; Brummet, Quentin O. - 2016
Persistent link: https://www.econbiz.de/10011542737
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter - London School of Economics (LSE) - 2015
heteroscedasticity. A simple nonparametric estimate is shown to be dominated by a GLS-type one. Asymptotically optimal bandwidth choices …
Persistent link: https://www.econbiz.de/10011268330
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Fractional order statistic approximation for nonparametric conditional quantile inference
Goldman, Matt; Kaplan, David M. - 2015 - Rev.
Persistent link: https://www.econbiz.de/10010490289
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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
sense. We derive an asymptotically optimal bandwidth that minimizes a higher-order approximation to the asymptotic … meansquared error of the estimator of interest. We show that the optimal bandwidth is of the same order as the one minimizing the …
Persistent link: https://www.econbiz.de/10010368186
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Optimal bandwidth selection for robust generalized method of moments estimation
Wilhelm, Daniel - 2014
sense. We derive an asymptotically optimal bandwidth that minimizes a higher-order approximation to the asymptotic … meansquared error of the estimator of interest. We show that the optimal bandwidth is of the same order as the one minimizing the …
Persistent link: https://www.econbiz.de/10010336485
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Comparison of parametric and semi-parametric binary response models
Shen, Xiangjin; Li, Shiliang; Tsurumi, Hiroki - 2013
A Bayesian semi-parametric estimation of the binary response model using Markov Chain Monte Carlo algorithms is proposed. The performances of the parametric and semi-parametric models are presented. The mean squared errors, receiver operating characteristic curve, and the marginal effect are...
Persistent link: https://www.econbiz.de/10010334251
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - London School of Economics (LSE) - 2013
heteroscedasticity. A simple nonparametric estimate is shown to be dominated by a GLS-type one. Asymptotically optimal bandwidth choices …
Persistent link: https://www.econbiz.de/10011126728
Saved in:
Cover Image
Panel Nonparametric Regression with Fixed Effects
Lee, Jungyoon; Robinson, Peter M - Suntory and Toyota International Centres for Economics … - 2013
heteroscedasticity. A simple nonparametric estimate is shown to be dominated by a GLS-type one. Asymptotically optimal bandwidth choices …
Persistent link: https://www.econbiz.de/10011003916
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