Iterative plug-in algorithms for SEMIFAR models : defnition, convergence and asymptotic properties. Supplement: Detailed simulation results

Beran, Jan; Feng, Yuanhua

Iterative plug-in algorithms for SEMIFAR models : defnition, convergence and asymptotic properties. Supplement: Detailed simulation results

Files

dp0112.pdf(644.61 KB)

Date

2001

Authors

Beran, Jan

Feng, Yuanhua

Series

CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie; 2001/12

Publication type

Working Paper/Technical Report

Abstract

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties (Beran and Feng, 2001). The purpose of this supplement is to report the detailed simulation results, because it is impossible to include all of them in the original paper. Some technical details about programming are also described. For the theoretical and methodical background we refer the reader to the original paper.

Subject (DDC)

330 Economics

Keywords

SEMIFAR models,data-driven algorithms,simulation results

Cite This

ISO 690

BERAN, Jan, Yuanhua FENG, 2001. Iterative plug-in algorithms for SEMIFAR models : defnition, convergence and asymptotic properties. Supplement: Detailed simulation results

BibTex

@techreport{Beran2001Itera-621,
  year={2001},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={Iterative plug-in algorithms for SEMIFAR models : defnition, convergence and asymptotic properties. Supplement: Detailed simulation results},
  number={2001/12},
  author={Beran, Jan and Feng, Yuanhua}
}

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