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Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna; Jagannathan, Ravi; Ma, Tongshu - In: Management science : journal of the Institute for … 55 (2009) 6, pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
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Eliciting Illegal migration rates through list randomization
McKenzie, David J.; Siegel, Melissa - 2013
Persistent link: https://www.econbiz.de/10009777278
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Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A.; Newey, Whitney K.; Woutersen, Tiemen; … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009736533
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Kreuzvalidierung in der nichtparametrischen Quantilsregression
Abberger, Klaus - 1995
oft verwendetes Verfahren zu dessen Bestimmung ist die Kreuzvalidierung. Die Übertragung dieser Methode auf die …
Persistent link: https://www.econbiz.de/10009708583
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Portfolio monitoring in theory and practice
Michaud, Richard O.; Esch, David N.; Michaud, Robert O. - In: Journal of investment management : JOIM 10 (2012) 4, pp. 5-18
Persistent link: https://www.econbiz.de/10009710896
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Eliciting illegal migration rates through list randomization
McKenzie, David J.; Siegel, Melissa - 2013
Persistent link: https://www.econbiz.de/10009764001
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Combining two consistent estimators
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - 2013 - revised August 2012
This paper shows how a weighted average of a forward and reverse Jackknife IV estimator (JIVE) yields estimators that are robust against heteroscedasticity and many instruments. These estimators, called HFUL (Heteroscedasticity robust Fuller) and HLIM (Heteroskedasticity robust limited...
Persistent link: https://www.econbiz.de/10009766699
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Resampling in state space models
Stoffer, David S.; Wall, Kent D. - In: State space and unobserved component models : theory …, (pp. 171-202). 2004
Persistent link: https://www.econbiz.de/10009719925
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State estimation of a shop floor using improved resampling rules for particle filtering
Celik, Nurcin; Son, Young Jun - In: International journal of production economics 134 (2011) 1, pp. 224-237
Persistent link: https://www.econbiz.de/10009377172
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Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros; Ornelas, José Renato Haas; … - In: Portfolio and risk management for central banks and …, (pp. 75-84). 2011
Persistent link: https://www.econbiz.de/10009405187