91 results on '"Sample properties"'
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2. Quadratic Artificial Likelihood Functions Using Estimating Functions
3. Large Sample Properties of Matching Estimators for Average Treatment Effects
4. Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis
5. Finite Sample Properties of Multiple Imputation Estimators
6. An Estimating Equation for Parametric Shared Frailty Models with Marginal Additive Hazards
7. A Likelihood Based Estimating Equation for the Clayton-Oakes Model with Marginal Proportional Hazards
8. On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data
9. Choosing a Model Selection Strategy
10. The Properties of L p -GMM Estimators
11. More Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
12. Expectations Hypotheses Tests: Discussion
13. The Effects of Systematic Sampling and Temporal Aggregation on Discrete Time Long Memory Processes and Their Finite Sample Properties
14. A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
15. Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments
16. Finite Sample Properties of a Multivariate Extension of Double Regression
17. An Information-Theoretic Alternative to Generalized Method of Moments Estimation
18. Iterated Partial Sum Sequences of Regression Residuals and Tests for Changepoints with Continuity Constraints
19. A Generalized Dirichlet Distribution Accounting for Singularities of the Variables
20. Bayesian optimal interval designs for phase I clinical trials
21. ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS
22. Estimating the survival functions in a censored semi-competing risks model
23. The Additive Risk Model for Estimation of Effect of Haplotype Match in BMT Studies
24. Estimating Haplotype Effects for Survival Data
25. Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
26. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
27. A Bayesian Approach to Non-Parametric Monotone Function Estimation
28. The Mizon-Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
29. Finite Sample Properties of Estimators of Spatial Models with Autoregressive, or Moving Average, Disturbances and System Feedback
30. Local Partial Likelihood Estimation in Proportional Hazards Regression
31. The Case against JIVE: A Comment
32. Large Sample Properties of Weighted Monte Carlo Estimators
33. An Empirical Investigation of Federal Wetlands Regulation and Flood Delineation : Implications for Residential Property Owners
34. Welsh's Trimmed Mean for the Nonlinear Regression Model
35. A Monte Carlo Study on the Finite Sample Properties of the Gibbs Sampling Method for a Stochastic Frontier Model
36. On "Small Sample" Properties of Experience Rating Insurance Contracts
37. Some Modified Versions of Durbin's h-Statistic
38. Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present
39. Finite Sample Properties of Ridge Estimators
40. On the Presence of Speculative Bubbles in Stock Prices
41. On the Use of Two-Stage Least Squares in Financial Models: A Comment
42. A Note on the Existence of Maximum Likelihood Estimates in Linear Regression Models Using Interval-Censored Data
43. The One-Sided Lagrange Multiplier Test of the AR (p) Model vs the AR (p) Model with Measurement Error
44. Inductive Evidence for Other Minds
45. Small Sample Properties of Estimators of Distributed Lag Models
46. Linear Regression in the Frequency Domain
47. A Simulation Study of the Small Sample Properties of the Hannan Estimator of a Distributed Lag Model When the Signal-to-Noise Ratio is Constant
48. Estimated Residual Covariance Matrix of Two Stage Least Squares and Computation of Three Stage Least Squares Estimates
49. Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties
50. Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
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