Divergence estimators have emerged as quintessential tools in statistical inference, particularly in contexts where traditional likelihood‐based methods fail under model misspecification or data ...

This is a preview. Log in through your library . Abstract Efficiency scores of firms are measured by their distance to an estimated production frontier. The economic literature proposes several ...

Cluster-robust inference and estimation methods have emerged as indispensable tools in empirical research, enabling statisticians and economists to draw valid conclusions from data exhibiting ...

Properties of estimators: unbiasedness, consistency, efficiency and sufficiency. Methods of estimation with particular emphasis given to the method of maximum likelihood. Hypothesis testing and ...

If program staff suspects you may have used AI tools to complete assignments in ways not explicitly authorized or suspect other violations of the honor code, they will contact you via email. Be sure ...

Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each ...

Confidence intervals are computed from a random sample and therefore they are also random. The long run behavior of a 95% confidence interval is such that we’d expect 95% of the confidence intervals ...

• Ahsan, M. N. and Dufour, J-M. (2019). “A simple efficient moment-based estimator for the stochastic volatility model,” Advances in Econometrics. Vol. 40A, pp ...