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The Econometrics of Individual Risk : Credit, Insurance, and Marketing
Jasiak, Joann; Gourieroux, Christian - 2015
underappreciated but important variety of risk. The book presents a course in the econometric theory of individual risk illustrated by …
Persistent link: https://www.econbiz.de/10014481711
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Spatial econometrics : from cross-sectional data to spatial panels
Elhorst, J. Paul - 2014
Persistent link: https://www.econbiz.de/10010191161
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Copula modeling : an introduction for practitioners
Trivedi, Pravin K.; Zimmer, David M. - 2007
Persistent link: https://www.econbiz.de/10003553428
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The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian; Jasiak, Joann - 2007
Persistent link: https://www.econbiz.de/10003420329
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Empirical Techniques in Finance
Bhar, Ramaprasad - 2005
Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …
Persistent link: https://www.econbiz.de/10014014047
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Empirical techniques in finance : with 30 tables
Bhar, Ramaprasad; Hamori, Shigeyuki - 2005 - 1. ed.
The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide...
Persistent link: https://www.econbiz.de/10002626892
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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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Econometrics of short and unreliable time series
Url, Thomas (ed.); Wörgötter, Andreas (contributor) - 1995
Persistent link: https://www.econbiz.de/10000545862