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  • Search: subject_exact:"Likelihood intervall"
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Year of publication
Subjects
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Interval estimation 25 Intervallschätzung 25 Theorie 6 Theory 6 Bayes-Statistik 5 Bayesian inference 5 Bootstrap approach 5 Bootstrap-Verfahren 5 Forecasting model 5 Prognoseverfahren 5 Sampling 4 Stichprobenerhebung 4 Bootstrap 3 DSGE model 3 DSGE-Modell 3 Markov chain 3 Markov-Kette 3 Simulation 3 Bulgaria 2 Bulgarien 2 Comparison 2 Czech Republic 2 Estimation 2 Hungary 2 Induktive Statistik 2 Industrial production 2 Industrieproduktion 2 Kriging 2 Modellierung 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Poland 2 Polen 2 Probability theory 2 Romania 2 Rumänien 2 Räumliche Statistik 2 Schätzung 2 Scientific modelling 2 Sensitivity analysis 2
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Free 12 Undetermined 1
Type of publication
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Book / Working Paper 14 Article 11
Type of publication (narrower categories)
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Arbeitspapier 14 Graue Literatur 14 Non-commercial literature 14 Working Paper 14 Article in journal 6 Aufsatz in Zeitschriften 6 Article in book 5 Aufsatz im Buch 5
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Language
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English 25
Persons
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Feldkircher, Martin 2 Kleijnen, Jack P. C. 2 Le, Vo Phuong Mai 2 Meenagh, David 2 Mehdad, Ehsan 2 Minford, Patrick 2 Smeekes, Stephan 2 Wickens, Michael R. 2 Bakker, Arjan 1 Bel, Koen 1 Benkwitz, Alexander 1 Beutner, Eric 1 Cate, Arie ten 1 Cowell, Frank A. 1 Durham, Garland 1 Egger, Peter 1 Flachaire, Emmanuel 1 Friedrich, Marina 1 Fujiwara, Ippei 1 Gaba, Anil 1 Geweke, John 1 Guo, Xu 1 Gust, Christopher J. 1 Hall, Peter 1 Hansen, Bruce E. 1 Heinemann, Alexander 1 Härdle, Wolfgang 1 Kim, Hyeongwoo 1 Kleinow, Torsten 1 Lee, Esther Hee 1 Lee, Yun Shin 1 Lütkepohl, Helmut 1 McAleer, Michael 1 Meunier, Philippe 1 Niu, Cuizhen 1 Paap, Richard 1 Renault, Eric 1 Schmidt, Peter 1 Scholtes, Stefan 1 Scidá, Daniela 1
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Institutions
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2
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Bayesian model comparison 3 Discussion papers of interdisciplinary research project 373 2 Econometric Institute research papers 2 GSBE research memoranda 2 CPB discussion paper 1 Cardiff economics working papers 1 Discussion paper 1 Discussion paper / Centre for Economic Policy Research 1 Economics letters 1 Essays in honor of Aman Ullah 1 Faculty & research / Insead : working paper series 1 Handbook of income distribution ; Vol. 2A 1 International finance discussion papers 1 Journal of applied econometrics 1 Journal of forecasting 1 Journal of productivity analysis 1 Journal of the Operational Research Society : OR 1 The journal of operational risk 1 University of Salzburg working papers in economics and finance 1 Working paper series 1
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ECONIS (ZBW) 25
Showing 1 - 25 of 25
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Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017
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A justification of conditional confidence intervals
Beutner, Eric; Heinemann, Alexander; Smeekes, Stephan - 2017
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai (contributor); Meenagh, David (contributor) - 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...
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A multivariate model for multinomial choices
Bel, Koen; Paap, Richard - 2015
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Combining interval forecasts
Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2014
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Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model
Cate, Arie ten - 2014
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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
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Causality and Markovianity : information theoretic measures
Renault, Eric; Scidá, Daniela - In: Essays in honor of Aman Ullah, (pp. 349-385). 2016
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How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
Meunier, Philippe; Bakker, Arjan - In: The journal of operational risk 11 (2016) 2, pp. 31-68
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Empirical prediction intervals revisited
Lee, Yun Shin; Scholtes, Stefan - 2013
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Purchasing power parity and the Taylor rule
Kim, Hyeongwoo; Fujiwara, Ippei; Hansen, Bruce E.; … - In: Journal of applied econometrics 30 (2015) 6, pp. 874-903
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Multi-way clustering estimation of standard errors in gravity models
Egger, Peter; Tarlea, Filip - In: Economics letters 134 (2015), pp. 144-147
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Statistical methods for distributional analysis
Cowell, Frank A.; Flachaire, Emmanuel - 2015
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai (contributor); Meenagh, David (contributor) - 2015
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Classic Kriging versus Kriging wiht bootstrapping of conditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1804-1814
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Foreign aid and productivity
Veiderpass, Ann - In: Journal of productivity analysis 43 (2015) 3, pp. 249-258
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Copula analysis of correlated counts
Lee, Esther Hee - In: Bayesian model comparison, (pp. 325-348). 2014
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Determining the proper specification for endogenous covariates in discrete data settings
Vossmeyer, Angela - In: Bayesian model comparison, (pp. 223-247). 2014
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Adaptive sequential posterior simulators for massively parallel computing environments
Durham, Garland; Geweke, John - In: Bayesian model comparison, (pp. 1-44). 2014
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The power of long-run structural VARs
Gust, Christopher J.; Vigfusson, Robert J. - 2009
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Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - In: Journal of forecasting 31 (2012) 4, pp. 361-376
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Forecast combination and Bayesian model averaging : a prior sensitivity analysis
Feldkircher, Martin - 2010
In this study we evaluate the forecast performance of model averaged forecasts based on the predictive likelihood carrying out a prior sensitivity analysis regarding Zellner’s g prior. The main results are fourfold: First the predictive likelihood does always better than the traditionally...
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
It is argued that standard impulse response analysis based on vector autoregressive models has a number of shortcomings. Although the impulse responses are estimated quantities, measures for sampling variability such as confidence intervals are often not provided. If confidence intervals are...
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Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the hurst coefficient
Hall, Peter (contributor); Härdle, Wolfgang (contributor);  … - 1999
A major application of rescaled adjusted range analysis (RS analysis) is the study of price fluctuations in financial markets. There, the value of the Hurst constant, H, in a time series may be interpreted as an indicator of the irregularity of the price of a commodity, currency or similar...
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