كتاب
Weighted least squares and adaptive least squares: further empirical evidence
| العنوان: | Weighted least squares and adaptive least squares: further empirical evidence |
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| المؤلفون: | Sterchi, Martin, Wolf, Michael |
| المساهمون: | Kreinovič, Vladik, Sriboonchitta, Songsak, Huynh, Van-Nam, Kreinovič, V ( Vladik ), Sriboonchitta, S ( Songsak ), Huynh, V ( Van-Nam ) |
| المصدر: | Sterchi, Martin; Wolf, Michael (2017). Weighted least squares and adaptive least squares: further empirical evidence. In: Kreinovič, Vladik; Sriboonchitta, Songsak; Huynh, Van-Nam. Robustness in Econometrics. Cham: Springer, 135-167. |
| بيانات النشر: | Springer |
| سنة النشر: | 2017 |
| المجموعة: | University of Zurich (UZH): ZORA (Zurich Open Repository and Archive |
| مصطلحات موضوعية: | Department of Economics, 330 Economics, Computational Intelligence, artificial Intelligence (incl. robotics), econometrics |
| الوصف: | This paper compares ordinary least squares (OLS), weighted least squares (WLS), and adaptive least squares (ALS) by means of a Monte Carlo study and an application to two empirical data sets. Overall, ALS emerges as the winner: It achieves most or even all of the efficiency gains of WLS over OLS when WLS outperforms OLS, but it only has very limited downside risk compared to OLS when OLS outperforms WLS. |
| نوع الوثيقة: | book part |
| وصف الملف: | application/pdf |
| اللغة: | English |
| ردمك: | 978-3-319-50741-5 3-319-50741-9 |
| تدمد: | 1860-949X |
| العلاقة: | https://www.zora.uzh.ch/id/eprint/136112/1/als05.pdfTest; urn:isbn:978-3-319-50741-5; urn:issn:1860-949X |
| DOI: | 10.5167/uzh-136112 |
| DOI: | 10.1007/978-3-319-50742-2_9 |
| الإتاحة: | https://doi.org/10.5167/uzh-13611210.1007/978-3-319-50742-2_9Test https://www.zora.uzh.ch/id/eprint/136112Test/ https://www.zora.uzh.ch/id/eprint/136112/1/als05.pdfTest |
| حقوق: | info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.6EC5AB42 |
| قاعدة البيانات: | BASE |
| ردمك: | 9783319507415 3319507419 |
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| تدمد: | 1860949X |
| DOI: | 10.5167/uzh-136112 |