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Automatic selection for non-linear models

Castle, Jennifer; Hendry, David F. - 2010

Persistent link: https://www.econbiz.de/10003942764

Probabilistic skill in ensemble seasonal forecasts

Smith, Leonard A.; Du, Hailiang; Suckling, Emma B.; … - 2014

Persistent link: https://www.econbiz.de/10010344171

Mortality and Socio-Economic Differences in a Competing Risks Model

Munch, Jakob Roland; Svarer, Michael - 2008

This paper presents evidence on how mortality in Denmark is related to different socio-economic indicators. By use of unique and extensive sample of the Danish population, we examine how mortality is related to factors such as education, occupation, skill level and income for the years 1992-97....

Persistent link: https://www.econbiz.de/10014137094

Self-employment among Italian female graduates

Rosti, Luisa (contributor); Chelli, Francesco (contributor) - 2007

We investigate gender differences among Italian self employed graduates focusing on flow data from a ten-year labor … wage gap in paid employment may induce some female graduates with low entrepreneurial ability to set up on their own, but …. Applying Markovian analysis to labor market transitions we confirm our hypothesis: female graduates rarely move from paid …

Persistent link: https://www.econbiz.de/10003747764

Signalling the Dotcom bubble : a multiple changes in persistence approach

Leone, Vitor; Medeiros, Otavio Ribeiro de - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 77-86

Persistent link: https://www.econbiz.de/10011334022

The signal and the noise volatilities

Chaker, Selma - In: Research in international business and finance 50 (2019), pp. 79-105

Persistent link: https://www.econbiz.de/10012177017

Noise reduction in a reputation index

Mitic, Peter - In: International Journal of Financial Studies : open … 6 (2018) 1, pp. 1-18

Assuming that a time series incorporates “signal” and “noise” components, we propose a method to estimate the extent of the “noise” component by considering the smoothing properties of the state-space of the time series. A mild degree of smoothing in the state-space, applied using a...

Persistent link: https://www.econbiz.de/10011852766