<--- Back to Details
First PageDocument Content
Statistical theory / Econometrics / Regression analysis / Estimator / Bayes estimator / Adaptive estimator / Normal distribution / Instrumental variable / Consistent estimator / Statistics / Estimation theory / Statistical inference
Date: 2011-11-09 15:09:44
Statistical theory
Econometrics
Regression analysis
Estimator
Bayes estimator
Adaptive estimator
Normal distribution
Instrumental variable
Consistent estimator
Statistics
Estimation theory
Statistical inference

EMPIRICAL SELECTION OF THE REGULARIZATION PARAMETER IN NONPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION

Add to Reading List

Source URL: faculty.wcas.northwestern.edu

Download Document from Source Website

File Size: 192,97 KB

Share Document on Facebook

Similar Documents

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

DocID: 1sjak - View Document

Estimation 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

DocID: 1rclQ - View Document

Algebra / 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

DocID: 1r4jL - View Document

Statistics / 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

DocID: 1r49z - View Document

Statistics / 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

DocID: 1qUbu - View Document