Results 51 to 60 of about 297 (132)

Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview [PDF]

The notion of cointegration has lead to a renewed interest in the identification and estimation of structural relations among economic time series, a field to which Henri Theil has made many pioneering contributions.
Jurgen Doornik, H. Peter Boswijk
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Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics [PDF]

The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moments in 1894. It is now a very active area of research in the statistics literature. One aim of this chapter is to provide an account
Anil K Bera, Yannis Bilias, Pradosh Simlai   +2 more
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Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System

The concepts of the curved exponential family of distributions and ancillarity are applied to estimation problems of a single structural equation in a simultaneous equation model, and the effect of conditioning on ancillary statistics on the limited ...
Hosoya, Yuzo, Tsukuda, Yoshihiko, Terui, Nobuhiko   +2 more
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A note on conditional independence

, 1984
This paper is a companion paper of Florens and Mouchart [1977]. It provides some basic tools for the reducion of Bayesian experiments, in particular for the analysis of identification, sufficiency and ...
Rolin, Jean-Marie, Mouchart, Michel
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Comment: Models as Approximations. [PDF]

Stat Sci, 2019
Freeman NLB, Jiang X, Leete OE, Luckett DJ, Pokaprakarn TB, Kosorok MR.   +5 more
europepmc   +1 more source

Sampling models for selective inference

This paper explores the challenges of constructing suitable inferential models in scenarios where the parameter of interest is determined in light of the data, such as regression after variable selection.
García Rasines, Daniel, Young, G Alastair   +1 more
core   +1 more source

Asymptotic theory of conditional inference for stochastic processes

This paper develops an approach to conditional inference for nonergodic stochastic process models by considering asymptotic properties. The context for most of the analysis is that of Le Cam's local asymptotic theory: in particular, the locally ...
Feigin, Paul D.
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The applicability to systematic reviews of common effect, random effects and fixed effects approaches to meta-analysis. [PDF]

Stat Methods Med Res
Stevens RJ.
europepmc   +1 more source

Spatially explicit capture-recapture models for relative density. [PDF]

Ecology
Efford MG.
europepmc   +1 more source

An Approach to Fisher-Rao Metric for Infinite Dimensional Non-Parametric Information Geometry. [PDF]

Entropy (Basel)
Cheng B, Tong H.
europepmc   +1 more source