Similar Search Results - EconBiz

Bias-correction in vector autoregressive models : a simulation study

Engsted, Tom; Pedersen, Thomas Q. - In: Econometrics : open access journal 2 (2014) 1, pp. 45-71

identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula … compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models …

Persistent link: https://www.econbiz.de/10010336196

Simulation optimization through regression or Krigin metamodels

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011659473

Bootstrap inference of level relationships in the presence of serially correlated errors : a large scale simulation study and an application in energy demand

Yalta, A. Talha - In: Computational economics 48 (2016) 2, pp. 339-366

Persistent link: https://www.econbiz.de/10011646786

M-estimators of U-processes with a change-point due to a covariate threshold

Tan, Lili; Zhang, Yichong - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 248-259

Persistent link: https://www.econbiz.de/10012176619

A FAST method for nested estimation

Liang, Guo; Zhang, Kun; Luo, Jun - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 6, pp. 1481-1500

Persistent link: https://www.econbiz.de/10015164594

Subsampling to enhance efficiency in input uncertainty quantification

Lam, Henry; Qian, Huajie - In: Operations research 70 (2022) 3, pp. 1891-1913

Persistent link: https://www.econbiz.de/10013366289

Powerful t-tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378

Persistent link: https://www.econbiz.de/10014551533

Identification-robust inference with simulation-based pseudo-matching

Antoine, Bertille; Khalaf, Lynda; Kichian, Maral; Lin, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 321-338

Persistent link: https://www.econbiz.de/10014448156

Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems

Lu, Fang; Li, Shengjie; Yang, Jing - In: Mathematical methods of operations research 82 (2015) 2, pp. 229-242

Persistent link: https://www.econbiz.de/10011374621

Modelling time of day substitution using the second moments of demand

Hirschberg, Joseph G. - 1996

Persistent link: https://www.econbiz.de/10000931484

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