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A score-test on measurement errors in rating transition times
Voß, Sebastian; Weißbach, Rafael - In: Journal of econometrics 180 (2014) 1, pp. 16-29
Persistent link: https://www.econbiz.de/10010379529
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Robust time series models with trend and seasonal components
Caivano, Michele; Harvey, Andrew C.; Luati, Alessandra - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 99-120
is a linear function of past values of the score of the conditional distribution. These specifications produce models …
Persistent link: https://www.econbiz.de/10011458780
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Filtering with heavy tails
Harvey, Andrew C.; Luati, Alessandra - 2012
Persistent link: https://www.econbiz.de/10009737948
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.; Wang, Linqi - 2019
Persistent link: https://www.econbiz.de/10012215223
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A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.; Wang, Linqi - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
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A score-test on measurement errors in rating transition times : conference paper
Voß, Sebastian; Weißbach, Rafael - 2014
estimates. We develop a score test against such measurement errors in the transition data that is independent of the error …
Persistent link: https://www.econbiz.de/10010488552
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Survival analysis of the Spanish hotel industry
Gémar, Germán; Moniche, Laura; Morales, Antonio J. - In: Tourism management : research, policies, practice 54 (2016), pp. 428-438
Persistent link: https://www.econbiz.de/10011452137