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Large sample properties for estimators based on the order statistics approach in auctions

Menzel, Konrad; Morganti, Paolo - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 329-375

Persistent link: https://www.econbiz.de/10010126185

Applying the GLM variance assumption to overcome the scale-dependence of the negative binomial QGPML estimator

Bosquet, Clément; Boulhol, Hervé - In: Econometric reviews 33 (2014) 7, pp. 772-784

Persistent link: https://www.econbiz.de/10010363877

A duration dependent rating migration model : real data application and cost of capital estimation

D'Amico, Guglielmo; Di Biase, Giuseppe; Janssen, Jacques; … - In: Finance a úvěr 64 (2014) 3, pp. 233-245

Persistent link: https://www.econbiz.de/10010373383

The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis

Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464

Persistent link: https://www.econbiz.de/10011436709

The pricing of credit derivatives and estimation of default probability

Zhou, Hanghang; Zhao, Dianli - In: Journal of mathematical finance 5 (2015) 3, pp. 243-248

Persistent link: https://www.econbiz.de/10011438503

Frontier techniques : contrasting the performance of (single) truncated order regression methods and replicated moments

Martins, Ana Paula - 2010

This research contrasts three econometric alternatives for stochastic efficiency frontier analysis: order – inter-quantile – and inverse order regression under the assumption of truncated error term distribution, and replicated moment estimation. The demonstration departs from a simple...

Persistent link: https://www.econbiz.de/10011524740