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Year of publication
Subject
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confidence interval 176 Confidence interval 115 Schätztheorie 58 Estimation theory 57 statistics 49 equation 45 correlation 42 time series 40 probability 37 Interval estimation 36 Intervallschätzung 36 equations 33 standard deviation 32 statistic 31 survey 31 samples 30 Economic models 27 econometrics 26 covariance 23 confidence intervals 22 normal distribution 22 autocorrelation 20 bootstrap 20 correlations 19 forecasting 19 probabilities 18 sample size 18 standard errors 18 surveys 18 logarithm 17 sampling 17 standard error 17 Bootstrap 16 Bootstrap-Verfahren 16 cointegration 16 financial statistics 16 instrumental variable 16 outliers 15 prediction 15 Bootstrap approach 14
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Online availability
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Free 180 Undetermined 143 CC license 6
Type of publication
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Article 187 Book / Working Paper 151 Other 6
Type of publication (narrower categories)
All
Article in journal 56 Aufsatz in Zeitschrift 56 Working Paper 41 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 28 Article 9 Aufsatz im Buch 5 Book section 5 research-article 4 Hochschulschrift 3 Thesis 3 Collection of articles written by one author 1 Sammlung 1
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Language
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English 178 Undetermined 158 French 3 Spanish 3 Czech 1 German 1
Author
All
Fallahi, Firouz 6 Horowitz, Joel 6 Andrews, Donald W.K. 5 DUFOUR, Jean-Marie 5 Hall, Peter 5 Greselin, Francesca 4 Kolesár, Michal 4 Peng, Liang 4 Qi, Yongcheng 4 Yuan, Ao 4 Andrews, Donald W. K. 3 Armstrong, Timothy B. 3 Beran, Jan 3 Bissantz, Nicolai 3 Cashin, Paul 3 Cassey, Andrew J. 3 Doll, Monika 3 Dufour, Jean-Marie 3 Durham, Garland 3 Geweke, John 3 Gooijer, Jan G. de 3 Guggenberger, Patrik 3 Holzmann, Hajo 3 Phillips, Peter C. B. 3 Qiu, Shi-Fang 3 Smith, Ben O. 3 Tang, Man-Lai 3 Andrews, Isaiah 2 Arai, Yoichi 2 Armstrong, Timothy 2 Avrachenkov, Konstantin 2 Bachmaier, Martin 2 Bilson Darku, Francis 2 Campbell-Allen, Nicola Marie 2 Chao, John C. 2 Chattopadhyay, Bhargab 2 Chernozhukov, Victor 2 Cottatellucci, Laura 2 Davidson, Russell 2 Demirer, Mert 2
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Institution
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International Monetary Fund (IMF) 53 Cowles Foundation for Research in Economics, Yale University 7 International Monetary Fund 5 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 3 Département de Sciences Économiques, Université de Montréal 3 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Department of Econometrics and Business Statistics, Monash Business School 2 London School of Economics (LSE) 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banco de México 1 Berkeley Electronic Press 1 C.E.P.R. Discussion Papers 1 Carleton University, Department of Economics 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for the Study of Rationality, Hebrew University of Jerusalem 1 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1 Centre for Health Economics, Department of Economics and Related Studies 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, University of Victoria 1 Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE) 1 Economics Department, Queen's University 1 Faculty of Economics, University of Cambridge 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 School of Economic Sciences, Washington State University 1 Society for Computational Economics - SCE 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Tinbergen Instituut 1 Université Paris-Dauphine (Paris IX) 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1
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Published in...
