Consistent estimator

Results: 182



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1

An alternative root-n consistent estimator for panel data binary choice models

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Source URL: econweb.tamu.edu

- Date: 2012-09-11 12:26:16
    2Estimation theory / Statistics / Statistical theory / Statistical inference / Regression analysis / Ordinary least squares / Consistent estimator / Efficiency / Fixed effects model / Estimator

    Castagnetti_Rossi_Trapani_31_Jan_2014.dvi

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    Source URL: economia.unipv.it

    Language: English - Date: 2014-02-05 04:48:33
    3Algebra / Statistics / Mathematics / Multivariate statistics / Statistical theory / Estimation theory / Linear algebra / Matrix theory / Eigenvalues and eigenvectors / Factor analysis / Spectrum / Consistent estimator

    Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 Abstract

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:26:07
    4Statistics / Estimation theory / Statistical inference / Statistical theory / Regression analysis / Statistical models / Estimator / Variance / Errors-in-variables models / Consistent estimator / Correlation and dependence / Endogeneity

    Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-27 08:15:31
    5Statistics / Statistical theory / Estimation theory / Statistical inference / Nonparametric statistics / Statistical models / Estimator / Kernel density estimation / Parametric model / Density estimation / Consistent estimator / Asymptotic theory

    Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of Technology

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    Source URL: johnstachurski.net

    Language: English - Date: 2016-06-19 06:01:57
    6Statistics / Estimation theory / Statistical theory / Statistical inference / Robust statistics / M-estimators / Efficiency / Efficient estimator / Maximum likelihood estimation / Consistent estimator / Estimator / L-estimator

    Efficient multipowers∗ Aleksey Kolokolov and Roberto Ren`o Department of Statistics, Lund University Lund 22007, Sweden. Dipartimento di Economia Politica e Statistica, Universit` a di Siena.

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:19:29
    7Statistics / Estimation theory / Statistical theory / Mathematical finance / Statistical inference / Technical analysis / Volatility / Consistent estimator / Stochastic volatility / Efficiency / Estimator

    Cross-sectional Dependence in Idiosyncratic Volatility∗ Ilze Kalnina† Kokouvi Tewou‡ First version: February 25, 2015

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:17:17
    8Statistics / Mathematical analysis / Probability / Probability distributions / Statistical theory / Infinitely divisible probability distributions / Reservoir sampling / Sample / Sampling / Standard deviation / Central limit theorem / Consistent estimator

    1 Random Sampling • Input: – ListN ] – Length of database N (if known) – Length of sample n • Output:

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    Source URL: florian-schoppmann.net

    Language: English - Date: 2016-03-04 03:20:28
    9Statistics / Estimation theory / Statistical inference / Statistical theory / Covariance and correlation / Summary statistics / Shrinkage estimator / Estimator / Variance / Consistent estimator / Covariance / Standard deviation

    Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnara , Yarema Okhrinb and Nestor Parolyac,∗ c

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    Source URL: www.cb.cityu.edu.hk

    Language: English - Date: 2016-07-08 02:22:28
    10Statistics / Estimation theory / Statistical theory / Statistical inference / M-estimators / Econometrics / Consistent estimator / Maximum likelihood estimation / Jackknife resampling / Estimator / Delta method

    paneljackknife28feb2006.dvi

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2009-01-27 08:14:20
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