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Higher-order asymptotic properties of kernel density estimator with plug-in bandwidth

Imai, Shunsuke; Nishiyama, Yoshihiko - 2022

Persistent link: https://www.econbiz.de/10013184333

Nonparametric estimation for regulation models

Enache, Andreea; Florens, Jean-Pierre - In: Annals of economics and statistics 131 (2018), pp. 45-58

Persistent link: https://www.econbiz.de/10012249485

Forecasting with factor-augmented regression : a frequentist model averaging approach

Cheng, Xu; Hansen, Bruce E. - In: Journal of econometrics 186 (2015) 2, pp. 280-293

Persistent link: https://www.econbiz.de/10011349480

Multistep forecast averaging with stochastic and deterministic trends

Kejriwal, Mohitosh; Nguyen, Linh; Yu, Xuewen - In: Econometrics : open access journal 11 (2023) 4, pp. 1-43

Mallows/Cross-Validation weighting that target the AMSE as well as underscore the importance of accounting for both …

Persistent link: https://www.econbiz.de/10014507838

Using Bayesian techniques for data pooling in regional payroll forecasting

Lesage, James P. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 1, pp. 127-135

Persistent link: https://www.econbiz.de/10001081584

Forecasting net charge-off rates of banks : what model works best?

Barth, James R.; Han, Sumin; Joo, Sunghoon; Lee, Kang Bok; … - In: Quantitative finance and economics 2 (2018) 3, pp. 554-589

Persistent link: https://www.econbiz.de/10012156806

An improved ridge type estimator for logistic regression

Varathan, Nagarajah - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 113-126

In this paper, an improved ridge type estimator is introduced to overcome the effect of multi-collinearity in logistic regression. The proposed estimator is called a modified almost unbiased ridge logistic estimator. It is obtained by combining the ridge estimator and the almost unbiased ridge...

Persistent link: https://www.econbiz.de/10013428849