Narrow search
Showing 1 - 10 of 251
Cover Image
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen - In: Journal of econometrics 212 (2019) 2, pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Cover Image
Two statistical problems related to credit scoring / Tanja de la Rey.
De la Rey, Tanja - 2007
This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...
Persistent link: https://www.econbiz.de/10009455950
Cover Image
Nonlinear error correction models with an application to commodity prices
Magri, Rafael; Medeiros, Marcelo C. - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
Cover Image
Asymptotic bounds for estimators without limit distribution
Pfanzagl, J. - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10005395660
Cover Image
Inflation and stock returns, [part] II
Azar, Samih Antoine - In: International journal of economics and finance 6 (2014) 1, pp. 208-216
Persistent link: https://www.econbiz.de/10010237306
Cover Image
Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Cover Image
Modelling time-varying income elasticities of health care expenditure for the OECD
Casas, Isabel; Gao, Jiti; Xie, Shangyu - 2018
Persistent link: https://www.econbiz.de/10012583636
Cover Image
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning; Chen, Jia; Linton, Oliver - 2021
Persistent link: https://www.econbiz.de/10013259517
Cover Image
Population size and the size of government
Krieger, Tim; Meierrieks, Daniel - In: European journal of political economy 61 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012311862
Cover Image
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie; Politis, Dimitris N. - In: Journal of time series econometrics 12 (2020) 2, pp. 1-36
Persistent link: https://www.econbiz.de/10012300649