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The multivariate mixed proportional hazard model : applications and extensions
Drepper, Bettina - 2013
Persistent link: https://www.econbiz.de/10010236549
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Quantitative models of commercial policy
Ossa, Ralph - 2016
Persistent link: https://www.econbiz.de/10011459578
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Quantitative models of commercial policy
Ossa, R. - 2016
Persistent link: https://www.econbiz.de/10011724627
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Nachhaltige Bewirtschaftung natürlicher Ressourcen : Erfolgsfaktoren in komplexen sozial-ökologischen Systemen
Frey, Ulrich - 2018 - [1. Auflage]
Persistent link: https://www.econbiz.de/10011821757
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003893144
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A blocking and regularization approach to high dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009
We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...
Persistent link: https://www.econbiz.de/10003909174
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Local multiplicative bias correction for asymmetric kernel density estimators
Hagmann, Matthias; Scaillet, Olivier - In: Journal of econometrics 141 (2007) 1, pp. 213-249
Persistent link: https://www.econbiz.de/10003571280
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Kernel estimation of multivariate conditional distributions
Racine, Jeffrey; Li, Qi; Zhu, Xi - In: Annals of economics and finance 5 (2004) 2, pp. 211-235
Persistent link: https://www.econbiz.de/10002544874
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Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - 2001
Persistent link: https://www.econbiz.de/10001630681
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Semiparametirc varying parameter panel data models : an application to estimation of speed of convergence
Kumar, Subodh; Ullah, Aman - In: Applying Kernel and nonparametric estimation to …, (pp. 109-128). 2000
Persistent link: https://www.econbiz.de/10001548526