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IMF Working Papers 51 Annals of the Institute of Statistical Mathematics 13 Computational Statistics & Data Analysis 10 Computational Statistics 8 Statistics & Probability Letters 8 Cowles Foundation Discussion Papers 7 Psychometrika 6 Bayesian model comparison 5 CEMMAP working papers / Centre for Microdata Methods and Practice 5 Cahiers de recherche 5 Statistical Papers / Springer 5 Energy economics 4 Journal of Applied Statistics 4 Journal of Multivariate Analysis 4 Stata Journal 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 CIRANO Working Papers 3 Economics letters 3 Journal of Educational and Behavioral Statistics 3 Management Science 3 Quality & Quantity: International Journal of Methodology 3 Statistical Applications in Genetics and Molecular Biology 3 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 3 cemmap working paper 3 Cardiff economics working papers 2 Cowles Foundation Discussion Paper 2 Cowles Foundation discussion paper 2 Econometric Institute research papers 2 Econometric reviews 2 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 2 Econometrics 2 Econometrics : open access journal 2 Epidemiologic Methods 2 Essays in honor of Aman Ullah 2 GSBE research memoranda 2 IMF Staff Country Reports 2 International journal of production research 2 Journal of Econometric Methods 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of econometrics 2
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Source
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RePEc 207 ECONIS (ZBW) 100 EconStor 22 BASE 7 Other ZBW resources 7 USB Cologne (EcoSocSci) 1
Showing 1 - 50 of 344
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Some additional remarks on statistical properties of Cohen’s d in the presence of covariates
Groß, Jürgen; Möller, Annette - In: Statistical Papers 65 (2024) 6, pp. 3971-3979
The size of the effect of the difference in two groups with respect to a variable of interest may be estimated by the classical Cohen’s d . A recently proposed generalized estimator allows conditioning on further independent variables within the framework of a linear regression model. In this...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358816
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Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.; Li, Ming - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014538994
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Confidence intervals for functions of signal-to-noise ratio with application to economics and finance
Warisa Thangjai; Sa-Aat Niwitpong - In: Asian journal of economics and banking : AJEB 8 (2024) 2, pp. 199-218
Purpose - Confidence intervals play a crucial role in economics and finance, providing a credible range of values for an unknown parameter along with a corresponding level of certainty. Their applications encompass economic forecasting, market research, financial forecasting, econometric...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049329
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Heterogeneity in carbon intensity patterns : a subsampling approach
Hounyo, Ulrich; Kakeu, Johnson; Lu, Li - In: Energy economics 138 (2024), pp. 1-11
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OptionNet : a multiscale residual deep learning model with confidence interval to predict option price
Lin, Luwei; Wang, Meiqing; Cheng, Hang; Liu, Rong; Chen, Fei - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-11
Option is an important financial derivative. Accurate option pricing is essential to the development of financial markets. For option pricing, existing time series models and neural networks are difficult to extract multi-scale temporal features from option data, which greatly limits their...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014514028
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Robust estimation and inference in panels with interactive fixed effects
Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014312069
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A new confidence interval for the odds ratio
Zielińska-Kolasińska, Zofia; Zieliński, Wojciech - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 113-128
We consider the problem of interval estimation of the odds ratio. An asymptotic confidence interval is widely applied in economics, medicine, sociology, etc. Unfortunately, this confidence interval has a poor coverage probability, significantly smaller than the nominal confidence level. In this...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052119
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Convergence and bound computation for chance constrained distributionally robust models using sample approximation
Lei, Jiaqi; Mehrotra, Sanjay - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-7
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359118
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Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance
Islamiyati, Anna; Kalondeng, Anisa; Sari, Ummi - In: Statistics in Transition new series (SiTns) 23 (2022) 1, pp. 201-212
Estimates from confidence intervals are more powerful than point estimates, because there are intervals for parameter values used to estimate populations. In relation to global conditions, involving issues such as type 2 diabetes mellitus, it is very difficult to make estimations limited to one...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013444128
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The confidence interval of the cross-sectional distribution of durations
Dixon, Huw; Tian, Maoshan - 2022
Tian and Dixon (2022) derived the variance of the estimator of cross-sectional distribution of durations (CSD). In this paper, we apply both Fieller's method and the Delta method to derive confidence interval of CSD using this variance formula. (CSD) is a new estimator derived by Dixon (2012)....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480505
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The confidence interval of the cross-sectional distribution of durations
Dixon, Huw; Tian, Maoshan - 2022 - Updated January 2023
Tian and Dixon (2022) derived the variance of the estimator of cross-sectional distribution of durations (CSD). In this paper, we apply both Fieller's method and the Delta method to derive confidence interval of CSD using this variance formula. (CSD) is a new estimator derived by Dixon (2012)....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014433303
