Search Results - subject:"Small sample"

A simple and robust approach for expected shortfall estimation

Pan, Zhibin; Pang, Tao; Zhao, Yang - In: The journal of computational finance 25 (2021) 1, pp. 77-107

Persistent link: https://www.econbiz.de/10012672323

Incorporating small-sample defaults history in loss given default models

Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 101-119

Persistent link: https://www.econbiz.de/10013185695

Common pricing across asset classes : empirical evidence revisited

Gospodinov, Nikolaj; Robotti, Cesare - In: Journal of financial economics 140 (2021) 1, pp. 292-324

Persistent link: https://www.econbiz.de/10013188701

Using a satisficing model of experimenter decision-making to guide finite-sample inference for compromised experiments

Heckman, James J.; Karapakula, Ganesh - In: The econometrics journal 24 (2021) 2, pp. C1-C39

Persistent link: https://www.econbiz.de/10012594980

Can small sample dataset be used for efficient internet loan credit risk assessment? : evidence from online peer to peer lending

Yu, Lean; Zhang, Xiaoming - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012490560

Practical Procedures to Deal with Common Support Problems in Matching Estimation

Lechner, Michael; Strittmatter, Anthony - 2017

This paper assesses the performance of common estimators adjusting for differences in covariates, such as matching and regression, when faced with so-called common support problems. It also shows how different procedures suggested in the literature affect the properties of such estimators. Based...

Persistent link: https://www.econbiz.de/10011653260