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ECONIS (ZBW)
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1
Big G
Cox, Lydia
-
2020
impact
inflation
, little crowding out of private expenditure exists, and the multiplier tends to be larger compared to a one …
Persistent link: https://www.econbiz.de/10012481991
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2
Robust Monetary Policy Under Model Uncertainty in a Small Model of the U.S. Economy
Onatski, Alexei
-
2000
This paper examines monetary policy in Rudebusch and Svensson's (1999) two equation macroeconomic model when the policymaker recognizes that the model is an approximation and is uncertain about the quality of that approximation. It is argued that the minimax approach of robust control provides a...
Persistent link: https://www.econbiz.de/10012471286
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3
Confidence Regions for Robust Regression
Welsch, Roy E.
-
1975
of modest kurtosis, the covariance estimators all give reasonable results and, after adjusting for asymptotic
bias
, some …
Persistent link: https://www.econbiz.de/10012479015
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4
Robust Line Estimation With Errors in Both Variables
Brown, Michael L.
-
1975
The estimator holding the central place in the theory of the multivariate "errors-in-the-variables" (EV) model results from performing orthogonal recession on variables rescaled according to the covariance matrix of the errors [7]. Our first principal finding, via Monte Carlo on the univariate...
Persistent link: https://www.econbiz.de/10012479043
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5
Robust Non-Linear Regression Using The Dogleg Algorithm
Welsch, Roy E.
-
1975
What are the statistical and computational problems associated with robust nonlinear regression? This paper presents a number of possible approaches to these problems and develops a particular algorithm based on the work of Powell and Dennis
Persistent link: https://www.econbiz.de/10012479050
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6
Comparison of Robust and Varying Parameter Estimates of a Macroeconometric Model
Cooley, Thomas F.
-
1974
Four estimators of econometric models are compared for predictive accuracy. Two estimators assume that the parameters of the equations are subject to variation over time. The first of these, the adaptive regression technique (ADR), assumes that the intercept varies overtime, while the other, a...
Persistent link: https://www.econbiz.de/10012479070
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7
Monte Carlo Techniques in Studying Robust Estimators
Hoaglin, David C.
-
1973
Recent work on robust estimation has led to many procedures, which are easy to formulate and straightforward to program but difficult to study analytically. In such circumstances experimental sampling is quite attractive, but the variety and complexity of both estimators and sampling situations...
Persistent link: https://www.econbiz.de/10012479109
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8
A Comparison of FIML and Robust Estimates of a Nonlinear Macroeconomic Model
Fair, Ray C.
-
1973
The prediction accuracy of six estimators of econometric models are compared. Two of rthe estimators are ordinary least squares (OLS) and full-information maximum likelihood. (FML). The other four estimators are robust estimators in the sense that they give less weight to large residuals. One of...
Persistent link: https://www.econbiz.de/10012479110
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9
Monte Carlo for Robust Regression : The Swindle Unmasked
Holland, Paul W.
-
1973
This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned
Persistent link: https://www.econbiz.de/10012479115
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10
Generalized Robustness and Dynamic Pessimism
Maenhout, Pascal J.
-
2020
This paper develops a theory of dynamic pessimism and its impact on asset prices. Notions of time-varying pessimism arise endogenously in our setting as a consequence of agents' concern for model misspecification. We generalize the robust control approach of Hansen and Sargent (2001) by...
Persistent link: https://www.econbiz.de/10012481947
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