M-estimator

Results: 410



#Item
21Estimation theory / Statistical theory / Econometrics / Parametric statistics / M-estimators / Bias of an estimator / Linear regression / Consistent estimator / Estimator / Maximum likelihood estimation / T-statistic / Normal distribution

One-Step R-Estimation in Linear Models with Stable Errors a Marc Hallina,b , Yvik Swanc , Thomas Verdeboutd and David Veredasa Institut de Recherche en Statistique, ECARES, and ECORE, Universit´e libre de Bruxelles, Bel

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

Language: English - Date: 2011-03-09 07:10:12
22Consumer theory / Random walk model of consumption / Elasticity of intertemporal substitution / M-estimator / Consumption / Intertemporal consumption / Income

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

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Source URL: www.econ.ku.dk

Language: English - Date: 2014-01-29 04:39:43
23Estimation theory / Statistical theory / Regression analysis / Parametric statistics / Statistical inference / Mean squared error / Bias of an estimator / Consistent estimator / Linear regression / Efficiency / Estimator / T-statistic

CENTER FOR LABOR ECONOMICS UNIVERSITY OF CALIFORNIA, BERKELEY WORKING PAPER NO. 45 College Performance Predictions and the SAT* Jesse M. Rothstein

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Source URL: cle.berkeley.edu

Language: English - Date: 2002-04-08 13:30:41
24Inflation / Monetary policy / Price indices / Index numbers / Inflation targeting / Real versus nominal value / Euro / Real interest rate / Consumer price index / Estimator / Hyperinflation / Phillips curve

High versus Low In‡ation: Implications for Price-Level Convergence M. Ege Yazgan Hakan Yilmazkudayy MayAbstract

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Source URL: economics.fiu.edu

Language: English - Date: 2015-05-04 12:12:07
25Estimation theory / Statistical theory / Estimator / Maximum likelihood estimation / Bias of an estimator / M-estimator / Extremum estimator / Generalized method of moments / Bayes estimator / Efficiency / Asymptotic theory / Loss function

Dynare Working Papers Series http://www.dynare.org/wp/ Indirect Likelihood Inference Michael Creel

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Source URL: www.dynare.org

Language: English - Date: 2011-07-11 10:23:40
26Statistical inference / Computational statistics / Summary statistics / Sampling / Estimation theory / Bootstrapping / Resampling / Confidence interval / Statistics / Sample size determination / M-estimator / Mode

Knowing When You’re Wrong: Building Fast and Reliable Approximate Query Processing Systems Sameer Agarwal† , Henry Milner† , Ariel Kleiner† , Ameet Talwalkar† , Michael Jordan† , Samuel Madden‡ , Barzan Moz

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Source URL: web.eecs.umich.edu

Language: English - Date: 2015-03-27 17:54:39
27Estimation theory / Statistical theory / Statistical inference / Econometrics / Normal distribution / Estimator / Variance / Central limit theorem / Efficiency / Volatility / Consistent estimator / Heteroscedasticity

Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,†

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

Language: English - Date: 2016-07-08 00:04:03
28Regression analysis / Statistical theory / Estimation theory / Econometrics / Parametric statistics / Linear regression / Robust statistics / M-estimator / Estimator / T-statistic / Asymptotic theory / Errors and residuals

Robust Jump Regressions∗ Jia Li† Viktor Todorov‡ George Tauchen§

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

Language: English - Date: 2016-07-08 02:31:54
29Estimation theory / Estimator / M-estimator / Sequence alignment / L-estimator

IEEE/ACM TRANSACTIONS ON COMPUTATIONAL BIOLOGY AND BIOINFORMATICS 1 Learning Parameter-Advising Sets for Multiple Sequence Alignment

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Source URL: www.cs.arizona.edu

Language: English - Date: 2015-03-16 19:59:49
30Estimation theory / Statistical theory / Econometrics / M-estimators / Statistical inference / Maximum likelihood estimation / Estimator / Linear regression / Efficiency

Discretizing Unobserved Heterogeneity: Approximate Clustering Methods for Dimension Reduction∗ St´ephane Bonhomme† Thibaut Lamadon‡

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Source URL: www.lamadon.com

Language: English - Date: 2016-06-29 07:21:24
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