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  • Search: subject:"parametric estimation"
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Year of publication
Subject
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non-parametric estimation 83 semi-parametric estimation 57 Schätztheorie 56 Schätzung 53 Estimation theory 52 Nichtparametrisches Verfahren 51 Estimation 48 Non-parametric estimation 43 Nonparametric statistics 42 Semi-parametric estimation 35 parametric estimation 26 Parametric estimation 25 Zeitreihenanalyse 15 Theorie 14 Time series analysis 14 China 11 Regression analysis 10 Regressionsanalyse 10 Theory 9 VIX 9 Volatility 9 Volatilität 9 Efficiency 8 semi-parametric estimation methods 8 Börsenkurs 7 Entropy 7 Fractional cointegration 7 Income distribution 7 Non-Parametric Estimation 7 Non-parametric Estimation 7 Productivity 7 S&P 500 7 Statistical distribution 7 Statistische Verteilung 7 Stochastic process 7 VAR-Modell 7 Effizienz 6 Financial crisis 6 Monte Carlo simulation 6 Share price 6
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Online availability
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Free 190 Undetermined 96 CC license 2
Type of publication
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Book / Working Paper 205 Article 117 Other 2
Type of publication (narrower categories)
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Working Paper 80 Article in journal 56 Aufsatz in Zeitschrift 56 Graue Literatur 35 Non-commercial literature 35 Arbeitspapier 34 Conference paper 3 Konferenzbeitrag 3 Article 2 research-article 2 Thesis 1
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Language
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English 173 Undetermined 146 French 4 Portuguese 1
Author
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Felfe, Christina 14 Lechner, Michael 14 Dijkgraaf, Elbert 8 McAleer, Michael 8 Thiemann, Petra 8 Melenberg, Bertrand 7 Powell, Robert 7 Allen, David E. 6 Giraitis, Liudas 6 Sibbertsen, Philipp 6 Steinmayr, Andreas 6 Afonso, António 5 Deuchert, Eva 5 Hanley, Aoife 5 Jalles, João Tovar 5 Venâncio, Ana 5 Wunsch, Conny 5 Bollerslev, Tim 4 Du, Limin 4 Hahn, Jinyong 4 Kruse, Robinson 4 Li, Yufei 4 Linton, Oliver 4 Mertens, Elmar 4 Ridder, Geert 4 Semmler, Willi 4 Singh, Abhay K. 4 Todorov, Viktor 4 Zhang, Tao 4 Altmeyer, Randolf 3 Bibinger, Markus 3 Caeiro, Frederico 3 Clapp, John M. 3 Cohen, Jeffrey P. 3 Durante, Fabrizio 3 El-Shagi, Makram 3 Emmons, William R. 3 Greiner, Alfred 3 Groß, Marcus 3 Hu, Luojia 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 9 Institute for the Study of Labor (IZA) 8 HAL 7 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 5 CESifo 4 Industrial Relations Section, Department of Economics 3 London School of Economics (LSE) 3 School of Economics and Management, University of Aarhus 3 School of Economics and Political Science, Universität St. Gallen 3 Tinbergen Instituut 3 C.E.P.R. Discussion Papers 2 Crawford School of Public Policy, Australian National University 2 Department of Accounting, Economics and Finance, Bristol Business School 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 2 Economic Research Southern Africa (ERSA) 2 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Tilburg University, Center for Economic Research 2 Tinbergen Institute 2 University of Bonn, Germany 2 Université Paris-Dauphine (Paris IX) 2 Økonomisk institutt, Universitetet i Oslo 2 Banque de France 1 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Center for Financial Studies 1 Centre for Research and Analysis of Migration (CReAM), University College London (UCL) 1 Centro de Estudios Andaluces, Government of Andalusia 1 Cowles Foundation for Research in Economics, Yale University 1 DIAL 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 1 Departamento de Economia, Universidade de Évora 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Trinity College Dublin 1 Department of Economics, University of Warwick 1 Duke University, Department of Economics 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 EconWPA 1
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Published in...
