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Estimation of nonlinear error correction models
Seo, Myung Hwan - London School of Economics (LSE) - 2007
consistency of the least squares estimator of the cointegrating vector allowing for both smooth and discontinuous transition …
Persistent link: https://www.econbiz.de/10010928743
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Majority voting on restricted domains
Dietrich, Franz; List, Christian - London School of Economics (LSE) - 2010
In judgment aggregation, unlike preference aggregation, not much is known about domain restrictions that guarantee consistent majority outcomes. We introduce several conditions on individual judgments sufficient for consistent majority judgments. Some are based on global orders of propositions...
Persistent link: https://www.econbiz.de/10010746419
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Estimation of structural optimization models: a note on identification
Srisuma, Sorawoot - London School of Economics (LSE) - 2010
Bajari, Benkard and Levin (2007) propose an estimation methodology for a broad class of dynamic optimization problems. To carry out their procedure, one needs to select a set of alternative policy functions and compare the implied expected payoffs with that from the data. We show that this can...
Persistent link: https://www.econbiz.de/10011126033
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Inference on power law spatial trends (Running Title: Power Law Trends)
Robinson, Peter M. - London School of Economics (LSE) - 2011
dependent errors, are considered for observations over time, space or space-time. Consistency and asymptotic normality of … many in which consistency of a vector of parameter estimates (which converge at different rates) cannot be established by … present a generic consistency result.J …
Persistent link: https://www.econbiz.de/10011126136
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Gaussian maximum likelihood estimation for ARMA models I: time series
Yao, Qiwei; Brockwell, Peter J. - London School of Economics (LSE) - 2006
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal …
Persistent link: https://www.econbiz.de/10011126193
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Gaussian maximum likelihood estimation for ARMA models I: time series
Yao, Qiwei; Brockwell, Peter J - London School of Economics (LSE) - 2006
We provide a direct proof for consistency and asymptotic normality of Gaussian maximum likelihood estimators for causal …
Persistent link: https://www.econbiz.de/10011126410
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Gaussian maximum likelihood estimation for ARMA models II: spatial processes
Yao, Qiwei; Brockwell, Peter J - London School of Economics (LSE) - 2006
This paper examines the Gaussian maximum likelihood estimator (GMLE) in the context of a general form of spatial autoregressive and moving average (ARMA) processes with finite second moment. The ARMA processes are supposed to be causal and invertible under the half-plane unilateral order, but...
Persistent link: https://www.econbiz.de/10011126532
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Sparsistency and rates of convergence in large covariance matrix estimation
Lam, Clifford; Fan, Jianqing - London School of Economics (LSE) - 2009
This paper studies the sparsistency and rates of convergence for estimating sparse covariance and precision matrices based on penalized likelihood with nonconvex penalty functions. Here, sparsistency refers to the property that all parameters that are zero are actually estimated as zero with...
Persistent link: https://www.econbiz.de/10011071205
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Multiple local whittle estimation in stationary systems
Robinson, Peter M. - London School of Economics (LSE) - 2007
cointegration, the consistency proof of these implicitly-defined estimates is nonstandard due to the β estimate converging faster …
Persistent link: https://www.econbiz.de/10011071412
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Towards the ‘Big Society’: what role for neighbourhood working?: evidence from a comparative European study
Durose, Catherine; France, Jonathan; Lupton, Ruth; … - London School of Economics (LSE) - 2011
Under the New Labour government, the neighbourhood emerged prominently as a site for policy interventions and as a … space for civic activity, resulting in the widespread establishment of neighbourhood-level structures for decision … approaches to neighbourhood working have facilitated and constrained civic participation and action. Drawing on the work of …
Persistent link: https://www.econbiz.de/10010745473