Results 51 to 60 of about 53,512 (133)
, 2017 Conferència de l'artista, curador i escriptor Eugeni Bonet sobre Carles Hac Mor4973.mp4 4973 ...
Bonet, Eugeni
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Improved HAC Covariance Matrix Estimation Based on Forecast Errors [PDF]
We propose computing HAC covariance matrix estimators based on one-stepahead forecasting errors. It is shown that this estimator is consistent and has smaller bias than other HAC estimators.
Yu-Wei Hsieh, Chung-Ming Kuan
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Computing Generalized Method of Moments and Generalized Empirical Likelihood with R [PDF]
This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package ...
Pierre Chaussé
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The weak instrument problem of the system GMM estimator in dynamic panel data models [PDF]
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels. It has been shown to improve on the GMM estimator in the first differenced model in terms
Frank Windmeijer, Maurice Bun
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, 2017 Conferència a càrrec del poeta Vicenç Altaió, sobre la paraula en la poesia de Carles Hac Mor4965.mp4 4965 ...
Altaió, Vicenç
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The Empirical Saddlepoint Approximation for GMM Estimators [PDF]
The empirical saddlepoint distribution provides an approximation to the sampling distributions for the GMM parameter estimates and the statistics that test the overidentifying restrictions.
Sowell, Fallaw
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Stabilizing a GMM Bootstrap for Time Series:A Simulation Study [PDF]
, 2011 P(論文)Inoue and Shintani (2006) demonstrate that in order for their GMM bootstrap to achieveasymptotic refinements for symmetric two-sided confidence intervals and J-statistics of overidentifying restrictions, a kernel of order greater than two must be ...
Hirukawa, Masayuki, 1242, 1922
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Spatial HAC estimator: analysis of convergence of European regions [PDF]
This paper applies a nonparametric heteroskedasticity and autocorrelation consistent (HAC) estimator of error terms in the context of the spatial autoregressive model of GDP per capita convergence of European regions at NUTS 2 level.
Oleksandr Shepotylo
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, 2017 Conferència a càrrec de l'escriptora i crítica literària Anna Carreras, sobre l'escriptura de Carles Hac Mor4966.mp4 4966 ...
Carreras, Anna
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GEL Criteria for Moment Condition Models [PDF]
GEL methods which generalize and extend previous contributions are defined and analysed for moment condition models specified in terms of weakly dependent data.
Richard Smith
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