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Improved maximum-likelihood estimation in a regression model with general parametrization
(TAYLOR & FRANCIS LTD, 2011)
We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed ...
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
(SPRINGER, 2011)
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, ...
Robust estimation in time series
(Springer, 2002-12)
The main purpose of this work is to study empirically by means of simulations, the robustness of a set of proposals to estimate the parameters in the MA(1) time series model. The non-normal populations are mixtures of ...
Bias from ignoring price dispersion in demand estimation
(2015-01-30)
Consumers often pay different prices for the same product bought in the same store at the same time. However, the demand estimation literature has ignored that fact using, instead, aggregate measures such as the 'list' or ...
A discussion of bias in magnetotelluric responses
(Society of Exploration Geophysicists, 2009-07)
Magnetic-field noise biases magnitudes of magnetotelluric response functions such as resistivity, impedance, and the induction vector (tipper). This is particularly severe in the so-called dead band between about 1- and ...
Analysis of Key Comparisons Incorporating Knowledge About Bias
(2012)
A method is proposed for analyzing key comparison data. It is based on the assumption that each laboratory participating in the comparison exercise obtains independent and consistent estimates of the measurand and that, ...
Corrected Maximum Likelihood Estimators in Linear Heteroskedastic Regression ModelsCorrected Maximum Likelihood Estimators in Linear Heteroskedastic Regression Models
(Sociedade Brasileira de Econometria, 2008)
An estimation of CPI biases in Argentina 1985–2005 and its implications on real income growth and income distribution
(Springer Science and Business Media Deutschland GmbH, 2018-12)
We use the shifts in Engel curves calculated from household surveys to estimate CPI biases in Argentina between 1985 and 2005. We find that real earning levels increased during this period between 4.3 and 5.7% faster per ...
Characterization of parameters with a mixed bias property
(Oxford University Press, 2021-03)
In this article we study a class of parameters with the so-called ‘mixed bias property’. For parameters with this property, the bias of the semiparametric efficient one step estimator is equal to the mean of the product ...
Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: A Monte-Carlo study
(2004)
For a fractionally integrated ARFIMA(p, d, q) model, temporal aggregation changes the order of the process to an ARFIMA(p, d,∞), while leaving the value of d unchanged. This paper analyses the effects of temporal aggregation ...