Results 1 to 10 of about 135,760 (118)
Estimating Euler Equations [PDF]
Working Paper Series, 2000 In this paper we consider conditions under which the estimation of a log-linearized Euler equation for consumption yields consistent estimates of the preference parameters. When utility is isoelastic and a sample covering a long time period is available, consistent estimates are obtained from the log-linearized Euler equation when the innovations to ...
Orazio P. Attanasio, Hamish Low
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Aggregated estimating equation estimation [PDF]
Statistics and Its Interface, 2011 Motivated by the recent active research on online analytical processing (OLAP), we develop a computation and storage efficient algorithm for estimating equation (EE) estimation in massive data sets using a “divide-and-conquer” strategy. In each partition of the data set, we compress the raw data into some low dimensional statistics and then discard the
Nan Lin, Ruibin Xi
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Flexible and efficient estimating equations for variogram estimation [PDF]
Computational Statistics & Data Analysis, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ying Sun 0002 +2 more
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Adaptive Linear Estimating Equations
Advances in Neural Information Processing Systems 36, 2023 Paper is accepted at NeurIPS ...
Mufang Ying +2 more
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COMPARISON OF ESTIMATES FOR DISPERSIVE EQUATIONS [PDF]
Further Progress in Analysis, 2009 an expository note; 7 ...
Ruzhansky, Michael, Sugimoto, Mitsuru
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Solving Estimating Equations With Copulas
Journal of the American Statistical Association, 2023 Thanks to their ability to capture complex dependence structures, copulas are frequently used to glue random variables into a joint model with arbitrary marginal distributions. More recently, they have been applied to solve statistical learning problems such as regression or classification.
Thomas Nagler, Thibault Vatter
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Estimates for $p$-Poisson equations
Differential and Integral Equations, 2000 Estimates for solutions of equations whose model is \[ -\text{ div}(|\nabla u|^{p-2}\nabla u) = f \] are given. Here \(f\) denotes a function in the weak \(L^q\) space. As an application of the results regularity of some entropy solutions are proved.
Kilpeläinen, Tero, Li, Gongbao
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Logarithmic estimates for continuity equations [PDF]
Networks and Heterogeneous Media, 2016 arXiv admin note: text overlap with arXiv:1411 ...
Maria Colombo +2 more
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Estimating the Euler Equation for Output [PDF]
Federal Reserve Bank of San Francisco, Working Paper Series, 2002 New Keynesian macroeconomic models have generally emphasized that expectations of future output are a key factor in determining current output. The theoretical motivation for such forward-looking behavior relies on a straightforward generalization of the well-known Euler equation for consumption. In this paper, we use maximum likelihood and generalized
Glenn D. Rudebusch, Jeffrey C. Fuhrer
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Unbiased estimation of the solution to Zakai’s equation [PDF]
Monte Carlo Methods and Applications, 2020 Abstract In the following article, we consider the non-linear filtering problem in continuous time and in particular the solution to Zakai’s equation or the normalizing constant. We develop a methodology to produce finite variance, almost surely unbiased estimators of the solution to Zakai’s equation.
Hamza M. Ruzayqat, Ajay Jasra
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