Jump to main content

yr 〜
yr

Search results 8

Generalized Least Squares Model Averaging

Generalized Least Squares Model Averaging
Digital図書
Liu, Qingfeng, Okui, Ryo, Yoshimura, ArihiroInstitute of Economic Research, Kyoto University2013-03KIER Discussion Paper855
Available onlineOther Libraries in Japan
  • Summary, etc....ethod achieves asymptotic optimality. It is also shown that the asymptotic optimality holds even when the variances...
  • Subject Headingmodel averaging GLS FGLS asymptotic optimality Mallows' Cp

A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting

A Variable Selection Criterion for Linear Discriminant Rule and its Optimality in High Dimensional Setting
Paper規格・テクニカルリポート類
Hyodo, Masashi, Kubokawa, Tatsuya日本経済国際共同センター2012-12Discussion paper series. CIRJE-FCIRJE-F-872
Other Libraries in Japan
  • Subject Headingasymptotic optimality high dimension linear discrim...

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
Digital規格・テクニカルリポート類
Liu, Qingfeng小樽商科大学ビジネス創造センター2011-04-20Discussion paper series139p.1-20
Other Libraries in Japan
  • Summary, etc.... GC method has asymptotic optimality not only as a model averaging...
  • Subject Heading経済学 Model Averaging Model Selection Asymptotic Optimality Mallows’ Cp Heteroskedastic e...

An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity

An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity
Paper規格・テクニカルリポート類
Kunitomo, Naoto, Akashi, Kentaro日本経済国際共同センター2010-12Discussion paper series. CIRJE-FCIRJE-F-780
Other Libraries in Japan
  • Subject Heading...ward-filtering Asymptotic Optimality

Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity

Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity
Paper規格・テクニカルリポート類
Kunitomo, Naoto日本経済国際共同センター2008-07Discussion paper series. CIRJE-FCIRJE-F-576
Other Libraries in Japan
  • Subject Heading...ML JLIML GLIML Asymptotic Optimality

The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations

The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations
Paper規格・テクニカルリポート類
Akashi, Kentaro, Kunitomo, Naoto日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-708
Other Libraries in Japan
  • Subject Heading...ward Filtering Asymptotic Optimality Individual Heteroscedasticity

On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments

On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments
Paper規格・テクニカルリポート類
Anderson, T. W., Kunitomo, Naoto, Matsushita, Yukitoshi日本経済国際共同センター2008-01Discussion paper series. CIRJE-FCIRJE-F-542
Other Libraries in Japan
  • Subject Heading...mum Likelihood Asymptotic Optimality

The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations

The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations
Paper規格・テクニカルリポート類
Kunitomo, Naoto, Akashi, Kentaro日本経済国際共同センター2007-07Discussion paper series. CIRJE-FCIRJE-F-503
Other Libraries in Japan
  • Subject Heading...nal Conditions Asymptotic Optimality

Reached to the end of result.

RSS