5 papers
On the errors committed by sequences of estimator functionals
Steffen Grønneberg, Nils Lid Hjort
Consider a sequence of estimators which converges almost surely to as the sample size tends to infinity. Under weak smoothness conditions, we identify the asym…
Estimation, inference and model selection for jump regression models
Steffen Grønneberg, Gudmund Hermansen, Nils Lid Hjort
We consider regression models with data of the type , where the curve is taken locally constant, with unknown levels and jump points. We investigat…
New testing procedures for Structural Equation Modeling
Steffen Grønneberg, Njål Foldnes
We introduce and evaluate a new class of hypothesis testing procedures for moment structures. The methods are valid under weak assumptions and includes the well-known Satorra-Bentl…
On econometric inference and multiple use of the same data
Benjamin Holcblat, Steffen Grønneberg
In fields that are mainly nonexperimental, such as economics and finance, it is inescapable to compute test statistics and confidence regions that are not probabilistically indepen…
Executing the same binary on several operating systems
Steffen Grønneberg
We notice a way to execute a binary file on Windows and ELF-based systems. It can be used to create software installers and other applications not exceeding 64 kilo bytes.