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On The Finite Sample Behavior Of Adaptative Estimators

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Author Info
STEIGERWALD, D.

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Abstract

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Publisher Info
Paper provided by Department of Economics, UC Santa Barbara in its series University of California at Santa Barbara, Economics Working Paper Series with number 31-89.

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Length: 29 pages
Date of creation: 1989
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Handle: RePEc:cdl:ucsbec:31-89

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Related research
Keywords: time series ; estimator ; regression analysis ; linear models;

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  1. Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics. [Downloadable!]
  2. Douglas Steigerwald, 2006. "A Note on Adaptive Estimation," University of California at Santa Barbara, Economics Working Paper Series 04-06, Department of Economics, UC Santa Barbara. [Downloadable!]
  3. Thanasis Stengos & Yiguo Sun, 2005. "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics 7-2005, University of Cyprus Department of Economics. [Downloadable!]
    Other versions:
  4. Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, School of Economics and Management, University of Aarhus. [Downloadable!]
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