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Adaptive weighting for flexible estimation in nonparametric regression models.

Nosedal-Sanchez, Alvaro - 2011

We propose a new method to find spatially adaptive smoothing splines. This new method breaks down the interval [0, 1] into p disjoint sub-intervals. Then we define p functional components in [0, 1], which have two importantfeatures. First, the purpose of each of these p components is to estimate...

Persistent link: https://www.econbiz.de/10009429662

<<A>> software framework for data based analysis

Krätzig, Markus - 2005

, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …

Persistent link: https://www.econbiz.de/10009467166

Time series analysis : textbook for students of economics and business administration ; [part 2]

Strohe, Hans Gerhard - 2004

Persistent link: https://www.econbiz.de/10009449118

Macroeconomic Impacts Of Oil Price Levels And Volatility On Indonesia

Gozali, Marcel - 2010

This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …

Persistent link: https://www.econbiz.de/10009449289

Regulation of International Financial Markets by Transactions Taxes: The Effect of the Tobin Tax on Trade Volume und Exchange Rate Volatility

Haberer, Markus - 2006

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

Persistent link: https://www.econbiz.de/10009471738

Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange

Henke, Harald - 2004

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

Persistent link: https://www.econbiz.de/10009460735

Identifying Asset Poverty Thresholds New methods with an application to Pakistan and Ethiopia

Naschold, Felix - 2005

Understanding how households escape poverty depends on understanding how they accumulate assets over time. Therefore, identifying the degree of linearity in household asset dynamics, and specifically any potential asset poverty thresholds, is of fundamental interest to the design of poverty...

Persistent link: https://www.econbiz.de/10009442955

Traps and Thresholds in Pastoralist Mobility

Toth, Russell - 2010

Replaced with revised version of paper 07/22/10.

Persistent link: https://www.econbiz.de/10009446114

Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

Do, Kim-Anh; Aitken, Joanne F.; Green, Adele C; Martin, … - 2004

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic,...

Persistent link: https://www.econbiz.de/10009447892

Semiparametric Estimation with Generated Covariates

Mammen, Enno; Rothe, Christoph; Schienle, Melanie - 2011

In this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of in nite-dimensional nuisance parameters: a conditional expectation function that has been estimated nonparametrically using generated...

Persistent link: https://www.econbiz.de/10009467126

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