다음과 같은 기능을 한번의 로그인으로 사용 할 수 있습니다.
NTIS 바로가기
Linear algebra and its applications, v.321 no.1/3, 2000년, pp.365 - 385
Vinod, H.D. (Economics Department. Fordham University, Bronx, New York, NY 10458, USA)
AI-Helper
AbstractFisher suggested in 1930s algebraically structured pivot functions (PFs) whose distribution does not depend on unknown parameters. These pivots provided a foundation for (asymptotic) statistical inference. T.W. Anderson [Introduction to Multivariate Statistical Analysis, Wiley, New York, 195...
Anderson 1958 Introduction to Multivariate Statistical Analysis
Econometrica Andrews 60 4 953 1992 10.2307/2951574 An improved heteroscedasticity and auto-correlation consistent covariance matrix estimator
G.J. Babu, Breakdown theory for estimators based on bootstrap and other resampling schemes, Department of Statistics, Pennsylvania State University, University Park, PA 16802, USA, 1997
Biometrika Cox 62 269 1975 10.1093/biomet/62.2.269 Partial likelihood
Davidson 1993 Estimation and Inference in Econometrics
Davidson 1997 Bootstrap Methods and their Application
Technometrics Donaldson 29 67 1987 10.1080/00401706.1987.10488184 Computational experience with confidence regions and confidence intervals for nonlinear least-squares
Econometrica Dufour 65 1365 1997 10.2307/2171740 Some impossibility theorems in econometrics with applications to structural and dynamic models
Amer. Statist. Dunlop 48 299 1994 Regression for longitudinal data: a bridge from least-squares regression
J. Roy. Statist. Soc. Ser. B Durbin 22 139 1960 Estimation of parameters in time-series regressin models
Biometrika Efron 65 457 1978 10.1093/biomet/65.3.457 Assessing the accuracy of maximum likelihood estimation: observed versus expected information
Ann. Math. Statist. Godambe 31 1208 1960 10.1214/aoms/1177705693 An optimum property of regular maximum likelihood estimation
Biometrika Godambe 72 419 1985 10.1093/biomet/72.2.419 The foundations of finite sample estimation in stochastic processes
Biometrika Godambe 78 143 1991 10.1093/biomet/78.1.143 Orthogonality of estimating functions and nuisance parameters
Internat. Statist. Rev. Godambe 55 231 1987 10.2307/1403403 Quasilikelihood and optimal estimation
10.1093/oso/9780198522287.001.0001 V.P., Godambe, B.K. Kale, Estimating functions: an overview, in: V.P. Godambe (Ed.), Estimating Functions, Clarendon Press, Oxford, 1991 (Chapter 1)
W.H. Greene, Econometric Analysis, third ed., Prentice-Hall, New York, 1997
Hall 1992 The Bootstrap and Edgeworth Exapnsion
Heyde 1997 Quasi-likelihood and its Applications
10.2307/1244557 D. Letson, B.D. McCullough, Better confidence intervals: the double bootstrap with no pivot, Am. J. Agri. Econom. 80 (3) (1998) 552-559
Statist. Sci. Liang 10 158 1995 10.1214/ss/1177010028 Inference based on estimating functions in the presence of nuisance parameters
Ann. Probability McLeish 2 4 620 1974 10.1214/aop/1176996608 Dependent central limit theorems and invariance principles
Comput. Econom. McCullough 12 79 1998 10.1023/A:1008637230094 Implementing the double bootstrap
Mittelhammer 1996 Mathematical Statistics for Economics and Business
Econometrica Newey 55 3 703 1987 10.2307/1913610 A simple positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
Rao 1973 Linear Statistical Inference and its Applications
Internat. Statist. Rev. Royall 54 2 221 1986 10.2307/1403146 Model robust confidence intervals using maximum likelihood estimators
Econ. Lett. Vinod 14 43 1984 10.1016/0165-1765(84)90026-0 Distribution of a generalized t ratio for biased estimators
Econ. Lett. Vinod 17 335 1985 10.1016/0165-1765(85)90258-7 Exact maximum likelihood regression estimation with ARMA(n,n−1) errors
10.1016/S0169-7161(05)80058-6 H.D. Vinod, Bootstrap methods: applications in econometrics, in: G.S. Maddala, C.R. Rao, H.D. Vinod (Eds.), Handbook of Statistics: Econometrics, vol. 11, North-Holland, New York, 1993, pp. 629-661 (Chapter 23)
J. Econometrics Vinod 68 2 287 1995 10.1016/0304-4076(94)01639-H Double bootstrap for shrinkage estimators
Econom. Rev. Vinod 15 2 183 1996 10.1080/07474939608800349 Comments on bootstrapping time series data
H.D. Vinod, Concave consumption, Euler equation and inference using estimating functions, in: 1997 Proceedings of the Business and Economic Statistics Section of the American Statistical Association, Alexandria, VA, 1998, pp. 118-123
10.1214/lnms/1215455047 H.D. Vinod, Using Godambe-Durbin estimating functions in econometrics. in: Basawa, Godambe, Taylor (Eds.) Selected proceedings of the symposium on estimating equations, IMS Lecture Notes, Monographs Series, vol. 32, Hayward, CA, USA, 1997, pp. 215-238
J. Econometrics Vinod 86 387 1998 10.1016/S0304-4076(97)00119-X of statistical inference based on numerical roots of robust pivot functions (Fellow's Cornor)
H.D. Vinod, P. Samanta, Forecasting exchange rate dynamics using GMM, estimating functions and numerical conditional variance methods, Presented at the 17th Annual International Symposium on Forecasting, Barbados, June 1997
*원문 PDF 파일 및 링크정보가 존재하지 않을 경우 KISTI DDS 시스템에서 제공하는 원문복사서비스를 사용할 수 있습니다.
저자가 공개 리포지터리에 출판본, post-print, 또는 pre-print를 셀프 아카이빙 하여 자유로운 이용이 가능한 논문
Copyright KISTI. All Rights Reserved.
※ AI-Helper는 부적절한 답변을 할 수 있습니다.