Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "adaptive estimation"

Econometrics Paper
Adaptive Inference on Pure Spatial Models Jungyoon Lee and Peter M Robinson
January 2018
Paper No' EM 596:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C13; C14; C21

Tags: efficient test; adaptive estimation; spatial models

Econometrics Paper
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory Javier Hidalgo and Peter M Robinson
September 2001
Paper No' EM/2001/427:
Read Abstract | Full Paper (pdf)

Tags: time series regression; long memory; adaptive estimation.