Estimation Methods of Theree Parameters Discrete Generalized Exponential [PDF]
, 2010 This article presents the estimation methods of three parameters Discrete Generalized Exponential distribution. The two-parameter generalized exponential distribution was introduced by Gupta and Kundu (1999).
Akbar Ali Shah, M. Shuaib Khan, M. Aleem
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Identifying the New Keynesian Phillips curve [PDF]
Phillips curves are central to discussions of inflation dynamics and monetary policy. New Keynesian Phillips curves describe how past inflation, expected future inflation, and a measure of real marginal cost or an output gap drive the current inflation ...
Gregor W. Smith, James M. Nason
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Generalized confidence intervals for the ratio or difference of two means for lognormal populations with zeros [PDF]
, 2006 We discuss in this article methods for analyzing lognormal data that may include zeros. Specifically, we are interested in interval estimation for the ratio or difference of the population means. We propose here two generalized pivotal (GP) approaches: a
Zhou, Xiao-Hua, Chen, Yea-Hung
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"Empirical Likelihood-Based Inference in Conditional Moment Restriction Models" [PDF]
This paper proposes an asymptotically efficient method for estimating models with conditional moment restrictions. Our estimator generalizes the maximum empirical likelihood estimator (MELE) of Qin and Lawless (1994).
Hyungtaik Ahn +2 more
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Regularization Paths for Generalized Linear Models via Coordinate Descent [PDF]
We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multi- nomial regression problems while the penalties include âÂÂ_1 (the lasso), à ...
Trevor Hastie +2 more
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Gel Estimation and Inference with Non-Smooth Moment Indicators and Dynamic Data [PDF]
In this paper we demonstrate consistency and asymptotic normality for Generalized Empirical Likelihood (GEL) estimation in dynamic models when the moment indicators being used are the non-differentiable functions of the parameters of interest.
Gordon Kemp
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Does the Frequency of Fog Affect the Structural Properties of Fagus orientalis in the Hyrcanian Forest? [PDF]
بومشناسی جنگلهای ایرانExtended Abstract Background: Oriental beech (Fagus orientalis Lipsky) is one of the well-known industrial species of Hyrcanian forests that spreads from the west to east of these forests.
Seyedeh Fatemeh Hosseini +4 more
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Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration [PDF]
We propose marginal integration estimation and testing methods for the coefficients of varying coefficient multivariate regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence as ...
Byeong U. Park +3 more
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Variance estimation for the instrumental variables approach to measurement error in generalized linear models [PDF]
This paper derives and gives explicit formulas for a derived sandwich variance estimate. This variance estimate is appropriate for generalized linear additive measurement error models fitted using instrumental variables.
Raymond J. Carroll, James W. Hardin
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GMM with many weak moment conditions [PDF]
Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias but the usual standard errors are too small.
Frank Windmeijer, Whitney Newey
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