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Multiple imputation in a complex household survey - the German Panel on Household Finances (PHF): challenges and solutions

Eisele, Martin; Zhu, Junyi - 2013

In this paper, we present a case study of the imputation in a complex household survey - the first wave of the German Panel on Household Finances (PHF). A household wealth survey has to be built on a questionnaire with rather complex logical structure mainly because the probes of many wealth...

Persistent link: https://www.econbiz.de/10010378326

Model selection methods for panel vector autoregressive models

Camehl, Annika - 2018

Persistent link: https://www.econbiz.de/10012154338

Essays on nonlinear and explosive time series : with applications to financial markets

Kaufmann, Hendrik - 2014

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias Korrektur, explosives Verhalten, Nichtlinearität, Modellselektion, Persistenz, Spezifikationstests

Persistent link: https://www.econbiz.de/10010395343

Essays in computational statistics with applications to volatility forecasting and forecast combination

Knaus, Simon D. - 2014

Der erste Aufsatz der vorliegenden Dissertation untersucht die Dynamik der realisierten Volatilität. Ein erfolgreiches Model in diesem Bereich ist das sogenannte heterogene auto-regressive Modell (HAR), das konzeptionell einfach und gut für Vorhersagen geeignet ist. Eine neue Herangehensweise...

Persistent link: https://www.econbiz.de/10010350528

The welfare consequences of individual-level risk preference estimation

Monroe, Brian Albert - In: Models of risk preferences : descriptive and normative …, (pp. 227-254). 2023

Persistent link: https://www.econbiz.de/10014451874

Judgmental selection of forecasting models (reprint)

Petropoulos, Fotios; Kourentzes, Nikolaos; … - In: Judgment in Predictive Analytics, (pp. 53-84). 2023

Persistent link: https://www.econbiz.de/10014301347

Bootstrap model averaging unit root inference

Hansen, Bruce E.; Racine, Jeffrey - In: Essays in honor of Subal Kumbhakar, (pp. 81-98). 2024

Persistent link: https://www.econbiz.de/10014559143

Does debt affect profitability? An empirical study of French trade sector

Kebewar, Mazen - 2013

2006. By using the generalized method of moments (GMM), we show that the debt affects negatively the profitability, not …

Persistent link: https://www.econbiz.de/10010312006

La structure du capital et la profitabilité: le cas des entreprises industrielles françaises

Kebewar, Mazen - 2013

sur panel dynamique en utilisant la méthode des moments généralisée (GMM), que la structure du capital n’a aucune … industrial firms are taken over the period 1999-2006, as a dynamic panel study by using the generalized method of moments (GMM …

Persistent link: https://www.econbiz.de/10010312009

L’endettement affecte-t-il la profitabilité? Le cas des firmes agro-alimentaires françaises

Kebewar, Mazen - 2012

’Agro-alimentaires, observées sur la période entre 1999 et 2006. Nous montrons, en utilisant la méthode des moments généralisée (GMM), que l … the generalized method of moments (GMM), that debt affects negatively on the profitability, but this effect is negligible …

Persistent link: https://www.econbiz.de/10010312038