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Modeling the learning from repeated samples : a generalized cross entropy approach

Bernardini Papalia, Rosa (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001919508

Alternative GMM methods for nonlinear panel data models

Breitung, Jörg; Lechner, Michael - 1998

Persistent link: https://www.econbiz.de/10009578574

Hazard regression

Grund, Birgit; Yang, Lijian - 1999

Persistent link: https://www.econbiz.de/10009581089

Semiparametric lack-of-fit tests in an additive hazard regression model

Grund, Birgit; Polzehl, Jörg - 1999

covariates are allowed to change over time, without parametric restrictions (Aalen model), while the contributions of other … indeed change over time. The remaining covariates may be modelled with constant hazard coefficients, thus reducing the number …

Persistent link: https://www.econbiz.de/10009582408

Hazard regression

Grund, Birgit; Yang, Lijian - 2000

Persistent link: https://www.econbiz.de/10009611555

Compensator-based simulation of correlated defaults

Giesecke, Kay - 2002

The market for derivatives with payoffs contingent on the credit quality of a number of reference entities has grown considerably over recent years. The risk analysis and valuation of such multi-name structures often relies on simulating the performance of the underlying credits. In this paper...

Persistent link: https://www.econbiz.de/10009624843