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Weighted minimum mean-square distance from independence estimation

Brown, Donald J.; Wegkamp, Marten H. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2035-2051

Persistent link: https://www.econbiz.de/10001702256

Weighted minimum mean-square distance from independence estimation

Brown, Donald J.; Wegkamp, Marten H. - 2000

Persistent link: https://www.econbiz.de/10001543169

Asymptotics in minimum distance from independence estimation

Brown, Donald J.; Wegkamp, Marten H. - 2000

Persistent link: https://www.econbiz.de/10001468354

Efficiency of linear estimators under heavy-tailedness : convolutions of α-symmetric distributions

Ibragimov, Rustam - In: Econometric theory 23 (2007) 3, pp. 501-517

Persistent link: https://www.econbiz.de/10003541265

On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam Ju. - In: Journal of econometrics 181 (2014) 1, pp. 25-33

Persistent link: https://www.econbiz.de/10010473439

Fictive Learning in Choice under Uncertainty : A Logistic Regression Model

Brown, Donald - 2014

This paper is an exposition of an experiment on revealed preferences, where we posit a novel discrete binary choice model. To estimate this model, we use general estimating equations or GEE. This is a methodology originating in biostatistics for estimating regression models with correlated data....

Persistent link: https://www.econbiz.de/10013056705