Search Results - subject:"minimum distance method"

Pairs trading with wavelet transform

Eroğlu, Burak Alparslan; Yener, Haluk; Yigit, Taner M. - In: Quantitative finance 23 (2023) 7/8, pp. 1129-1154

Persistent link: https://www.econbiz.de/10014321668

A nonlinear dynamic factor model of health and medical treatment

Peracchi, Franco; Rossetti, Claudio - In: Health economics 31 (2022) 6, pp. 1046-1066

Persistent link: https://www.econbiz.de/10013279313

Cash-flow or return predictability at long horizons? : the case of earnings yield

Maio, Paulo; Xu, Danielle - In: Journal of empirical finance 59 (2020), pp. 172-192

Persistent link: https://www.econbiz.de/10012437972

Research on a stock-matching trading strategy based on bi-objective optimization

Diao, Haican; Liu, Guoshan; Zhu, Zhuangming - In: Frontiers of business research in China : selected … 14 (2020) 1, pp. 90-103

Persistent link: https://www.econbiz.de/10012262390

Inflation dynamics in a small open economy

Boug, Pål; Cappelen, Ådne; Swensen, Anders Rygh - In: The Scandinavian journal of economics 119 (2017) 4, pp. 1010-1039

Persistent link: https://www.econbiz.de/10011805621

Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - 2010

This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple...

Persistent link: https://www.econbiz.de/10011496139

Frontier techniques : contrasting the performance of (single) truncated order regression methods and replicated moments

Martins, Ana Paula - 2010

Persistent link: https://www.econbiz.de/10011524740

Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - Economics and Econometrics Research Institute (EERI) - 2010

Persistent link: https://www.econbiz.de/10008784334

Frontier Techniques: Contrasting the Performance of (Single-)Truncated Order Regression Methods and Replicated Moments

Martins, Ana Paula - In: Journal of Economics and Econometrics 53 (2010) 2, pp. 75-93

Persistent link: https://www.econbiz.de/10008784333