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Comparing the efficiency of structural and functional methods in measurement error models
Schneeweiß, Hans (contributor);  … - 2006
and functional estimators of the regression parameters in a measurement error model. While structural methods, in … general. But by modifying the QS method, the adverse effect of the nuisance parameters can be overcome. For small measurement …
Persistent link: https://www.econbiz.de/10003378512
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Errors of measurement in output deflators
Lichtenberg, Frank R.; Griliches, Zvi - 1986
Persistent link: https://www.econbiz.de/10000713595
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Evaluation of a tax reform : a model with measurement error
Euwals, Rob - In: Applied economics letters 15 (2008) 7/9, pp. 697-700
Persistent link: https://www.econbiz.de/10003741633
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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - 2009
Persistent link: https://www.econbiz.de/10003847625
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Evaluation of a tax reform : a model with measurement error
Euwals, Rob (contributor) - 2006
analysis using a model that accounts for measurement error shows that the growth of the employment rates of women without young …
Persistent link: https://www.econbiz.de/10003473886
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Measurment errors in investment equations
Almeida, Heitor; Campello, Murillo; Galvão Júnior, … - In: The review of financial studies 23 (2010) 9, pp. 3279-3328
Persistent link: https://www.econbiz.de/10008664123
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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695596
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Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker; Zähle, Henryk - 2010
A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...
Persistent link: https://www.econbiz.de/10003973663
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Measuring portfolio credit risk correctly : why parameter uncertainty matters
Tarashev, Nikola A. - In: Journal of banking & finance 34 (2010) 9, pp. 2065-2076
Persistent link: https://www.econbiz.de/10008732113