Minimum Distance Estimation of the Errors-in-Variables Model Using Linear Cumulant Equations, with Two Corporate Finance Applications

SSRN Electronic Journal ◽

10.2139/ssrn.2209789 ◽

2013 ◽

Author(s):

Timothy Erickson ◽

Colin H. Jiang ◽

Toni M. Whited

Keyword(s):

Corporate Finance ◽

Minimum Distance ◽

Distance Estimation ◽

Errors In Variables ◽

Minimum Distance Estimation ◽

Cumulant Equations

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Minimum distance estimation of the errors-in-variables model using linear cumulant equations

Journal of Econometrics ◽

10.1016/j.jeconom.2014.05.011 ◽

2014 ◽

Vol 183 (2) ◽

pp. 211-221 ◽

Cited By ~ 72

Author(s):

Timothy Erickson ◽

Colin Huan Jiang ◽

Toni M. Whited

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Errors In Variables ◽

Minimum Distance Estimation ◽

Cumulant Equations

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Minimum Distance Estimation of Dynamic Models with Errors-in-Variables

SSRN Electronic Journal ◽

10.2139/ssrn.2580367 ◽

2014 ◽

Cited By ~ 2

Author(s):

Nikolay Gospodinov ◽

Ivana Komunjer ◽

Fernando RiossAvila

Keyword(s):

Minimum Distance ◽

Dynamic Models ◽

Distance Estimation ◽

Errors In Variables ◽

Minimum Distance Estimation

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Simulated minimum distance estimation of dynamic models with errors-in-variables

Journal of Econometrics ◽

10.1016/j.jeconom.2017.06.004 ◽

2017 ◽

Vol 200 (2) ◽

pp. 181-193 ◽

Cited By ~ 6

Author(s):

Nikolay Gospodinov ◽

Ivana Komunjer ◽

Serena Ng

Keyword(s):

Minimum Distance ◽

Dynamic Models ◽

Distance Estimation ◽

Errors In Variables ◽

Minimum Distance Estimation

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Minimum Distance Estimation and Goodness-of-Fit Tests in First-Order Autoregression

The Annals of Statistics ◽

10.1214/aos/1176350059 ◽

1986 ◽

Vol 14 (3) ◽

pp. 1194-1213 ◽

Cited By ~ 16

Author(s):

Hira L. Koul

Keyword(s):

Minimum Distance ◽

Goodness Of Fit ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

First Order ◽

Goodness Of Fit Tests

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Minimum distance estimation in linear regression with unknown error distributions

Statistics & Probability Letters ◽

10.1016/0167-7152(85)90002-1 ◽

1985 ◽

Vol 3 (1) ◽

pp. 1-8 ◽

Cited By ~ 9

Author(s):

Hira L. Koul

Keyword(s):

Linear Regression ◽

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

Error Distributions

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Minimum Distance Estimation and Collision Prediction Under Uncertainty for On-line Robotic Motion Planning

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)51718-8 ◽

1990 ◽

Vol 23 (8) ◽

pp. 93-98 ◽

Cited By ~ 2

Author(s):

K.J. Kyriakopoulos ◽

G.N. Saridis

Keyword(s):

Motion Planning ◽

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation ◽

Collision Prediction ◽

Robotic Motion ◽

On Line

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On minimum distance estimation in two-sample scale problem with right censoring

Communication in Statistics- Theory and Methods ◽

10.1080/03610929908832367 ◽

1999 ◽

Vol 28 (6) ◽

pp. 1461-1477

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Right Censoring ◽

Scale Problem ◽

Minimum Distance Estimation

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On Minimum Distance Estimation in Recurrent Markov Step Processes. I

Scandinavian Journal of Statistics ◽

10.1111/1467-9469.00049 ◽

1997 ◽

Vol 24 (1) ◽

pp. 61-79 ◽

Cited By ~ 2

Author(s):

R. Höpfner ◽

Yu. Kutoyants

Keyword(s):

Minimum Distance ◽

Distance Estimation ◽

Minimum Distance Estimation

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Minimum distance estimation in linear regression with strong mixing errors

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1563178 ◽

2019 ◽

Vol 49 (6) ◽

pp. 1475-1494 ◽

Cited By ~ 1

Author(s):

Jiwoong Kim

Keyword(s):

Linear Regression ◽

Minimum Distance ◽

Distance Estimation ◽

Strong Mixing ◽

Minimum Distance Estimation

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Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1734831 ◽

2020 ◽

pp. 1-11

Author(s):

Sajjad Piradl ◽

Ali Shadrokh

Keyword(s):

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Minimum Distance ◽

Distance Estimation ◽

Correlated Errors ◽

Minimum Distance Estimation

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