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Efficient bias robust regression for time series factor models
Martin, R. Douglas; Xia, Daniel Z. - In: The journal of asset management : a major new, … 23 (2022) 3, pp. 215-234
Persistent link: https://www.econbiz.de/10013199106
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
Galata, Robert (ed.); Schneeweiß, Hans (honouree);  … - 1998
between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … Statistics at the Ludwig-Maximilians-University in Mu­ nich since 1973. His extensive research activities abroad included …
Persistent link: https://www.econbiz.de/10000655961
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Econometrics in Theory and Practice : Festschrift for Hans Schneeweiß
Galata, Robert (ed.); Küchenhoff, Helmut (ed.) - 1998
and statistics which show the current status of research in these areas. The book addresses all those concerned with the …
Persistent link: https://www.econbiz.de/10013522312
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Measurement errors and monetary policy : then and now
Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78
Persistent link: https://www.econbiz.de/10011817602
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Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki; Ota, Yasushi - In: Computational economics 57 (2021) 4, pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
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Robust discovery of regression models
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F. - 2020
Persistent link: https://www.econbiz.de/10012492604
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Outliers in statistical data analysis
Pemajayantha, V. - 1995
Persistent link: https://www.econbiz.de/10000603553
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Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko - 2013
Persistent link: https://www.econbiz.de/10009737686
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Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong; Sriram, T. N. - In: Journal of forecasting 36 (2017) 6, pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
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Jump regressions
Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 1, pp. 173-195
Persistent link: https://www.econbiz.de/10011738476