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Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf (contributor); Johannes, Jan (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
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Semiparametric modelling of the cross-section of expected returns in the German stock market
Stehle, Richard; Bunke, Olaf; Sommerfeld, Volker - 1997
a comparable data set for Germany for the time period 1968-1990. We analyze this data set in order to identify a "best …/French for US stock returns is almost the best one in Germany. The book-to-market-ratio turns out to be the variable with highest …
Persistent link: https://www.econbiz.de/10009661022
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Bayes estimates in multivariate semiparametric linear models
Bunke, Olaf - 2002
Bayes estimates are derived in multivariate linear models with unknown distribution. The prior distribution is defined using a Dirichlet prior for the unknown error distribution and a ormal-Wishart distribution for the parameters. The posterior distribution for the parameters is determined and...
Persistent link: https://www.econbiz.de/10009626682
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Regression and contrast estimated based on adaptive regressograms depending on qualitative explanatory variables
Bunke, Olaf; Castell, Ernestina - 1998
estimation ; minimax regret ; ANOVA ; discrete explanatory variable ; twoway classification …
Persistent link: https://www.econbiz.de/10009577458
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Semiparametric estimation and prediction for time series cross sectional data
Bunke, Olaf - 1998
This paper discusses a methodology which uses time series cross sectional datafor the estimation of a time dependent … estimation of additive individual effects and which may essentially improve a traditional panel data analysis. …
Persistent link: https://www.econbiz.de/10009578017
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The relative importance of group-level effects on the performance of German companies/ Steffen Brenner, Olaf Bunke, Bernd Droge, Joachim Schwalbach
Brenner, Steffen; Bunke, Olaf; Droge, Bernd; … - 2001
We examine the impact of performance groups on the estimation of the relative importance of firm, industry and other …
Persistent link: https://www.econbiz.de/10009617951