I Got More Data, My Model is More Refined, but My Estimator is Getting Worse! Am I Just Dumb? (Q5080444): Difference between revisions

@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+The Parameter Inference for Nearly Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Q3427552
@@ Property / cites work: Q3427552 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform moment bounds of Fisher's information with applications to time series
+Normal rank
@@ Property / cites work @@
+Multivariate maximum entropy identification, transformation, and dependence
+Normal rank
@@ Property / cites work @@
+On the sample information about parameter and prediction
+Normal rank
@@ Property / cites work @@
+When are observed failures more informative than observed survivals?
+Normal rank
@@ Property / cites work @@
+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Q4865046
@@ Property / cites work: Q4865046 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3172406
@@ Property / cites work: Q3172406 / rank @@
+Normal rank
@@ Property / cites work @@
+A weakly informative default prior distribution for logistic and other regression models
+Normal rank
@@ Property / cites work @@
+An Optimum Property of Regular Maximum Likelihood Estimation
+Normal rank
@@ Property / cites work @@
+Conditional likelihood and unconditional optimum estimating equations
+Normal rank
@@ Property / cites work @@
+Q3313008
@@ Property / cites work: Q3313008 / rank @@
+Normal rank
@@ Property / cites work @@
+The Selection of Prior Distributions by Formal Rules
+Normal rank
@@ Property / cites work @@
+From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
+Normal rank
@@ Property / cites work @@
+Decoding the h-likelihood
@@ Property / cites work: Decoding the h-likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+Single observation unbiased priors
@@ Property / cites work: Single observation unbiased priors / rank @@
+Normal rank
@@ Property / cites work @@
+Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
+Normal rank
@@ Property / cites work @@
+Q3780320
@@ Property / cites work: Q3780320 / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4654005
@@ Property / cites work: Q4654005 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5687551
@@ Property / cites work: Q5687551 / rank @@
+Normal rank
@@ Property / cites work @@
+The Calculation of Posterior Distributions by Data Augmentation
+Normal rank
@@ Property / cites work @@
+From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of multivariate nonstationary processes with applications to autoregressions
+Normal rank
@@ Property / cites work @@
+Sampling-50 years after Shannon
@@ Property / cites work: Sampling-50 years after Shannon / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference for Mixture Models by Using Data-Dependent Priors
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
+Normal rank
@@ Property / cites work @@
+A note on mean squared prediction error under the unit root model with deterministic trend
+Normal rank