Similar Search Results

A cusum test for common trends in large heterogeneous panels

Hidalgo, Javier; Lee, Jungyoon - In: Essays in honor of Peter C. B. Phillips, (pp. 303-345). 2014

Persistent link: https://www.econbiz.de/10010442859

Stationary tests in heterogeneous panels

Yin, Yong; Wu, Shaowen - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 275-296). 2000

Persistent link: https://www.econbiz.de/10001583147

Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries

Cermeño, Rodolfo; Grier, Kevin - In: Panel data econometrics : theoretical contributions and …, (pp. 259-277). 2006

Persistent link: https://www.econbiz.de/10003331441

Large Panel Data Models with Cross-Sectional Dependence

Chudik, Alexander; Pesaran, Hashem - In: The Oxford handbook of panel data. 2015

Persistent link: https://www.econbiz.de/10013476539

Error components models

Baltagi, Badi H. - In: The econometrics of panel data : fundamentals and …, (pp. 49 - 87). 2008

Persistent link: https://www.econbiz.de/10014559887

Validierung von Konzepten zur Messung des Marktrisikos : insbesondere des Value at Risk und des Expected Shortfall

Mehmke, Fabian; Cremers, Heinz; Packham, Natalie - 2012

Market risk management is one of the key factors to success in managing financial institutions. Underestimated risk can have desastrous consequences for individual companies and even whole economies, not least as could be seen during the recent crises. Overestimated risk, on the other side, may...