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Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

Non- and semiparametric identification of seasonal nonlinear autoregession models

Yang, Lijian; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000168640

Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables

Galata, Robert (ed.); Schneeweiß, Hans (honouree); … - 1998

research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …

Persistent link: https://www.econbiz.de/10000655961

Imposing and testing curvature conditions on a Box-Cox function

Koebel, Bertrand M.; Falk, Martin; Laisney, François - 2000

We present a new method for imposing and testing concavity of a cost function using asymptotic least squares, which can easily be implemented even for cost functions which are nonlinear in parameters. We provide an illustration on the basis of a (generalized) Box-Cox cost function with six...

Persistent link: https://www.econbiz.de/10011445626