<--- Back to Details
First PageDocument Content
Statistics / Estimation theory / Statistical theory / Statistical inference / M-estimators / Econometrics / Consistent estimator / Maximum likelihood estimation / Jackknife resampling / Estimator / Delta method
Date: 2009-01-27 08:14:20
Statistics
Estimation theory
Statistical theory
Statistical inference
M-estimators
Econometrics
Consistent estimator
Maximum likelihood estimation
Jackknife resampling
Estimator
Delta method

paneljackknife28feb2006.dvi

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Download Document from Source Website

File Size: 229,24 KB

Share Document on Facebook

Similar Documents

An alternative root-n consistent estimator for panel data binary choice models

An alternative root-n consistent estimator for panel data binary choice models

DocID: 1sjak - View Document

Castagnetti_Rossi_Trapani_31_Jan_2014.dvi

Castagnetti_Rossi_Trapani_31_Jan_2014.dvi

DocID: 1rclQ - View Document

Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015  Abstract

Large-dimensional factor modeling based on high-frequency observations Markus Pelger∗ August 20, 2015 Abstract

DocID: 1r4jL - View Document

Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

Estimating Quadratic Variation Consistently in the presence of Correlated Measurement Error Ilze Kalninay and Oliver Lintonz The London School of Economics October 3, 2006

DocID: 1r49z - View Document

Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School  of Economics and Finance, Queensland University of Technology

Simulation-Based Density Estimation for Time Series using Covariate Data∗ Yin Liaoa and John Stachurskib a School of Economics and Finance, Queensland University of Technology

DocID: 1qUbu - View Document