Search Results - subject:"weighting matrices"

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Kiviet, Jan; Pleus, Milan; Poldermans, Rutger - In: Econometrics 5 (2017) 1, pp. 1-54

. Surprisingly, particular asymptotically optimal and relatively robust weighting matrices are found to be superior in finite samples …

Persistent link: https://www.econbiz.de/10011755367

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54

. Surprisingly, particular asymptotically optimal and relatively robust weighting matrices are found to be superior in finite samples …

Persistent link: https://www.econbiz.de/10011654182

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Kiviet, Jan Frederik; Pleus, Milan; Poldermans, Rutger - 2015

robust weighting matrices are found to be superior in finite samples to ostensibly more appropriate versions. Most of the …

Persistent link: https://www.econbiz.de/10010480882

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Kiviet, Jan Frederik; Pleus, Milan; Poldermans, Rutger - CESifo - 2015

robust weighting matrices are found to be superior in finite samples to ostensibly more appropriate versions. Most of the …

Persistent link: https://www.econbiz.de/10011124891

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - 2015

robust weighting matrices are found to be superior in finite samples to ostensibly more appropriate versions. Most of the …

Persistent link: https://www.econbiz.de/10010476668

Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Kiviet, Jan F.; Pleus, Milan; Poldermans, Rutger - Division of Economics, Nanyang Technological University - 2014

robust weighting matrices are found to be superior in finite samples to ostensibly more appropriate versions. Most of the …

Persistent link: https://www.econbiz.de/10011166018

Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes

Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013

Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be …

Persistent link: https://www.econbiz.de/10010778453

Estimation of Spatial Models with Endogenous Weighting Matrices and an Application to a Demand Model for Cigarettes

Kelejian, Harry H.; Piras, Gianfranco - Regional Research Institute (RRI), West Virginia University - 2013

Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be …

Persistent link: https://www.econbiz.de/10010929374

Strongly Consistent Determination of the Rank of Matrix

Ratsimalahelo, Zaka - 2003

In this paper, we develop methods of the determination of the rank of random matrix. Using the matrix perturbation theory to construct or find a suitable bases of the kernel (null space) of the matrix and to determine the limiting distribution of the estimator of the smallest singular values. We...

Persistent link: https://www.econbiz.de/10011496035

Strongly Consistent Determination of the Rank of Matrix

Ratsimalahelo, Zaka - Economics and Econometrics Research Institute (EERI) - 2003

Persistent link: https://www.econbiz.de/10005396214