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Estimating the confidence interval of the regression coefficient of the blood sugar model through a multivariable linear spline with known variance
Islamiyati, Anna; Raupong; Kalondeng, Anisa; Sari, Ummi - In: Statistics in transition : an international journal of … 23 (2022) 1, pp. 201-212
Estimates from confidence intervals are more powerful than point estimates, because there are intervals for parameter values used to estimate populations. In relation to global conditions, involving issues such as type 2 diabetes mellitus, it is very difficult to make estimations limited to one...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013419416
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Robust empirical bayes confidence intervals
Armstrong, Timothy B.; Kolesár, Michal; … - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 6, pp. 2567-2602
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Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo - In: Econometric reviews 43 (2024) 7, pp. 490-517
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Confidence intervals of treatment effects in panel data models with interactive fixed effects
Li, Xingyu; Shen, Yan; Zhou, Qiankun - In: Journal of econometrics 240 (2024) 1, pp. 1-27
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On nonparametric regression for bivariate circular long-memory time series
Beran, Jan; Steffens, Britta; Ghosh, Sucharita - In: Statistical Papers 63 (2021) 1, pp. 29-52
We consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497602
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Firms' subjective uncertainty and forecast errors : survey evidence from Japan
Morikawa, Masayuki - In: Applied economics letters 30 (2023) 1, pp. 33-36
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013552960
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Post-selection inference of high-dimensional logistic regression under case-control design
Lin, Yuanyuan; Xie, Jinhan; Han, Ruijian; Tang, Niansheng - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 624-635
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448384
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The measurement and communication of effect sizes in management research
Fey, Carl F.; Hu, Tianyou; Delios, Andrew - In: Management and organization review : MOR ; the official … 19 (2023) 1, pp. 176-197
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Semi-parametric inference on Gini indices of two semi-continuous populations under density ratio models
Yuan, Meng; Li, Pengfei; Wu, Changbao - In: The econometrics journal 26 (2023) 2, pp. 174-188
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014319288
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Gini index estimation within pre-specified error bound: Application to Indian household survey data
Bilson Darku, Francis; Konietschke, Frank; … - In: Econometrics 8 (2020) 2, pp. 1-20
The Gini index, a widely used economic inequality measure, is computed using data whose designs involve clustering and stratification, generally known as complex household surveys. Under complex household survey, we develop two novel procedures for estimating Gini index with a pre-specified...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012696289
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Gini index estimation within pre-specified error bound : application to Indian household survey data
Bilson Darku, Francis; Konietschke, Frank; … - In: Econometrics : open access journal 8 (2020) 2/26, pp. 1-20
The Gini index, a widely used economic inequality measure, is computed using data whose designs involve clustering and stratification, generally known as complex household surveys. Under complex household survey, we develop two novel procedures for estimating Gini index with a pre-specified...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012265429
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Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation
Warisa Thangjai; Suparat Niwitpong - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 41-60
Recently, harmful levels of air pollution have been detected in many provinces of Thailand. Particulate matter (PM) contains microscopic solids or liquid droplets that are so small that they can be inhaled and cause serious health problems. A high dispersion of PM is measured by a coefficient of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012655741
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In praise of confidence intervals
Romer, David - 2020
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012180490
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On optimal inference in the linear IV model
Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative Economics 10 (2019) 2, pp. 457-485
This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right-hand side endogenous variable. The paper derives a finite-sample lower bound function for the probability...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012215378
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Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks 7 (2019) 2, pp. 1-20
We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013200468
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Estimating the Mean Direction of Strongly Dependent Circular Time Series
Beran, Jan; Ghosh, Sucharita - In: Journal of Time Series Analysis 41 (2019) 2, pp. 210-228
A class of circular processes based on Gaussian subordination is introduced. This allows for flexible modelling of directional time series with long-range dependence. Based on limit theorems for subordinated processes and consistent estimation of nuisance parameters, asymptotic confidence...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012509512
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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - In: Econometrics 7 (2019) 4, pp. 1-28
This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012696260
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Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
Armstrong, Timothy - 2019
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional mean of the outcome variable, we derive estimators and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012895669
