Dynamic Seemingly Unrelated Cointegrating Regression [PDF]
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
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]
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
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SPARCC: Semi-Parametric Robust Estimation in a Right-Censored Covariate Model. [PDF]
Lee SH +4 more
europepmc +1 more source
Inference on function-valued parameters using a restricted score test. [PDF]
Hudson A, Carone M, Shojaie A.
europepmc +1 more source
Deep learning for the change-point Cox model with current status data. [PDF]
Huang Q, Feng A, Wu Q, Tong X.
europepmc +1 more source
Covariate selection strategies and estimands - a review of current practice of risk factor analysis from a causal perspective. [PDF]
Reinhammar R, Waernbaum I.
europepmc +1 more source
Entropy-Based Evidence Functions for Testing Dilation Order via Cumulative Entropies. [PDF]
Alshehri MA.
europepmc +1 more source
Machine learning based variance estimation under two phase sampling using health and education sector data. [PDF]
Al-Marzouki S +5 more
europepmc +1 more source
Simple Estimators of the Mixing Proportion in a Semi-Parametric Mixture with Known Component. [PDF]
Balabdaoui F, Besdziek H.
europepmc +1 more source

