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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - 2012 - November 2011, updated October 2012
The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...
Persistent link: https://www.econbiz.de/10010357151
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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - In: American journal of agricultural economics 95 (2013) 4, pp. 900-916
Persistent link: https://www.econbiz.de/10010203445
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Parameter estimation methods of required rate of return on stock
Gankhuu, Battulga - In: International journal of theoretical and applied … 26 (2023) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10014500270
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Modelling of moving centerline exponentially weighted moving average (MCEWMA) with bootstrap approach : case study on Sukuk Musyarakah of Rantau Abang Capaital Berhad, Malaysia
Zainuddin Nurul Hila; Lola Muhamad Safiih; Nur … - In: International journal of applied business and economic … 14 (2016) 2, pp. 621-638
Persistent link: https://www.econbiz.de/10011900564
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The performance of BB-MCEWMA model : case study on Sukuk Rantau Abang Capital Berhad, Malaysia
Zainuddin Nurul Hila; Lola Muhamad Safiih - In: International journal of applied business and economic … 14 (2016) 2, pp. 639-653
Persistent link: https://www.econbiz.de/10011900572
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A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto; Le Pera, Giacomo - In: The journal of operational risk 10 (2015) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
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Dynamic linear regression by Bayesian and bootstrapping techniques
Adepoju, A. Adedayo; Ogundunmade, Tayo P. - In: Estudios de economía aplicada : revista promovida por … 37 (2019) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10012063570
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A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul; Dufour, Jean-Marie - 2019
Persistent link: https://www.econbiz.de/10012244154
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Estimation of spatial econometric linear models with large datasets : how big can spatial Big Data be?
Arbia, Giuseppe; Ghiringhelli, C.; Mira, A. - In: Regional science & urban economics 76 (2019), pp. 67-73
Persistent link: https://www.econbiz.de/10012267313
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A tailor-made test of intransitive choice
Baillon, Aurélien; Bleichrodt, Han; Cillo, Alessandra - In: Operations research 63 (2015) 1, pp. 198-211
Persistent link: https://www.econbiz.de/10010519495