Search Results - subject:"Moment estimation"

Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity

Feng, Xingdong; Li, Wenyu; Zhu, Qianqian - In: Journal of econometrics 238 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015073797

Estimation methods of theree parameters discrete generalized exponential distribution

Khan, M. Shuaib; Aleem, M.; Shah, Muhammad Akbar Ali - In: Pakistan Journal of Commerce and Social Sciences (PJCSS) 4 (2010) 2, pp. 156-165

Generalized Exponential distribution is the sum of infinite probability function. Moment estimation, inverse integer moment … estimation, moment generating function, maximum likelihood estimation and L-moment estimation are derived for this infinite …

Persistent link: https://www.econbiz.de/10011938265

Estimation methods of theree parameters discrete generalized exponential distribution

Khan, M. Shuaib; Aleem, M.; Shah, Muhammad Akbar Ali - In: Pakistan journal of commerce and social sciences 4 (2010) 2, pp. 156-165

Persistent link: https://www.econbiz.de/10011923294

Extreme quantile estimation for autoregressive models

Li, Deyuan; Wang, Huixia - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 661-670

Persistent link: https://www.econbiz.de/10012179004

Differentiating asset classes

Madan, Dilip B. - In: International journal of portfolio analysis and … 2 (2018) 2, pp. 99-113

Persistent link: https://www.econbiz.de/10012253642

Moment-based tests for random effects in the two-way error component model with unbalanced panels

Wu, Jianhong; Li, Guodong; Xia, Qiang - In: Economic modelling 74 (2018), pp. 61-76

Persistent link: https://www.econbiz.de/10012101312

Efficient estimation of expected stock price returns

Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38

Persistent link: https://www.econbiz.de/10011808349

GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference

Hill, Jonathan B.; Prokhorov, Artem - In: Journal of econometrics 190 (2016) 1, pp. 18-45

Persistent link: https://www.econbiz.de/10011591613

Robust hedging performance and volatility risk in option markets : application to Standard and Poor's 500 and Taiwan index options

Han, Chuan-Hsiang; Chang, Chien-Hung; Kuo, Chii-Shyan; … - In: International review of economics & finance : IREF 40 (2015), pp. 160-173

Persistent link: https://www.econbiz.de/10011573571

Testing the fit of the logistic model for matched case-control studies

Chen, Li-Ching; Wang, Jiun-Yi - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 309-319

With numerous statistical packages being easily available to conduct the logistic regression analysis, assessment for the goodness-of-fit in the logistic case-control studies becomes more important in practice. While various methods for model checking in conventional case-control studies have...

Persistent link: https://www.econbiz.de/10010580843