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Fractionally integrated models with ARCH errors
Hauser, Michael A.; Kunst, Robert M. - 1994
Persistent link: https://www.econbiz.de/10000882159
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Profit persistence and stock returns
Gschwandtner, Adelina; Hauser, Michael A. - 2013
This paper attempts to assemble evidence for the relationship between the product and the financial market. Drawing back on work in industrial organization, we analyze the relationship between profit persistence and expected stock returns. We show that long-run profit persistence together with...
Persistent link: https://www.econbiz.de/10010210263
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Modeling profit series: nonstationarity and long memory
Gschwandtner, Adelina (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003055097
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Can one estimate the conditional distribution of post-model-selection estimators?
Leeb, Hannes; Pötscher, Benedikt M. - 2003
Persistent link: https://www.econbiz.de/10001856361
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Sparse estimators and the oracle property, or the return of Hodges' estimator
Leeb, Hannes; Pötscher, Benedikt M. - 2005
Persistent link: https://www.econbiz.de/10002770455
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Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002174801
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On the formulation of uniform laws of large numbers : a truncation approach
Potscher, Benedikt M. - 1990
Persistent link: https://www.econbiz.de/10013452139