Narrow search
Showing 81 - 90 of 667,426
Cover Image
A note on the coefficient of determination in regression models with infinite-variance variables
Kurz-Kim, Jeong-Ryeol (contributor);  … - 2007
Since Mandelbrot's seminal work (1963), alpha-stable distributions with infinite variance have been regarded as a more realistic distributional assumption than the normal distribution for some economic variables, especially financial data. After providing a brief survey of theoretical results on...
Persistent link: https://www.econbiz.de/10003461221
Cover Image
Focused information criteria and model averaging for the Cox hazard regression model
Hjort, Nils Lid; Claeskens, Gerda - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1449-1464
Persistent link: https://www.econbiz.de/10003406649
Cover Image
Bias corrections for two-step fixed effects panel data estimators
Fernández-Val, Iván (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428365
Cover Image
Theoretical and practical aspects of penalized spline smoothing
Krivobokova, Tatyana - 2006
Persistent link: https://www.econbiz.de/10003448656
Cover Image
Linear statistical inference for global and local minimum variance portfolios
Frahm, Gabriel (contributor) - 2007
of the estimated expected portfolio returns. -- Estimation risk ; linear regression theory ; Markowitz portfolio …
Persistent link: https://www.econbiz.de/10003449380
Cover Image
Resolving the aggregation problem that plagues the hedonic pricing method
Lipscomb, Clifford Allen - 2003
Persistent link: https://www.econbiz.de/10003379059
Cover Image
Joining panel data with cross-sections for efficiency gains
Bruno, Randolph Luca; Stampini, Marco - In: Giornale degli economisti e annali di economia 68 (2009) 2, pp. 149-173
Persistent link: https://www.econbiz.de/10003908031
Cover Image
Nonparametric estimation of econometric models with categorical variables
Ouyang, Desheng - 2005
Persistent link: https://www.econbiz.de/10003973958
Cover Image
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen; Gelper, Sarah; Gather, Ursula; … - 2008
Persistent link: https://www.econbiz.de/10003977730
Cover Image
Oracally efficient two-step estimation of generalized additive model
Liu, Rong; Yang, Lijian; Härdle, Wolfgang - 2011
asymptotic normality. Simulation evidence strongly corroborates with the asymptotic theory. -- Bandwidths ; B spline ; knots …
Persistent link: https://www.econbiz.de/10008905999