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sampling inherent in survey longitudinal data, (3) incorporation of predetermined variables in estimation, and (4 …
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Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models …
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Carlo integration, are computationally impractical in such settings. In contrast, we introduce a novel importance sampling …
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This chapter summarizes recent literature on asymptotic inference about forecasts. Both analytical and simulation based methods are discussed. The emphasis is on techniques applicable when the number of competing models is small. Techniques applicable when a large number of models is compared to...
Persistent link: https://www.econbiz.de/10014023703
in the derivation of sampling distributions and moments. It also provides an account of the genesis of the Edgeworth …
Persistent link: https://www.econbiz.de/10014024906