Search Results - subject_exact:"Interval estimation"

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480692

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

Short and simple confidence intervals when the directions of some effects are known

Ketz, Philipp; McCloskey, Adam - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463101

Estimation procedures for reliability functions of Kumaraswamy-G Distributions based on Type II Censoring and the sampling scheme of Bartholomew

Chaturvedi, Aditi; Kumar, Surinder - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013444124

Estimation procedures for reliability functions of Kumaraswamy-G Distributions based on Type II Censoring and the sampling scheme of Bartholomew

Chaturvedi, Aditi; Kumar, Surinder - 2022

In this paper, we consider Kumaraswamy-G distributions and derive a Uniformly Minimum Variance Unbiased Estimator (UMVUE) and a Maximum Likelihood Estimator (MLE) of the two measures of reliability, namely R(t) = P(X t) and P = P(X Y ) under Type II censoring scheme and sampling scheme of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013419376

Constructing confidence intervals for BIFSG disparity estimates

Derby, Elena; Dowd, Connor; Mortenson, Jacob - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326872

In praise of confidence intervals

Romer, David - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012180490

A unified unit root test regardless of intercept

Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014305575

Finite-sample optimal estimation and inference on average treatment effects under unconfoundedness

Armstrong, Timothy B.; Kolesár, Michal - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011797261

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Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness

Armstrong, Timothy - 2019

Book / Working Paper

Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness

Armstrong, Timothy - 2018

Book / Working Paper

Inference for losers

Andrews, Isaiah; Bowen, Dillon; Kitagawa, Toru; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013254613

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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Generic machine learning inference on heterogenous treatment effects in randomized experiments

Chernozhukov, Victor; Demirer, Mert; Duflo, Esther; … - 2017

Book / Working Paper

Gauging the uncertainty of the economic outlook using historical forecasting errors : the federal reserve's approach

Reifschneider, David; Tulip, Peter - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013262411

Theory and application of an economic performance measure of risk

Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011668139

A justification of conditional confidence intervals

Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011732594

A proposal for replicating Evanschitzky, Baumgarth, Hubbard, and Armstrong's "Replication research's disturbing trend" (Journal of Business Research, 2007)

Hubbard, Raymond T. - 2017

This paper is about how the author proposes to replicate Evanschitzky, Baumgarth, Hubbard, and Armstrong's "Replication research's disturbing trend" (Journal of Business Research, 2007). This is because estimating the incidence of published replication research and its outcomes must be continued.

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011724642

Autoregressive wild bootstrap inference for nonparametric trends

Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011643222

Combining Interval Forecasts

Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2016

When combining forecasts, a simple average of the forecasts performs well, often better than more sophisticated methods. In a prescriptive spirit, we consider some other parsimonious, easy-to-use heuristics for combining interval forecasts and compare their performance with the benchmark...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014036749

Small sample performance of indirect inference on DSGE models

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015

Using Monte Carlo experiments, we examine the performance of indirect inference tests of DSGE models in small samples, using various models in widespread use. We compare these with tests based on direct inference (using the Likelihood Ratio). We find that both tests have power so that a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010470917

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Small sample performance of indirect inference on DSGE models

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015

Book / Working Paper

Small sample performance of indirect inference on DSGE models

Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015

Book / Working Paper

A multivariate model for multinomial choices

Bel, Koen; Paap, Richard - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010507701

Combining interval forecasts

Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010489246

Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model

Cate, Arie ten - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011304928

Inequality indices as tests of fairness

Kanbur, Ravi; Snell, Andy - 2019

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012034734

Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments

Durham, Garland; Geweke, John - 2014

Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits algorithms that conform to parallel computing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015369552

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Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments

Durham, Garland; Geweke, John - 2013

Book / Working Paper

Empirical prediction intervals revisited

Lee, Yun Shin; Scholtes, Stefan - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011536931

Adaptive Threshold Based Scheduler for Batch of Independent Jobs for Cloud Computing System

ALAM, TAJ; DUBEY, PARITOSH; KUMAR, ANKIT - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012044203

Ratios of parameters : some econometric examples

Lye, Jenny N.; Hirschberg, Joseph G. - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011973752

Essays on statistics and experimental economics

Doll, Monika - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011893234

Valid two-step indentification-robust confidence sets for GMM

Andrews, Isaiah - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011859883

Zastosowanie adaptacyjnego przedziału ufności do oszacowania różnicy dwóch średnich w badaniach ekonomicznych

Kozioł-Kaczorek, Dorota - 2011

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011125617

The Power of Long-Run Structural VARs

Gust, Christopher J.; Vigfusson, Robert J. - 2010

Are structural vector autoregressions (VARs) useful for discriminating between macro models‘ Recent assessments of VARs have shown that these statistical methods have adequate size properties. In other words, in simulation exercises, VARs will only infrequently reject the true data generating...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014203700

Forecast combination and Bayesian model averaging : a prior sensitivity analysis

Feldkircher, Martin - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009576368

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Forecast combination and Bayesian model averaging : a prior sensitivity analysis

Feldkircher, Martin - 2010

Book / Working Paper

Bootstrap estimation of the efficient frontier

Font, Begoña - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011669608

Causality and Markovianity : information theoretic measures

Renault, Eric; Scidá, Daniela - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011530292

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Causality and Markovianity: Information Theoretic Measures

Renault, Eric; Scidá, Daniela - 2016

Article

The power of long-run structural VARs

Gust, Christopher J.; Vigfusson, Robert J. - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009535472

Interval estimation for a measure of tail dependence

Liu, Aiai; Hou, Yanxi; Peng, Liang - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011398079

On the discrepancy between Bayes credibility and frequentist probability of coverage

Bahamyirou, Asma; Marchand, Éric - 2015

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011189366

Confidence Intervals for Assessing Heterogeneity in Generalized Linear Mixed Models

Wagler, Amy E. - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010961396

Copula analysis of correlated counts

Lee, Esther Hee - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010465198

Determining the proper specification for endogenous covariates in discrete data settings

Vossmeyer, Angela - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010465204

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Determining the Proper Specification for Endogenous Covariates in Discrete Data Settings

Vossmeyer, Angela - 2014

Article

Adaptive sequential posterior simulators for massively parallel computing environments

Durham, Garland; Geweke, John - 2014

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010465212

DATA CONSTRUCTION PROCESS AND QUALIFLEX-BASED METHOD FOR MULTIPLE-CRITERIA GROUP DECISION MAKING WITH INTERVAL-VALUED INTUITIONISTIC FUZZY SETS

CHEN, TING-YU - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010674466

A frequency domain bootstrap for Whittle estimation under long-range dependence

Kim, Young Min; Nordman, Daniel J. - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010608102

Performance indicator evaluation for a cloud computing system from QoS viewpoint

Lin, Yi-Kuei; Chang, Ping-Chen - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010634202

On the equivalence of quadratic optimization problems commonly used in portfolio theory

Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010666132

Generalised interval estimation in the random effects meta regression model

Friedrich, Thomas; Knapp, Guido - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010666176

Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix

Müller, Ulrich K. - 2013

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010230633

Adjusted Wald Confidence Interval for a Difference of Binomial Proportions Based on Paired Data

Bonett, Douglas G.; Price, Robert M. - 2012

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010775993

Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples

Baklizi, Ayman - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008537607

Econometrical analysis of the sample efficient frontier

Bodnar, Taras; Schmid, Wolfgang - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10004966529

One and two sample confidence intervals for estimating the mean of skewed populations: an empirical comparative study

Baklizi, Ayman; Kibria, B.M. Golam - 2009

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10004966839