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Influence functions of the Spearman and Kendall correlation measures
Croux, Christophe; Dehon, Catherine - 2010
Persistent link: https://www.econbiz.de/10003985653
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On the estimation error in mean-varince efficient portfolio weights
Roon, Frans de (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002454526
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Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel; Lei, Jinghua - 2013
Persistent link: https://www.econbiz.de/10010228796
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The two faces of interbank correlation
Schaeck, Klaus; Buston, Consuelo Silva; Wagner, Wolf - 2013
Persistent link: https://www.econbiz.de/10010232470
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Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - 2022
Persistent link: https://www.econbiz.de/10013171368
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - 1998
Persistent link: https://www.econbiz.de/10000167948
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Adaptive estimation in time-series models
Drost, Feike C.; Klaassen, Chris A.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000900412
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Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.; Nijman, Theodore E.; Werker, Bas J. M. - 1994
Persistent link: https://www.econbiz.de/10000904675
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Sensitivity analysis and optimization of system dynamics model : regression analysis and statistical design of experiments
Kleijnen, Jack P. C. - 1995
Persistent link: https://www.econbiz.de/10000904873