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  • Search: subject:"weighted estimator"
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Year of publication
Subject
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Estimation theory 4 Schätztheorie 4 Estimation 3 Schätzung 3 inverse probability weighted estimator 3 Causality analysis 2 IV-Schätzung 2 Instrumental variables 2 Kausalanalyse 2 Probability theory 2 Statistical distribution 2 Statistische Verteilung 2 Wahrscheinlichkeitsrechnung 2 higher order expansion 2 local average treatment effect 2 Auxiliary regressor 1 Capital income 1 Capital market returns 1 Einheitswurzeltest 1 Forecasting model 1 Highly persistent predictor 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Level break fraction 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multiple regression 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Predictive quantile regression 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Robust 1 Robust statistics 1 Robustes Verfahren 1 Stochastic process 1 Stochastischer Prozess 1 Structural break 1 Strukturbruch 1
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Online availability
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Free 6 CC license 1
Type of publication
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Book / Working Paper 5 Article 1
Type of publication (narrower categories)
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Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Working Paper 4 research-article 1
Language
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English 5 Undetermined 1
Author
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Hsu, Yu-Chin 3 Lieli, Robert P. 3 Donald, Stephen G. 2 Benkeser, David 1 Cai, Zongwu 1 Chen, Haiqiang 1 Harris, David 1 Kew, Hsein 1 Lai, Tsung-chih 1 Liao, Xiaosai 1 Ran, Jialu 1 Taylor, Robert 1
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Institution
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Institute of Economics, Academia Sinica 1
Published in...
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IEAS working paper 2 IEAS Working Paper : academic research 1 Journal of Causal Inference 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers series in theoretical and applied economics 1
Source
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ECONIS (ZBW) 4 RePEc 1 Other ZBW resources 1
Showing 1 - 6 of 6
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Nonparametric inference for interventional effects with multiple mediators
Benkeser, David; Ran, Jialu - In: Journal of Causal Inference 9 (2021) 1, pp. 172-189
Abstract Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway-specific effects. Interventional direct and indirect effects provide one...
Persistent link: https://www.econbiz.de/10014610906
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A new robust inference for asset return predictability via quantile regression
Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - 2020
Persistent link: https://www.econbiz.de/10012203086
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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David; Kew, Hsein; Taylor, Robert - 2020
Persistent link: https://www.econbiz.de/10012606901
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Estimation and inference for distribution functions and quantile functions in endogenous treatment effect models
Hsu, Yu-Chin; Lieli, Robert P.; Lai, Tsung-chih - 2015
Persistent link: https://www.econbiz.de/10011383327
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Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - Institute of Economics, Academia Sinica - 2014
We consider a new inverse probability weighted estimator for the local average treatment effect parameter where the …
Persistent link: https://www.econbiz.de/10011277954
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Inverse probability weighted estimation of local average treatment effects : higher order MSE expansion
Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - 2014
Persistent link: https://www.econbiz.de/10010246698
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