本文に飛ぶ

年 〜
年

検索結果 8 件

Generalized Least Squares Model Averaging

Generalized Least Squares Model Averaging
デジタル文書・図像類
Liu, Qingfeng, Okui, Ryo, Yoshimura, ArihiroInstitute of Economic Research, Kyoto University2013-03KIER Discussion Paper855
インターネットで読める全国の図書館
  • 要約等...ethod achieves asymptotic optimality. It is also shown that the asymptotic optimality holds even when the variances...
  • 件名model averaging GLS FGLS asymptotic optimality Mallows' Cp

Generalized Cp Model Averaging for Heteroskedastic Models

Generalized Cp Model Averaging for Heteroskedastic Models
デジタル文書・図像類
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
全国の図書館
  • 件名Model Averaging Model Selection Asymptotic Optimality Mallows’ Cp Heteroskedastic e...
  • 一般注記... GC method has asymptotic optimality not only as a model averaging...

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
紙文書・図像類
Hyodo, Masashi, Kubokawa, Tatsuya日本経済国際共同センター2012-12Discussion paper series. CIRJE-FCIRJE-F-872
全国の図書館
  • 件名asymptotic optimality high dimension linear discrim...

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

An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity
紙文書・図像類
Kunitomo, Naoto, Akashi, Kentaro日本経済国際共同センター2010-12Discussion paper series. CIRJE-FCIRJE-F-780
全国の図書館
  • 件名...ward-filtering Asymptotic Optimality

Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity

Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity
紙文書・図像類
Kunitomo, Naoto日本経済国際共同センター2008-07Discussion paper series. CIRJE-FCIRJE-F-576
全国の図書館
  • 件名...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
紙文書・図像類
Akashi, Kentaro, Kunitomo, Naoto日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-708
全国の図書館
  • 件名...ward Filtering Asymptotic Optimality Individual Heteroscedasticity

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

The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations
紙文書・図像類
Kunitomo, Naoto, Akashi, Kentaro日本経済国際共同センター2007-07Discussion paper series. CIRJE-FCIRJE-F-503
全国の図書館
  • 件名...nal Conditions Asymptotic Optimality

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

On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments
紙文書・図像類
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
全国の図書館
  • 件名...mum Likelihood Asymptotic Optimality

検索結果は以上です。

RSS