Narrow search
Showing 91 - 100 of 1,266
Cover Image
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765837
Cover Image
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Cover Image
A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
Cover Image
Identification and estimation of "irregular" correlated Random coefficient models
Graham, Bryan S.; Powell, James - 2008
Persistent link: https://www.econbiz.de/10003778751
Cover Image
Portfolio selection with common correlation mixture models
Haas, Markus; Mittnik, Stefan - In: Risk assessment : decisions in banking and finance, (pp. 47-76). 2008
Persistent link: https://www.econbiz.de/10003781608
Cover Image
Covariance matrix estimation
De Santis, Giorgio (contributor) - In: Modern investment management : an equilibrium approach, (pp. 224-248). 2003
Persistent link: https://www.econbiz.de/10002112186
Cover Image
The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
Cover Image
Functional form and spatial dependence in dynamic panels
Yang, Zhenlin; Li, Chenwei; Tse, Yiu Kuen - In: Economics letters 91 (2006) 1, pp. 138-145
Persistent link: https://www.econbiz.de/10003315129
Cover Image
Testing dependence among serially correlated multi-category variables
Pesaran, M. Hashem (contributor);  … - 2006
maximum canonical correlation between pairs of discrete variables. We also propose a trace canonical correlation test using …
Persistent link: https://www.econbiz.de/10003344606
Cover Image
A flexible dynamic correlation model
Baur, Dirk - 2006
Persistent link: https://www.econbiz.de/10003331350