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Optimal asymptotic least squares estimation in a singular set-up

Díez de los Ríos, Antonio - In: Economics letters 128 (2015), pp. 83-86

Persistent link: https://www.econbiz.de/10011383022

Conditional moment models under semi-strong identification

Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 182 (2014) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10010497144

Partially linear models with endogeneity : a conditional moment-based approach

Antoine, Bertille; Sun, Xiaolin - In: The econometrics journal 25 (2022) 1, pp. 256-275

Persistent link: https://www.econbiz.de/10012878912

Nearest comoment estimation with unobserved factors

Boudt, Kris; Cornilly, Dries; Verdonck, Tim - In: Journal of econometrics 217 (2020) 2, pp. 381-397

Persistent link: https://www.econbiz.de/10012482778

Empirical characteristic functions-based estimation and distance correlation for locally stationary processes

Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, … - 2016 - Version: November 1, 2016

In this paper, we propose a kernel-type estimator for the local characteristic function of locally stationary processes …-varying linear processes, we establish a central limit theorem under the assumption of finite absolute first moments of the process … stationary processes, we are able to provide asymptotic theory for local empirical distance correlations. Finally, we provide a …

Persistent link: https://www.econbiz.de/10011570173

Nearest comoment estimation with unobserved factors

Boudt, Kris; Cornilly, Dries; Verdonck, Tim - 2019

Persistent link: https://www.econbiz.de/10012026474

Threshold autoregressive models for interval-valued time series data

Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446

Persistent link: https://www.econbiz.de/10012110403

The CAPM with measurement error : "there’s life in the old dog yet!"

Simmet, Anastasia; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 240 (2020) 4, pp. 417-453

Persistent link: https://www.econbiz.de/10012167634

Partially linear models with endogeneity : a conditional moment based approach

Antoine, Bertille; Sun, Xiaolin - 2020

Persistent link: https://www.econbiz.de/10012319258

A fast robust method for fitting gamma distributions

Clarke, Brenton; McKinnon, Peter; Riley, Geoff - In: Statistical Papers 53 (2012) 4, pp. 1001-1014

The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L <Subscript>2</Subscript> minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms...</subscript>

Persistent link: https://www.econbiz.de/10010998601