2 Works

Estimation and Inference by the Method of Projection Minimum Distance

Òscar Jordà & Sharon Kozicki
A covariance-stationary vector of variables has a Wold representation whose coefficients can be semi-parametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of minimum distance to estimate model parameters. We call this estimator projection minimum distance (PMD) and show that its parameter estimates are consistent and asymptotically normal. In many cases, PMD is asymptotically equivalent to maximum likelihood estimation...

Frequency-Dependent Regularization in Syntactic Constructions

Zoey Liu & Emily Morgan

Registration Year

  • 2021
    2

Resource Types

  • Text
    2

Affiliations

  • University of California, Davis
    2
  • Boston College
    1
  • Bank of Canada
    1