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VC investors' venture screening : the role of the decision maker's education and experience

Moritz, Alexandra; Diegel, Walter; Block, Jörn; Fisch, … - In: Journal of business economics : JBE 92 (2022) 1, pp. 27-63

Persistent link: https://www.econbiz.de/10012795224

Between benefit and risk : how entrepreneurs evaluate corporate investors

Weniger, Stefanie; Jarchow, Svenja - In: Journal of business economics : JBE 93 (2023) 5, pp. 783-816

Persistent link: https://www.econbiz.de/10014322360

Multimodal preference heterogeneity in choice-based conjoint analysis : a simulation study

Goeken, Nils; Kurz, Peter; Steiner, Winfried J. - In: Journal of business economics : JBE 94 (2024) 1, pp. 137-185

Persistent link: https://www.econbiz.de/10014494374

Academic success is in the eye of the beholder : understanding scholars' implicit appointment preferences through adaptive choice-based conjoint analysis

Graf, Laura; Rimbeck, Marlen; Stumpf-Wollersheim, Jutta; … - In: Journal of business economics : JBE 94 (2024) 5, pp. 725-761

Persistent link: https://www.econbiz.de/10015045196

Diffusion Indexes with Sparse Loadings

Kristensen, Johannes Tang - School of Economics and Management, University of Aarhus - 2013

The use of large-dimensional factor models in forecasting has received much attention in the literature with the … model which is better suited for forecasting compared to the traditional principal components (PC) approach.We provide an … asymptotic analysis of the estimator and illustrate its merits empirically in a forecasting experiment based on US macroeconomic …

Persistent link: https://www.econbiz.de/10010851192

Estimating High-Dimensional Time Series Models

Medeiros, Marcelo C.; Mendes, Eduardo F. - School of Economics and Management, University of Aarhus - 2012

We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume both the number of covariates in the model and candidate variables can increase with the number of observations and the number of candidate variables is,...

Persistent link: https://www.econbiz.de/10010851219

Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models

Hillebrand, Eric; Medeiros, Marcelo C. - School of Economics and Management, University of Aarhus - 2012

We study the simultaneous occurrence of long memory and nonlinear effects, such as parameter changes and threshold effects, in ARMA time series models and apply our modeling framework to daily realized volatility. Asymptotic theory for parameter estimation is developed and two model building...

Persistent link: https://www.econbiz.de/10010851244

Housing price forecastability: A factor analysis

Bork, Lasse; Møller, Stig V. - School of Economics and Management, University of Aarhus - 2012

-sample forecasting regressions. The predictive power of the model stays high at longer horizons. The estimated factors are strongly …

Persistent link: https://www.econbiz.de/10010851257

Oracle Efficient Estimation and Forecasting with the Adaptive LASSO and the Adaptive Group LASSO in Vector Autoregressions

Kock, Anders Bredahl; Callot, Laurent A.F. - School of Economics and Management, University of Aarhus - 2012

variable selection and estimation in one step. We evaluate the forecasting accuracy of these estimators for a large set of …

Persistent link: https://www.econbiz.de/10010851261

Forecasting with the Standardized Self-Perturbed Kalman Filter

Grassi, Stefano; Nonejad, Nima; Magistris, Paolo Santucci de - School of Economics and Management, University of Aarhus - 2014

A modification of the self-perturbed Kalman filter of Park and Jun (1992) is proposed for the on-line estimation of models subject to parameter instability. The perturbationterm in the updating equation of the state covariance matrix is weighted by the measurement error variance, thus avoiding...

Persistent link: https://www.econbiz.de/10010851262