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Econometric analysis of count data
Winkelmann, Rainer - 2008 - 5. ed.
Persistent link: https://www.econbiz.de/10003631741
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Vergleich von Schätz- und Testverfahren unter alternativen Spezifikationen linearer Panelmodelle
Wolf, Katja - 2005 - 1. Aufl.
Empirische Analysen mit Paneldaten sind aus der wirtschafts- und sozialwissenschaftlichen Forschung seit Beginn der 80er Jahren nicht mehr wegzudenken. Die Beliebtheit resultiert unter anderem aus der Möglichkeit, mithilfe von Paneldaten unbeobachtete Unterschiede zwischen den...
Persistent link: https://www.econbiz.de/10002913594
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Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Rothe, Christoph (contributor);  … - 2005
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a unit root process from a mean-reverting exponential smooth transition autoregressive one. The limiting nonstandard distributions are derived under very general conditions and simulation evidence...
Persistent link: https://www.econbiz.de/10002926863
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Econometric Analysis of Count Data
Winkelmann, Rainer (contributor) - 2008 - Fifth edition
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...
Persistent link: https://www.econbiz.de/10013520920
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Schätz- und Testverfahren im strukturellen Kointegrationsmodell
Schröer, Gunar - 1998
Persistent link: https://www.econbiz.de/10013434132
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …
Persistent link: https://www.econbiz.de/10000655961
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance … and allow for possible switches in the risk-return relation through a Markov-switching specification. We find strong … evidence for regime changes in the risk-return relation. This finding is robust to a large range of specifications. In the …
Persistent link: https://www.econbiz.de/10010225468
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Staatliche Eingriffe in Märkte für Kinderbetreuung : Theorie und Empirie im deutsch-amerikanischen Vergleich
Spieß, C. Katharina - 1998
Persistent link: https://www.econbiz.de/10000648798