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Efficient accommodation of local minima in watershed model calibration
Skahill, B. E.; Doherty, J. E. - 2006
The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized...
Persistent link: https://www.econbiz.de/10009447949
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Validity of Wild Bootstrap Inference with Clustered Errors
Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017
We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …
Persistent link: https://www.econbiz.de/10011939434
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Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018
We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …
Persistent link: https://www.econbiz.de/10011939450
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Estimation in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - 2018
Persistent link: https://www.econbiz.de/10011941430
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On building inference for the statistical neural network with application to Naira-Dollar exchange rate efficiency: A bootstrap approach
Udomboso, Christopher G.; Saliu, Francisco U. - In: CBN Journal of Applied Statistics 07 (2016) 2, pp. 123-136
In this study, we developed an inference procedure for the neural network using the bootstrap approach, and applied it … method of partial derivative. The network architecture used is the multilayer perceptron. A valid statistical inference based …
Persistent link: https://www.econbiz.de/10011961650
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Easy bootstrap-like estimation of asymptotic variances
Honoré, Bo E.; Hu, Luojia - 2018
The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a "Poor (Wo)man's Bootstrap" based on one-dimensional...
Persistent link: https://www.econbiz.de/10012030354
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Replication to assess statistical adequacy
Owen, Dorian - 2017
"Statistical adequacy" is an important prerequisite for securing reliable inference in empirical modelling. This paper …
Persistent link: https://www.econbiz.de/10011725210
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Testing productivity change, frontier shift, and efficiency change
Asmild, Mette; Kronborg, Dorte; Rønn-Nielsen, Anders - 2018
Inference about productivity change over time based on data envelopment (DEA) has focused primarily on the Malmquist …
Persistent link: https://www.econbiz.de/10012101069
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On GMM estimation of linear dynamic panel data models
Fritsch, Markus - 2019
. Estimation and inference can, however, be carried out with the generalized method of moments (GMM) by suitably aggregating … assumptions are proposed in the literature - often lacking a thorough discussion of the implications for estimation and inference … conditions required to establish identification and consistency, derive the asymptotic properties, and carry out inference for …
Persistent link: https://www.econbiz.de/10012109570
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Practical aspects of using quadratic moment conditions in linear dynamic panel data models
Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019
We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the quadratic Ahn and Schmidt (1995) moment conditions. Our contribution is twofold: First, we show that extending the standard assumptions by mean stationarity and time series...
Persistent link: https://www.econbiz.de/10012109572