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On optimal inference in the linear IV model
Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 457-485
This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right-hand side endogenous variable. The paper derives a finite-sample lower bound function for the probability...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012042425
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The normal distribution formalization for investment economic project evaluation using the Monte Carlo method
Bilenko, Daria; Lavrov, Ruslan; Onyshchuk, Natalia; … - In: Montenegrin journal of economics 15 (2019) 4, pp. 161-171
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012264653
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Firms' subjective uncertainty and forecast errors
Morikawa, Masayuki - 2019
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012134681
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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28
This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012160749
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Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 2/50, pp. 1-20
We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012019128
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Fixed-k inference for conditional extremal quantiles
Sasaki, Yuya; Wang, Yulong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 829-837
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013534559
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Teaching statistics : a dynamic excel approach
Mangiero, George A.; Qayyum, Arif; Cante, Charles J. - In: Journal of education for business 97 (2022) 7, pp. 439-444
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013361840
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Spatial correlation robust inference
Müller, Ulrich K.; Watson, Mark W. - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 6, pp. 2901-2935
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013482329
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Empirical likelihood confidence interval for difference-in-differences estimator with panel data
Tang, Shengfang; Huang, Zhilin - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013448300
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Inference for losers
Andrews, Isaiah; Bowen, Dillon; Kitagawa, Toru; … - In: AEA papers and proceedings 112 (2022), pp. 635-642
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013254613
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Estimation and testing procedures for the reliability characteristics of Kumaraswamy-G distributions based on the progressively first failure censored samples
Chaturvedi, Ajit; Garg, Renu; Saini, Shubham - In: Opsearch : journal of the Operational Research Society … 59 (2022) 2, pp. 494-517
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273209
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Transmission of the Greek crisis on the sovereign debt markets in the euro area
Kchaou, Oussama; Bellalah, Makram; Tahi, Sofiane - In: Risk management decisions and value under uncertainty, (pp. 1117-1139). 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013342091
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Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao; Huang, Jian; Lin, Yuanyuan; Shen, Guohao - In: Journal of econometrics 230 (2022) 2, pp. 416-431
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013464038
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Kernel block bootstrap
Parente, Paulo M. D. C.; Smith, Richard J. - 2018
This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of Paparoditis and Politis (2001), admitting kernels with unbounded...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011941512
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Bootstrap methods in econometrics
Horowitz, Joel - 2018
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011941525
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Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative Economics 9 (2018) 1, pp. 441-482
A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity design estimator of the average treatment effect at the cut-off point. The asymptotic mean...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011995521
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Kernel block bootstrap
Parente, Paulo M. D. C.; Smith, Richard J. - 2018 - This draft: July 2018
This article introduces and investigates the properties of a new bootstrap method for time-series data, the kernel block bootstrap. The bootstrap method, although akin to, offers an improvement over the tapered block bootstrap of Paparoditis and Politis (2001), admitting kernels with unbounded...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011878210
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Simultaneous selection of optimal bandwidths for the sharp regression discontinuity estimator
Arai, Yoichi; Ichimura, Hidehiko - In: Quantitative economics : QE ; journal of the … 9 (2018) 1, pp. 441-482
A new bandwidth selection method that uses different bandwidths for the local linear regression estimators on the left and the right of the cut-off point is proposed for the sharp regression discontinuity design estimator of the average treatment effect at the cut-off point. The asymptotic mean...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011884511
Saved in:
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Bootstrap methods in econometrics
Horowitz, Joel - 2018
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011901480
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Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
Armstrong, Timothy - 2018
We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. We derive finite-sample optimal estimators and confidence intervals (CIs) under the assumption of normal errors when the conditional...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012931665
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Generic machine learning inference on heterogenous treatment effects in randomized experiments
Chernozhukov, Victor; Demirer, Mert; Duflo, Esther; … - 2018
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011882147
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