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Impact of the SO threshold on the statistics of economic variables for the Swiss agricultural sector
Roesch, Andreas - In: German journal of agricultural economics : GJAE 64 (2015) 1, pp. 33-41
Persistent link: https://www.econbiz.de/10010490172
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Minimizing bias in selection on observables estimators when unconfoundness fails
Millimet, Daniel L. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003738412
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Sample covariance shrinkage for high dimensional dependent data
Sancetta, Alessio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328154
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A note on stock sampling and maximum duration
Bijwaard, Govert (contributor) - 2006
Persistent link: https://www.econbiz.de/10003331657
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Estimation with inequality constraints on parameters and truncation of the sampling distribution
Barnett, William A.; Seck, Ousmane - 2009
Persistent link: https://www.econbiz.de/10003838891
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New evidence on the finite sample properties of propensity score matching and reweighting estimators
Busso, Matias; DiNardo, John E.; McCrary, Justin - 2009
Currently available asymptotic results in the literature suggest that matching estimators have higher variance than reweighting estimators. The extant literature comparing the finite sample properties of matching to specific reweighting estimators, however, has concluded that reweighting...
Persistent link: https://www.econbiz.de/10003809052
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On the efficiency of randomized PPS sampling with an application to the Producer Price Index
Knottnerus, Paul - 2009
Persistent link: https://www.econbiz.de/10003863432
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Sampling and estimation techniques for the implementation of the NACE Rev. 2 in Business Surveys
Brakel, Jan A. van den - 2009
Persistent link: https://www.econbiz.de/10003863440
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
"LIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd"Jump-Robust Volatility Estimation using Nearest Neighbor Truncation var djConfig = { parseOnLoad: true, isDebug: false };NATIONAL BUREAU OF ECONOMIC RESEARCH HOME PAGE Jump-Robust Volatility Estimation using...
Persistent link: https://www.econbiz.de/10003898519
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Quantile and probability curves without crossing
Chernozhukov, Victor (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003454059