Relative survival estimates cancer survival in the absence of other causes of death. Previous work has shown that standard errors of non-standardised relative survival may be substantially ...
The NLP procedure provides a variety of ways for estimating parameters in nonlinear statistical models and for obtaining approximate standard errors and covariance matrices for the estimators. These ...
Routine applications of quantile regression analysis require reliable and practical algorithms for estimating standard errors, variance-covariance matrices, as well as confidence intervals. Because ...
In this paper, a new method for computing the standard errors (SEs) of returns-based risk and performance estimators for serially dependent returns is developed. The method uses both the fact that any ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
The main econometric issue in testing the Lucas (1973) hypothesis in a time series context is estimation of the forecast-error variance conditional on past ...
Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied ...
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