Download or read book Convergence Rates Asymptotic Normality for Series Estimators written by Whitney K. Newey and published by . This book was released on 1995 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions written by Xiaohong Chen and published by . This book was released on 2014 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Econometrics written by James J. Heckman and published by Elsevier. This book was released on 2009-01-13 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Econometrics written by Zvi Griliches and published by Elsevier. This book was released on 1983 with total page 1057 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics.
Download or read book On the Rates of Convergence to Asymptotic Normality of Least Squares Estimators in Linear Regression Model with Autocorrelated Errors written by Subhash Chander Sharma and published by . This book was released on 1983 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Normality and Convergence Rates of Linear Rank Statistics Under Alternatives written by Madan L. Puri and published by . This book was released on 1977 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotic normality of linear rank statistics under alternatives is proved employing techniques of Chernoff and Savage. Under suitable assumptions the rate of convergence to normality under alternatives is also obtained for such statistics. The results of the paper are related to those of Hajek and Hoeffding. Results on the rate of convergence extend those of Jureckova and Puri and Bergstrom and Puri.
Download or read book Rates of Convergence and Asymptotic Normality of Curve Estimators for Ergodic Diffusion Processes written by and published by . This book was released on 2000 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Rates of Convergence and Asymptotic Normality of Curve Estimators for Ergodic Diffusion Processes written by J. H. van Zanten and published by . This book was released on 2000 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Convergence Rates for Series Estimators written by Whitney K. Newey and published by . This book was released on 1993 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Statistics written by A. W. van der Vaart and published by Cambridge University Press. This book was released on 2000-06-19 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i.i.d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master s level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.
Download or read book Econometrics written by Bruce Hansen and published by Princeton University Press. This book was released on 2022-06-28 with total page 1081 pages. Available in PDF, EPUB and Kindle. Book excerpt: The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists
Download or read book Journal of Econometrics written by and published by . This book was released on 1997 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Estimation of Dynamic Panel Models with Fixed Effects written by Yoonseok Lee and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper considers nonparametric estimation of autoregressive panel models with fixed effects. A within-group type series estimator is developed and its convergence rate and the asymptotic normality are derived. It is found that the series estimator is asymptotically biased and the bias reduces the mean-square convergence rate compared with the cross section cases. A bias corrected nonparametric estimator is developed. As an extension, partially linear dynamic panel models are also studied.
Download or read book Asymptotics in Statistics and Probability written by Madan L. Puri and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-11-05 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Asymptotics in Statistics and Probability".
Download or read book Asymptotic Bias and Optimal Convergence Rates for Semiparametric Kernel Estimators in the Regression Discontinuity Model written by Jack Ray Porter and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Nonparametric Econometrics written by Qi Li and published by Princeton University Press. This book was released on 2023-07-18 with total page 768 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep pace with these emerging methods of economic analysis. Nonparametric Econometrics fills a major gap by gathering together the most up-to-date theory and techniques and presenting them in a remarkably straightforward and accessible format. The empirical tests, data, and exercises included in this textbook help make it the ideal introduction for graduate students and an indispensable resource for researchers. Nonparametric and semiparametric methods have attracted a great deal of attention from statisticians in recent decades. While the majority of existing books on the subject operate from the presumption that the underlying data is strictly continuous in nature, more often than not social scientists deal with categorical data—nominal and ordinal—in applied settings. The conventional nonparametric approach to dealing with the presence of discrete variables is acknowledged to be unsatisfactory. This book is tailored to the needs of applied econometricians and social scientists. Qi Li and Jeffrey Racine emphasize nonparametric techniques suited to the rich array of data types—continuous, nominal, and ordinal—within one coherent framework. They also emphasize the properties of nonparametric estimators in the presence of potentially irrelevant variables. Nonparametric Econometrics covers all the material necessary to understand and apply nonparametric methods for real-world problems.
Download or read book A Companion to Theoretical Econometrics written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
