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Model selection and model averaging for matrix exponential spatial models

Yang, Ye; Doğan, Osman; Taṣpınar, Süleyman - In: Econometric reviews 41 (2022) 8, pp. 827-858

Persistent link: https://www.econbiz.de/10013364910

Heteroscedasticity and autocorrelation robust F and t tests in stata

Ye, Xiaoqing; Sun, Yixiao - 2018

Persistent link: https://www.econbiz.de/10011914436

Remembering Carine Nourry

Grandmont, Jean-Michel; Seegmuller, Thomas; Venditti, Alain - In: Mathematical social sciences 112 (2021), pp. 7-8

Persistent link: https://www.econbiz.de/10012615626

Prediction from the regression model with two‐way error components

Kouassi, Eugene; Sango, Joel; Brou, J. M. Bosson; … - In: Journal of Forecasting 30 (2011) 6, pp. 541-564

Persistent link: https://www.econbiz.de/10010990713

The AMSE Lean Six Sigma governance model

Arcidiacono, Gabriele; Costantino, Nico; Yang, Kai - In: International Journal of Lean Six Sigma 7 (2016) 3, pp. 233-266

organizations dealing with this methodology. In this scenario, the purpose of this paper is the description of the AMSE (which … effective LSS deployment on a permanent basis, by means of a structured roadmap. Design/methodology/approach The AMSE roadmap is … programs is their sustainability (sustainability of projects and the overall program) over time; the AMSE Model allows the …

Persistent link: https://www.econbiz.de/10014782739

Comparison of Black–Scholes Formula with Fractional Black–Scholes Formula in the Foreign Exchange Option Market with Changing Volatility

Meng, Li; Wang, Mei - In: Asia-Pacific Financial Markets 17 (2010) 2, pp. 99-111

Persistent link: https://www.econbiz.de/10008678551

On Adaptive Tail Index Estimation for Financial Return Models

Wagner, Niklas; Marsh, Terry - Institute of Business and Economic Research (IBER), … - 2000

Estimation of the tail index of stationary, fat-tailed return distributions is non-trivial since the well-known Hill estimator is optimal only under iid draws from an exact Pareto model. We provide a small sample simulation study of recently suggested adaptive estimators under ARCH-type...

Persistent link: https://www.econbiz.de/10010537538

Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models

Wagner, Niklas; Marsh, Terry - In: Statistical Papers 45 (2004) 4, pp. 545-561

Persistent link: https://www.econbiz.de/10008533818