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Mikusheva, Anna; Sølvsten, Mikkel - In: Quantitative economics : QE ; journal of the … 16 (2025) 2, pp. 367-403

inconsistent. The bias arises in settings with many regressors because the normalized OLS design matrix remains asymptotically … random and correlates with the regression error when only weak (but not strict) exogeneity holds. This bias' magnitude … increases with the number of regressors and their average autocorrelation. We propose an innovative approach to bias correction …

Persistent link: https://www.econbiz.de/10015423082

Learning dynamics with data (quasi-)differencing

Kuang, Pei - 2015

Persistent link: https://www.econbiz.de/10010533002

Belief distortions and macroeconomic fluctuations

Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2020

Persistent link: https://www.econbiz.de/10012243961

Portmanteau-type tests for unit-root and cointegration

Zhang, Rongmao; Chan, Ngai Hang - In: Journal of econometrics 207 (2018) 2, pp. 307-324

Persistent link: https://www.econbiz.de/10012116354

Are bitcoin prices isolated or co-integrated?

Vyas, Vishal; Mehta, Kiran; Sharma, Renuka - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 5-19

Persistent link: https://www.econbiz.de/10014388694

Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso

Caner, Mehmet; Kock, Anders Bredahl - In: Journal of econometrics 203 (2018) 1, pp. 143-168

Persistent link: https://www.econbiz.de/10011974644

Power ratio cum median-based ratio estimator of finite population mean with known population medianh

Abdullahi, Umar K.; Ugwuowo, Fidelis I.; Lawson, Nuanpan - In: Statistics in transition : an international journal of … 24 (2023) 5, pp. 35-44

average. The estimator assumes the population to be homogeneous and skewed. The properties (i.e. the Bias and the Mean Squared …

Persistent link: https://www.econbiz.de/10015120968

A chain ratio-type exponential estimator for population mean in double sampling

Sahoo, Nirupama; Jhankar, Sananda Kumar - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 63-76

study variable, by incorporating two auxiliary variables in twophase (double) sampling. The bias and the mean square error …

Persistent link: https://www.econbiz.de/10015125402

Improved calibration estimation of population mean in stratified sampling using two auxiliary variablesh

Oladugba, Abimibola V.; Babatunde, Oluwagbenga T. - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 77-91

In this paper, a new improved calibration estimator for the population mean in a stratified sampling was proposed using two auxiliary variables. A simulation study was carried out to evaluate the performance and efficiency of the proposed estimator with respect to three estimators considered in...

Persistent link: https://www.econbiz.de/10015125408

Improved estimation of the mean through regressed exponential estimators based on sub-sampling non-respondents

Sinha, R. R.; Bharti - In: Statistics in transition : an international journal of … 25 (2024) 3, pp. 103-122

exponential estimators using different parameters of an auxiliary character based on sub-sampling non-respondents. The bias and …

Persistent link: https://www.econbiz.de/10015127219