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~subject:"Finite sample properties"
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Finite sample properties
finite sample properties
16
Estimation theory
6
Schätztheorie
6
Theorie
5
propensity score matching
5
Propensity score matching
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
empirical Monte Carlo study
4
selection on observables
4
Asymmetry
3
Capital income
3
Dynamic covariance matrix
3
Forecasting performance
3
Kapitaleinkommen
3
Long memory
3
Matrix-exponential transformation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Realized conditional covariances
3
Realized stochastic covariances
3
Shrinkage method
3
asymptotic and finite sample properties
3
caliper
3
inverse probability weighting
3
kernel matching
3
Bias
2
Bootstrap
2
Capital market returns
2
Correlation
2
Covariance matrix estimation
2
Empirical Monte Carlo study
2
Endogenous stability test
2
Extreme value analysis
2
Factor models
2
Hansen-Jagannathan distance
2
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Asai, Manabu
3
Chang, Chia-Lin
3
McAleer, Michael
3
Candelon, Bertrand
2
Huber, Martin
2
Lechner, Michael
2
Ren, Yu
2
Shimotsu, Katsumi
2
Straetmans, Stefan
2
Anderson, T.W.
1
Belkar, R.
1
Fiebig, D.G.
1
Hirano, Keisuke
1
Kunitomo, Naoto
1
Matsushita, Yukitoshi
1
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1
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1
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ECONIS (ZBW)
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
the likelihood function of RMESV-ALM, and the
finite
sample
properties
of the quasi-maximum likelihood estimator of the …
Persistent link: https://www.econbiz.de/10011586691
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
likelihood function of RMESV-ALM, and the
finite
sample
properties
of the quasi-maximum likelihood estimator of the parameters …
Persistent link: https://www.econbiz.de/10011536626
Saved in:
4
Location properties of point estimators in linear instrumental variables and related models
Hirano, Keisuke
;
Porter, Jack
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 720-733
Persistent link: https://www.econbiz.de/10011483374
Saved in:
5
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
Saved in:
6
Improvement in
Finite
Sample
Properties
of the Hansen-Jagannathan Distance Test
Ren, Yu
;
Shimotsu, Katsumi
-
2007
proposes to improve the
finite
sample
properties
of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10011940740
Saved in:
7
Improvement in
Finite
Sample
Properties
of the Hansen-Jagannathan Distance Test
Ren, Yu
;
Shimotsu, Katsumi
-
Economics Department, Queen's University
-
2007
proposes to improve the
finite
sample
properties
of the HJ-distance test by applying the shrinkage method (Ledoit and Wolf …
Persistent link: https://www.econbiz.de/10005688211
Saved in:
8
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of Banking & Finance
37
(
2013
)
6
,
pp. 1832-1844
dictates the tail decay remains relatively unexplored. We study the
finite
sample
properties
of some recently proposed …
Persistent link: https://www.econbiz.de/10010662612
Saved in:
9
The performance of estimators based on the propensity score
Huber, Martin
;
Lechner, Michael
;
Wunsch, Conny
- In:
Journal of Econometrics
175
(
2013
)
1
,
pp. 1-21
We investigate the
finite
sample
properties
of a large number of estimators for the average treatment effect on the …
Persistent link: https://www.econbiz.de/10010664687
Saved in:
10
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
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