Results 61 to 70 of about 43,511 (141)

Dynamic Seemingly Unrelated Cointegrating Regression [PDF]

open access: yes
Multiple cointegrating regressions are frequently encountered in empirical work as, for example, in the analysis of panel data. When the equilibrium errors are correlated across equations, the seemingly unrelated regression estimation strategy can be ...
Donggyu Sul, Masao Ogaki, Nelson C. Mark
core  

A simple recipe for making accurate parametric inference in finite sample

open access: yes, 2019
Constructing tests or confidence regions that control over the error rates in the long-run is probably one of the most important problem in statistics. Yet, the theoretical justification for most methods in statistics is asymptotic.
Guerrier, Stéphane   +3 more
core  

Smoothness Adaptive AverageDerivative Estimation [PDF]

open access: yes
Many important models, such as index models widely used in limiteddependent variables, partial linear models and nonparametric demand studiesutilize estimation of average derivatives (sometimes weighted) of theconditional mean function.
Marcia M Schafgans   +1 more
core  

SPARCC: Semi-Parametric Robust Estimation in a Right-Censored Covariate Model. [PDF]

open access: yesJ Am Stat Assoc
Lee SH   +4 more
europepmc   +1 more source

Inference on function-valued parameters using a restricted score test. [PDF]

open access: yesJ R Stat Soc Series B Stat Methodol
Hudson A, Carone M, Shojaie A.
europepmc   +1 more source

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