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Selectivity of Big data
Buelens, Bart; Daas, Piet J. H.; Burger, J.M.S.; Puts, Marco - 2014
Persistent link: https://www.econbiz.de/10010393969
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Die Genauigkeit der Regressionsschätzung bei geschichteter Zufallsauswahl : eine Simulationsuntersuchung
Weigl, Ralf - 1993
Persistent link: https://www.econbiz.de/10000873540
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A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10003792846
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A spatial Cliff-Ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - In: Journal of regional science 50 (2010) 2, pp. 592-614
Persistent link: https://www.econbiz.de/10003974238
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Some perspectives on data issues in microsimulation modelling
Feenberg, Daniel; Gupta, Anil - In: Microsimulation in government policy and forecasting, (pp. 457-466). 2000
Persistent link: https://www.econbiz.de/10001513531
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Semiparametric estimation of the intercept of a sample selection model
Andrews, Donald W. K. - In: The review of economic studies 65 (1998) 3, pp. 497-517
Persistent link: https://www.econbiz.de/10001244371
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Sample based proportions as values on an independent variable in a regression model
Jonsson, Bo - 1992
Persistent link: https://www.econbiz.de/10000848296
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Estimating and testing dynamic corporate finance models
Bazdresch, Santiago; Kahn, R. Jay; Whited, Toni Marion - In: The review of financial studies 31 (2018) 1, pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
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Sampling the functional Kolmogorov forward equations for nonstationary queueing networks
Pender, Jamol - In: INFORMS journal on computing : JOC 29 (2017) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011648497
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Zero-variance importance sampling estimators for Markov process expectations
Awad, Hernan P.; Glynn, Peter W.; Rubinstein, Reuven Y. - In: Mathematics of operations research 38 (2013) 2, pp. 358-388
Persistent link: https://www.econbiz.de/10009751518