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Multiple Imputation von fehlenden Werten mit Daten über Unterernährung und Kindersterblichkeit
Gartner, Hermann (contributor); Scheid, Sandro (contributor) - 2003
Persistent link: https://www.econbiz.de/10002531441
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Aufsätze zur ökonometrischen Analyse diskreter Strukturen in der Arbeitsmarkt- und Entwicklungsökonomie
Gartner, Hermann (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001757715
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Robust resampling methods for time series
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2010 - This version: May 9, 2010
We study the robustness of block resampling procedures for time series. We first derive a set of formulas to characterize their quantile breakdown point. For the moving block bootstrap and the subsampling, we find a very low quantile breakdown point. A similar robustness problem arises in...
Persistent link: https://www.econbiz.de/10003971115
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A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick (contributor);  … - 2007
We consider testing for correct specification of a nonparametric instrumental variable regression. In this ill …
Persistent link: https://www.econbiz.de/10003550675
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Fehlende Daten in Additiven Modellen
Nittner, Thomas - 2003
Persistent link: https://www.econbiz.de/10001787999
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the … uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function …
Persistent link: https://www.econbiz.de/10011382708
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Pricing Bermudan options using regression : optimal rates of convergence for lower estimates
Belomestny, Denis - 2009
The problem of pricing Bermudan options using Monte Carlo and a nonparametric regression is considered. We derive …. -- Bermudan options ; Regression ; Boundary condition …
Persistent link: https://www.econbiz.de/10003828655
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Counterfactual distributions in bivariate models : a conditional quantile approach
Alejo, Javier; Badaracco, Nicolás - In: Econometrics : open access journal 3 (2015) 4, pp. 719-732
of the regression model. …
Persistent link: https://www.econbiz.de/10011411683
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LASSO-type penalization in the framework of generalized additive models for location, scale and shape
Groll, Andreas; Hambuckers, Julien; Kneib, Thomas; … - 2018
models for distributional regression is the generalized additive model for location, scale and shape (GAMLSS). In high …
Persistent link: https://www.econbiz.de/10011899137
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Improving MCMC Using Efficient Importance Sampling
Liesenfeld, Roman; Richard, Jean-Francois - 2006
This paper develops a systematic Markov Chain Monte Carlo (MCMC) framework based upon Efficient Importance Sampling (EIS) which can be used for the analysis of a wide range of econometric models involving integrals without an analytical solution. EIS is a simple, generic and yet accurate...
Persistent link: https://www.econbiz.de/10014058202