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A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin - In: Journal of econometrics 186 (2015) 1, pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
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Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng; Martin, Doug - In: Journal of risk 17 (2014/2015) 5, pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
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Improved inferences for spatial regression models
Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67
Persistent link: https://www.econbiz.de/10011479842
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Minimum distance estimation of search costs using price distribution
Sanches, Fábio Miessi; Junior, Daniel Silva; Srisuma, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 658-671
Persistent link: https://www.econbiz.de/10012249230
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A bootstrap approach for bandwidth selection in estimating conditional efficiency measures
Bădin, Luiza; Daraio, Cinzia; Simar, Léopold - In: European journal of operational research : EJOR 277 (2019) 2, pp. 784-797
Persistent link: https://www.econbiz.de/10012022136
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A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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Finite sample performance of principal components estimators for dynamic factor models : asymptotic vs. bootstrap approximations
Shintani, Mototsugu; Guo, Zi-Yi - 2011 - This version: January 2011
the bias is larger for a more persistent factor. In such a case, bootstrap procedures are effective in reducing the bias … and bootstrap confidence intervals outperform naive asymptotic confidence intervals in terms of controlling the coverage …
Persistent link: https://www.econbiz.de/10011723905
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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A generalized method of moments estimator for a spatial panel model with an endogenous spatial lag and spatial moving average errors
Fingleton, Bernard - In: Spatial economic analysis : the journal of the Regional … 3 (2008) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10003743881
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Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren; Staum, Jeremy - In: Journal of risk 11 (2008/09) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10003775644