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A sample robust optimal bidding model for a virtual power plant
Kim, Seokwoo; Choi, Dong Gu - In: European journal of operational research : EJOR 316 (2024) 3, pp. 1101-1113
Persistent link: https://www.econbiz.de/10014577860
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Robust Standard Errors in Small Samples : Some Practical Advice
Imbens, Guido W. - 2012
In this paper we discuss the properties of confidence intervals for regression parameters based on robust standard errors. We discuss the motivation for a modification suggested by Bell and McCaffrey (2002) to improve the finite sample properties of the confidence intervals based on the...
Persistent link: https://www.econbiz.de/10012460183
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A prelude to statistics in Wasserstein metric spaces
Chon Van Le; Uyen Hoang Pham - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 54-66
, where the metric on probability measures is taken as a Wasserstein metric arising from optimal transport theory. Design …
Persistent link: https://www.econbiz.de/10014497027
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How big should your data really be? : data-driven newsvendor : learning one sample at a time
Besbes, Omar; Mouchtaki, Omar - In: Management science : journal of the Institute for … 69 (2023) 10, pp. 5848-5865
Persistent link: https://www.econbiz.de/10014393035
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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
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Robust inference on average economic growth
Boswijk, Herman Peter; Franses, Philip Hans - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 345-370
Persistent link: https://www.econbiz.de/10003327363
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Unit roots, level shifts and trend breaks in per capita output : a robust evaluation
Kejriwal, Mohitosh; Lopez, Claude - 2009
Persistent link: https://www.econbiz.de/10003931205
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Nonstationary-volatility robust panel unit root tests and the great moderation
Hanck, Christoph - 2009
Persistent link: https://www.econbiz.de/10003937116
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Unit roots, level shifts and trend breaks in per capita output : a robust evaluation
Kejriwaly, Mohitosh; Lopez, Claude - 2009
Persistent link: https://www.econbiz.de/10003976486