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On deconvolution as a first stage nonparametric estimator
Hu, Yingyao; Ridder, Geert - In: Econometric reviews 29 (2010) 4, pp. 365-396
Persistent link: https://www.econbiz.de/10003978815
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Optimal Confidence Intervals for the Tail Index and High Quantiles
Ferreira, Ana; de Vries, Casper G. - 2004
, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme …. Simulation results are also presented.It is weIl known that extreme value parameter estimators which balance the asymptotic bias …
Persistent link: https://www.econbiz.de/10010325182
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Gamma unobserved heterogeneity and duration bias
Børing, Pål - In: Econometric reviews 29 (2010) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003943392
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The exact bias of the log-periodogram regression estimator
Lieberman, Offer - In: Econometric reviews 20 (2001) 3, pp. 369-383
Persistent link: https://www.econbiz.de/10001606196
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Estimation of firm-specific technological bias, technical change and total fctor productivity growth : a dual approach
Kumbhakar, Subal; Nakamura, Shinichiro; Heshmati, Almas - In: Econometric reviews 19 (2000) 4, pp. 493-515
Persistent link: https://www.econbiz.de/10001521439
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - In: Econometric reviews 36 (2017) 6/9, pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
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Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping; Li, Qi; Yang, Jui-Chung - In: Econometric reviews 34 (2015) 6/10, pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379
Persistent link: https://www.econbiz.de/10012039266