Showing 1 - 10 of 176
Persistent link: https://www.econbiz.de/10005233332
Modern econometrics requires implementation of highly specialized software. In contrast to mathematical arguments used in implementing new econometric techniques the corresponding software algorithms require specific platforms. The specialization of hardware and software, in fact, seriously...
Persistent link: https://www.econbiz.de/10005233333
The optimal minimum distance (OMD) estimator for models of covariance structure is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample...
Persistent link: https://www.econbiz.de/10005233334
This paper is concerned with estimating the mean of a random variable Y conditional on a vector of covariates X under weak assumptions about the form of the conditional mean function. Fully nonparametric estimation is usually unattractive when X is multidimensional because estimation precision...
Persistent link: https://www.econbiz.de/10005233335
Persistent link: https://www.econbiz.de/10005233339
Persistent link: https://www.econbiz.de/10005755349
Persistent link: https://www.econbiz.de/10005755352
Persistent link: https://www.econbiz.de/10005755353
Persistent link: https://www.econbiz.de/10005755354
Persistent link: https://www.econbiz.de/10005755356