Linear programming-based estimators in simple linear regression
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- Daniel Preve & Marcelo Cunha Medeiros, 2010. "Linear Programming-Based Estimators in Simple Linear Regression," Textos para discussão 567, Department of Economics PUC-Rio (Brazil).
References listed on IDEAS
- B. Nielsen & N. Shephard, 2003. "Likelihood analysis of a first-order autoregressive model with exponential innovations," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(3), pages 337-344, May.
- Davis, Richard A. & McCormick, William P., 1989. "Estimation for first-order autoregressive processes with positive or bounded innovations," Stochastic Processes and their Applications, Elsevier, vol. 31(2), pages 237-250, April.
- Feigin, Paul D. & Resnick, Sidney I., 1994. "Limit distributions for linear programming time series estimators," Stochastic Processes and their Applications, Elsevier, vol. 51(1), pages 135-165, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010.
"Moment Restriction-based Econometric Methods: An Overview,"
Working Papers in Economics
10/65, University of Canterbury, Department of Economics and Finance.
- Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010. "Moment Restriction-based Econometric Methods: An Overview," KIER Working Papers 734, Kyoto University, Institute of Economic Research.
- Kunitomo, N. & McAleer, M.J. & Nishiyama, Y., 2010. "Moment Restriction-based Econometric Methods: An Overview," Econometric Institute Research Papers EI 2010-61, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Fengler, Matthias R. & Hin, Lin-Yee, 2015.
"A simple and general approach to fitting the discount curve under no-arbitrage constraints,"
Finance Research Letters,
Elsevier, vol. 15(C), pages 78-84.
- Fengler, Matthias R. & Hin, Lin-Yee, 2014. "A simple and general approach to fitting the discount curve under no-arbitrage constraints," Economics Working Paper Series 1423, University of St. Gallen, School of Economics and Political Science.
- Preve, Daniel, 2015. "Linear programming-based estimators in nonnegative autoregression," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 225-234.
More about this item
KeywordsLinear regression; Endogeneity; Linear programming estimator; Quasi-maximum likelihood estimator; Exact distribution;
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