All
IZA Discussion Papers 16 MPRA Paper 9 Working Paper 6 Tinbergen Institute Discussion Papers 5 CESifo Working Paper Series 4 Computational Statistics & Data Analysis 4 Discussion paper 4 Journal of econometrics 4 Post-Print / HAL 4 STICERD - Econometrics Paper Series 4 Statistical Inference for Stochastic Processes 4 Statistics & Probability Letters 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 CEPR Discussion Papers 3 CESifo Working Paper 3 CREATES Research Papers 3 Discussion paper / Tinbergen Institute 3 European journal of operational research : EJOR 3 Journal of Applied Statistics 3 LSE Research Online Documents on Economics 3 Statistical Papers / Springer 3 Tinbergen Institute Discussion Paper 3 Working Papers / HAL 3 Working Papers / Industrial Relations Section, Department of Economics 3 Working paper 3 cemmap working paper 3 ASARC Working Papers 2 Annals of the Institute of Statistical Mathematics 2 Applied economics 2 Applied economics letters 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Discussion paper series / IZA 2 Diskussionsbeiträge 2 EconPol Working Paper 2 EconPol working paper series 2 Economics Papers from University Paris Dauphine 2 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 2 Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists 2 Hannover Economic Papers (HEP) 2
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Source
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RePEc 180 ECONIS (ZBW) 91 EconStor 48 BASE 3 Other ZBW resources 2
Showing 251 - 260 of 324
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Modelization and Nonparametric estimation for a dynamical system with noise
Guegan, Dominique; Bosq, D.; Blanke, Delphine - HAL - 2003
We examine the effect of two specific noises on a dynamical system. We obtain consistent estimates with their rates of convergence for the invariant density for such a model. Some simulations are provided.
Persistent link: https://www.econbiz.de/10008792415
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Modeling CO2 emissions from fossil fuel combustion using the logistic equation
Meng, Ming; Niu, Dongxiao - In: Energy 36 (2011) 5, pp. 3355-3359
CO2 emissions from fossil fuel combustion have been known to contribute to the greenhouse effect. Research on emission trends and further forecasting their further values is important for adjusting energy policies, particularly those relative to low carbon. Except for a few countries, the main...
Persistent link: https://www.econbiz.de/10010811314
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R&D subsidies and private R&D expenditures: evidence from Italian manufacturing data
Carboni, Oliviero - In: International Review of Applied Economics 25 (2011) 4, pp. 419-439
This paper uses a comprehensive firm level data set for the manufacturing sector in Italy to investigate the effect of government support on privately financed R&D expenditure. Estimates from a non-parametric matching procedure suggest that public assistance has a positive effect on private R&D...
Persistent link: https://www.econbiz.de/10009196175
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Sports and Child Development
Felfe, Christina; Lechner, Michael; Steinmayr, Andreas - C.E.P.R. Discussion Papers - 2011
Despite the relevance of cognitive and non-cognitive skills for professional success, their formation is not yet fully understood. This study fills part of this gap by analyzing the role of sports club participation, one of the most popular extra-curricular activities, on children’s skill...
Persistent link: https://www.econbiz.de/10009246603
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Sport and Child Development
Felfe, Christina; Lechner, Michael; Steinmayr, Andreas - School of Economics and Political Science, Universität … - 2011
Despite the relevance of cognitive and non-cognitive skills for professional success, their formation is not yet fully understood. This study fills part of this gap by analyzing the role of sports club participation, one of the most popular extra-curricular activities, on children’s skill...
Persistent link: https://www.econbiz.de/10009276048
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Loss risk through fraud in car insurance
Ayuso, Mercedes; Guillen, Montserrat; Bolancé, Catalina - Xarxa de Referència en Economia Aplicada (XREAP) - 2011
investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or …
Persistent link: https://www.econbiz.de/10010614908
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R&D subsidies and private R&D expenditures : evidence from Italian manufacturing data
Carboni, Oliviero A. - In: International review of applied economics 25 (2011) 4, pp. 419-439
Persistent link: https://www.econbiz.de/10009156782
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Rural-urban migration and dynamics of income distribution in China : a non-parametric approach
Liu, Yong; Wei Zou - In: China & world economy 19 (2011) 6, pp. 37-55
Persistent link: https://www.econbiz.de/10009408530
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Semi-parametric models for satisfaction with income
Bellemare, Charles; Melenberg, Bertrand; van Soest, Arthur - 2002
An overview is presented of some parametric and semi-parametric models, estimators, and specification tests that can be used to analyze ordered response variables. In particular, limited dependent variable models that generalize ordered probit are compared to regression models that generalize...
Persistent link: https://www.econbiz.de/10010318496
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Semi-Parametric Modeling of Investments in Energy Installations
Oude Lansink, Alfons G.J.M.; Pietola, Kyosti - European Association of Agricultural Economists - EAAE - 2002
This paper applies a semi-parametric approach to estimating a generalised model of investments in energy installations. The model accounts for irreversibility and lumpiness of investments by linking a parametric specification of the unobservable dynamic shadow price to observed investment...
Persistent link: https://www.econbiz.de/10005493724
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