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Regression-based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 118 (2015) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
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Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille; Sun, Xiaolin - In: The econometrics journal 25 (2022) 1, pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
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Modelling the distribution of health related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression
Borgini, Riccardo; Bianco, Paola Del; Salvati, Nicola; … - 2015
Health-related quality of life assessment is important in the clinical evaluation of patients with metastatic disease that may offer useful information in understanding the clinical effectiveness of a treatment. To assess if a set of explicative variables impacts on the health-related quality of...
Persistent link: https://www.econbiz.de/10011291429
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A robust random coefficient regression representation of the chain-ladder method
Badounas, Ioannis; Bozikas, Apostolos; Pitselis, Georgios - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 151-182
Persistent link: https://www.econbiz.de/10013187294
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Robust HPD-regions in Bayesian regression models
Pötzelberger, Klaus; Polasek, Wolfgang - 1989
Persistent link: https://www.econbiz.de/10000781400
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An algorithm for robust regression
Magee, Lonnie - 1991
Persistent link: https://www.econbiz.de/10000953010
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767435
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Ausreißerrobuste Methoden in der linearen Regressionsanalyse
Finger, Robert; Stephan, Andreas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 557-559
Persistent link: https://www.econbiz.de/10003767654
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General trimmed estimation : robust approach to nonlinear and limited dependent variable models
Čížek, Pavel - In: Econometric theory 24 (2008) 6, pp. 1500-1529
Persistent link: https://www.econbiz.de/10003771780