Asymptotic expansion of Feynman integrals near threshold [PDF]
, 1998 Μ. Beneke, Vladimir A. Smirnov
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The PCDID Approach to Treatment Effects Estimation: A Further Investigation
Journal of Applied Econometrics, EarlyView.ABSTRACT In the present paper, we study the so‐called “PCDID” approach to treatment effects estimation in panels with interactive effects where the factors represent trends whose effect need not be parallel across the cross‐sectional units. Our interest in this step‐wise approach originates with the observation that the interactive effects are ignored ...
Tilman Bretschneider, Joakim Westerlund
wiley +1 more source
Asymptotic Expansions and Extrapolation of Approximate Eigenvalues for Second Order Elliptic Problems by Mixed Finite Element Methods [PDF]
, 2006 Hehu Xie
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On Non Asymptotic Expansion of the MME in the Case of Poisson Observations [PDF]
, 2020 Oleg Chernoyarov +3 more
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Joint Estimation and Bandwidth Selection in Partially Parametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT We propose a single‐step approach to estimating a model with both a known nonlinear parametric component and an unknown nonparametric component. We study the large sample behavior of a simultaneous optimization routine that estimates both the parameter vector of the parametric component and the bandwidth vector used to smooth the unknown ...
Daniel J. Henderson +2 more
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Stability of Inverse Problems for Steady Supersonic Flows Past Lipschitz Perturbed Cones. [PDF]
Arch Ration Mech AnalChen GG, Pu Y, Zhang Y.
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A Consistent Heteroskedasticity‐Robust LM‐Type Specification Test for Semiparametric Models
Journal of Applied Econometrics, EarlyView.ABSTRACT This article develops a heteroskedasticity‐robust Lagrange Multiplier‐type specification test for semiparametric regression models. The test is able to detect a wide class of deviations from the null hypothesis. The test statistic is based on the estimates from the restricted semiparametric model, can be computed in a regression‐based way, and
Ivan Korolev
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Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations. [PDF]
PLoS OneNaito M +3 more
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Simple error bounds for an asymptotic expansion of the partition function [PDF]
Gergő Nemes
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ASYMPTOTIC EXPANSIONS IN MOMENTA AND MASSES AND CALCULATION OF FEYNMAN DIAGRAMS [PDF]
, 1995 V.A. SMIRNOV
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