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A note on bias and mean squared error in steady-state quantile estimation

Muñoz, David F.; Ramírez-López, Adán - In: Operations research letters 43 (2015) 4, pp. 374-377

Persistent link: https://www.econbiz.de/10011372470

The variances of non-parametric estimates of the cross-sectional distribution of durations

Tian, Maoshan; Dixon, Huw - In: Econometric reviews 41 (2022) 10, pp. 1243-1264

Persistent link: https://www.econbiz.de/10013490704

Testing for dummy-variable effects in semi-logarithmic regressions

Blackburn, McKinley L. - In: Applied economics letters 30 (2023) 3, pp. 292-296

Persistent link: https://www.econbiz.de/10013553195

The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011 - this version: February 2011

The topic of this paper is the estimation uncertainty of the Stock-Watsonand Gonzalo-Granger permanent-transitory decompositions in the frameworkof the cointegrated vector-autoregression. Specifically, we suggest an approach to construct the confidence interval of the transitory component in...

Persistent link: https://www.econbiz.de/10009530402

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems : conference paper

Schreiber, Sven - 2014 - This version: February 2014

The topic of this paper is the estimation uncertainty of the Stock-Watson and Gonzalo-Granger permanent-transitory decompositions in the framework of the co-integrated vector autoregression. We suggest an approach to construct the confidence interval of the transitory component estimate in a...

Persistent link: https://www.econbiz.de/10010489880