Similar Search Results - EconBiz

Forecasting financial time series using model averaging

Ravazzolo, Francesco - 2007

Persistent link: https://www.econbiz.de/10003580042

Robust designs for series estimation

Dette, Holger (contributor); Wiens, Douglas P. (contributor) - 2007

We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the estimates of the coefficients in a truncated series expansion and do not take possible bias into account. We present a...

Persistent link: https://www.econbiz.de/10003581917

A spectral representation for max-stable processes

Haan, L. de - 1983

Persistent link: https://www.econbiz.de/10003552624

Three essays in econometrics : estimation with persistent regressors, MCMC inference about factors, and the FAVAR

Eliasz, Piotr - 2005

Persistent link: https://www.econbiz.de/10003553303

Econometric essays on generalized empirical likelihood, long-memory time series, and volatility

Guggenberger, Patrik - 2003

Persistent link: https://www.econbiz.de/10003628322

An analysis of the indicator saturation estimator as a robust regression estimator

Johansen, Søren (contributor); Nielsen, Bent (contributor) - 2008

Persistent link: https://www.econbiz.de/10003631872

Second order expansion of t-statistic in autoregressive models

Mikusheva, Anna (contributor) - 2007

Persistent link: https://www.econbiz.de/10003605137

Nearest neighbor conditional estimation for Harris recurrent Markov chains

Sancetta, Alessio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003520013

Edgeworth expansion for realized volatility and related estimators

Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005

Persistent link: https://www.econbiz.de/10003217402

Likelihood-based estimation of latent general ARCH structures

Fiorentini, Gabriele (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10003179153

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