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Schätzverfahren im linearen Regressionsmodell bei partiellen und unscharfen Parameterrestriktionen
Klintworth, Markus - 2004
Persistent link: https://www.econbiz.de/10001999156
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Practical inference from industrial split-plot designs
Goos, Peter; Langhans, Ivan; Vandebroek, Martina - 2004
Persistent link: https://www.econbiz.de/10002035146
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - In: Journal of econometrics 119 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity
Moon, Hyungsik Roger; Perron, Benoit - 2000
Persistent link: https://www.econbiz.de/10001504780
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Simultaneuos equations models
Werwatz, Axel; Müller, Christian - 2000
Persistent link: https://www.econbiz.de/10001508111
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Least trimmed squares
Čížek, Pavel; Visek, Jan Amos - 2000
Persistent link: https://www.econbiz.de/10001508460
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DPLS-partial least squares program for dynamic path models
Geppert, Frank; Strohe, Hans Gerhard - 2000
Persistent link: https://www.econbiz.de/10001509579
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel (contributor); Navas, Javier F. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian; Zakoïan, Jean-Michel - 2000
Persistent link: https://www.econbiz.de/10001549029