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  • Search: subject:"plug-in principle"
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Year of publication
Subject
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plug-in principle 3 Plug-in principle 2 cointegration 2 subspace estimation 2 Cointegration 1 Compound distributions 1 Empirical likelihood 1 Estimation theory 1 Kointegration 1 Local polynomial regression 1 Local power 1 Misspecification 1 Modellierung 1 Null space estimation 1 Propensity score 1 Rank testing 1 Reduced-rank approximation 1 Schätztheorie 1 Scientific modelling 1 Tests of rank 1 WTO 1 Weighted moment conditions 1 consistency 1 discrete distributions 1 likelihood 1 limit distributions 1 rank testing 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 4 English 1
Author
All
Al-Sadoon, Majid M. 2 Bravo, Francesco 1 Buchmann, Boris 1 Grübel, Rudolf 1 Jacho-Chavez, David 1 Sadoon, Majid M. al- 1
Institution
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Barcelona Graduate School of Economics (Barcelona GSE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 Econometric Reviews 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Journal of econometrics 1 Working Papers / Barcelona Graduate School of Economics (Barcelona GSE) 1
Source
All
RePEc 4 ECONIS (ZBW) 1
Showing 1 - 5 of 5
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A general theory of rank testing
Al-Sadoon, Majid M. - Department of Economics and Business, Universitat … - 2014
space estimators through a plug{in principle. This allows for a general theory of rank testing that simplifies the …
Persistent link: https://www.econbiz.de/10011157161
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A unifying theory of tests of rank
Sadoon, Majid M. al- - In: Journal of econometrics 199 (2017) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10011818957
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A General Theory of Rank Testing
Al-Sadoon, Majid M. - Barcelona Graduate School of Economics (Barcelona GSE) - 2015
space estimators through a plug-in principle. This allows for a general theory of rank testing that simplifies the …
Persistent link: https://www.econbiz.de/10011166115
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Empirical Likelihood for Efficient Semiparametric Average Treatment Effects
Bravo, Francesco; Jacho-Chavez, David - In: Econometric Reviews 30 (2011) 1, pp. 1-24
This article considers empirical likelihood in the context of efficient semiparametric estimators of average treatment effects. It shows that the empirical likelihood ratio converges to a nonstandard distribution, and proposes a corrected test statistic that is asymptotically chi-squared. A...
Persistent link: https://www.econbiz.de/10008691633
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Decompounding poisson random sums: Recursively truncated estimates in the discrete case
Buchmann, Boris; Grübel, Rudolf - In: Annals of the Institute of Statistical Mathematics 56 (2004) 4, pp. 743-756
Persistent link: https://www.econbiz.de/10005616414
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