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Consistent estimator
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#	Item
1	An alternative root-n consistent estimator for panel data binary choice models Add to Reading List Source URL: econweb.tamu.edu - Date: 2012-09-11 12:26:16
2	Castagnetti_Rossi_Trapani_31_Jan_2014.dvi Add to Reading List Source URL: economia.unipv.it Language: English - Date: 2014-02-05 04:48:33 Estimation theory Statistics Statistical theory Statistical inference Regression analysis Ordinary least squares Consistent estimator Efficiency Fixed effects model Estimator
3	Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 Abstract Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:26:07 Algebra Statistics Mathematics Multivariate statistics Statistical theory Estimation theory Linear algebra Matrix theory Eigenvalues and eigenvectors Factor analysis Spectrum Consistent estimator
4	Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:15:31 Statistics Estimation theory Statistical inference Statistical theory Regression analysis Statistical models Estimator Variance Errors-in-variables models Consistent estimator Correlation and dependence Endogeneity
5	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 Add to Reading List Source URL: johnstachurski.net Language: English - Date: 2016-06-19 06:01:57 Statistics Statistical theory Estimation theory Statistical inference Nonparametric statistics Statistical models Estimator Kernel density estimation Parametric model Density estimation Consistent estimator Asymptotic theory
6	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. Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:19:29 Statistics Estimation theory Statistical theory Statistical inference Robust statistics M-estimators Efficiency Efficient estimator Maximum likelihood estimation Consistent estimator Estimator L-estimator
7	Cross-sectional Dependence in Idiosyncratic Volatility∗ Ilze Kalnina† Kokouvi Tewou‡ First version: February 25, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:17:17 Statistics Estimation theory Statistical theory Mathematical finance Statistical inference Technical analysis Volatility Consistent estimator Stochastic volatility Efficiency Estimator
8	1 Random Sampling • Input: – ListN ] – Length of database N (if known) – Length of sample n • Output: Add to Reading List Source URL: florian-schoppmann.net Language: English - Date: 2016-03-04 03:20:28 Statistics Mathematical analysis Probability Probability distributions Statistical theory Infinitely divisible probability distributions Reservoir sampling Sample Sampling Standard deviation Central limit theorem Consistent estimator
9	Optimal shrinkage-based portfolio selection in high dimensions Taras Bodnara , Yarema Okhrinb and Nestor Parolyac,∗ c Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:22:28 Statistics Estimation theory Statistical inference Statistical theory Covariance and correlation Summary statistics Shrinkage estimator Estimator Variance Consistent estimator Covariance Standard deviation
10	paneljackknife28feb2006.dvi Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:14:20 Statistics Estimation theory Statistical theory Statistical inference M-estimators Econometrics Consistent estimator Maximum likelihood estimation Jackknife resampling Estimator Delta method