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Partial least squares as a tool for scientific inquiry : comments on Cadogan and Lee
Henseler, Jörg; Schuberth, Florian - In: European journal of marketing 57 (2023) 6, pp. 1737-1757
Persistent link: https://www.econbiz.de/10014342106
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On the generalizability of experimental results
Winkler, Robert L.; Murphy, Allan H. - 1973
Persistent link: https://www.econbiz.de/10003018152
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Simulation and estimation of hedonic models
Heckman, James J. - 2003
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10011509388
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Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C. - 2015
Persistent link: https://www.econbiz.de/10011349935
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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
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Efficient numerical pricing of American call options using symmetry arguments
Stentoft, Lars - In: Journal of risk and financial management : JRFM 12 (2019) 2/59, pp. 1-26
regression and simulation-based least-squares Monte Carlo method by using put-call symmetry. The results show that, for a large …
Persistent link: https://www.econbiz.de/10012022212
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Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications
Otunuga, Olusegun M.; Ladde, Gangaram S.; Ladde, Nathan G. - In: Journal of time series econometrics 11 (2019) 1, pp. 1-72
Persistent link: https://www.econbiz.de/10012022811
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Calendar year effect modeling for claims reserving in HGLM
Gigante, Patrizia; Picech, Liviana; Sigalotti, Luciano - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 763-786
Persistent link: https://www.econbiz.de/10012125147
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Risk estimation via regression
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - 2005
simulation study is then conducted to ascertain the performance of the estimation method. …
Persistent link: https://www.econbiz.de/10011560691