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Econometric analysis
Greene, William H. - 2003 - International ed., 5. ed.
Persistent link: https://www.econbiz.de/10001699919
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Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results
Kaufmann, Sylvia; Schumacher, Christian - 2012
This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
Persistent link: https://www.econbiz.de/10009674269
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High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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Time series models
Harvey, Andrew C. - 1993 - 2. ed.
Persistent link: https://www.econbiz.de/10013530402
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Ökonometrische Analyse von Zeitreihen
Harvey, Andrew C. - 1994 - 2. Aufl.
Persistent link: https://www.econbiz.de/10000878330
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Time series, unit roots, and cointegration
Dhrymes, Phoebus J. - 1998
Persistent link: https://www.econbiz.de/10000647696
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Asymptotic theory for econometricians
White, Halbert - 2001 - Rev. ed.
Persistent link: https://www.econbiz.de/10001499955
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Applied econometric time series
Enders, Walter - 2004 - 2. ed., intern. ed.
This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques …
Persistent link: https://www.econbiz.de/10001790488
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Using econometrics : a practical guide
Studenmund, Arnold H. - 2001 - 4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001794082
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Undergraduate econometrics
Hill, Rufus Carter; Griffiths, William E.; Judge, George G. - 2001 - 2. ed.
Persistent link: https://www.econbiz.de/10001534178