Results 21 to 30 of about 3,051,269 (303)
On the Estimation of Separable Demand Models
Journal of Agricultural and Resource Economics, 1993 Alternative stochastic specification of conditional demand models are considered. The results of LaFrance concerning the inconsistency of least squares are supported, but the class of models that allow standard instrumental variable estimation is ...
David L. Edgerton
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Count Data Models With Variance Of Unknown Form: An Application To A Hedonic Model Of Worker Absenteeism [PDF]
, 1997 We examine an econometric model of counts of worker absences due to illness in a sluggishly adjusting hedonic labor market. We compare three estimators that parameterize the conditional variance--least squares, Poisson, and negative binomial pseudo ...
Delgado, Miguel A. +6 more
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Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
Journal of Inequalities and Applications, 2021 This paper considers the parameter estimation problem of a first-order threshold autoregressive conditional heteroscedasticity model by using the empirical likelihood method.
Cuixin Peng, Zhiwen Zhao
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On Conditional Least Squares Estimation for Stochastic Processes
The Annals of Statistics, 1978 An estimation procedure for stochastic processes based on the minimization of a sum of squared deviations about conditional expectations is developed. Strong consistency, asymptotic joint normality and an iterated logarithm rate of convergence are shown to hold for the estimators under a variety of conditions.
Klimko, Lawrence A., Nelson, Paul I.
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A contribution to the conditioning of the mixed least-squares scaled total least-squares problem
ETNA - Electronic Transactions on Numerical Analysis, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Orthogonal least squares regression with tunable kernels [PDF]
, 2005 A novel technique is proposed to construct sparse regression models based on the orthogonal least squares method with tunable kernels. The proposed technique tunes the centre vector and diagonal covariance matrix of individual regressor by incrementally ...
Wang, X.X., Chen, S., Brown, D.J.
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Condition numbers for the truncated total least squares problem and their estimations [PDF]
Numerical Linear Algebra with Applications, 2021 AbstractIn this paper, we present explicit expressions for the mixed and componentwise condition numbers of the truncated total least squares (TTLS) solution of under the genericity condition, where A is a m × n real data matrix and is a real m‐vector.
Qingle Meng +2 more
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MathematicsThe Gegenbauer autoregressive moving-average (GARMA) model is pivotal for addressing non-additivity, non-normality, and heteroscedasticity in real-world time-series data.
Oumaima Essefiani +2 more
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Conditional Least Squares Estimation for Fractional Super Levy Processes in Nonlinear SPDEs
European Journal of Mathematical AnalysisWe consider infinite dimensional extension of affine models as super Levy processes satisfying a nonlinear SPDE. We obtain the asymptotics of the conditional least squares estimators. Finally we obtain the Berry-Esseen inequality.
Jaya P. N. Bishwal
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A New First-Order Integer-Valued Autoregressive Model with Bell Innovations
Entropy, 2021 A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be ...
Jie Huang, Fukang Zhu
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