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Erst testen, dann schätzen?

Tödter, Karl-Heinz - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 548-553

Persistent link: https://www.econbiz.de/10003767648

Ausreißerrobuste Methoden in der linearen Regressionsanalyse

Finger, Robert; Stephan, Andreas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 37 (2008) 10, pp. 557-559

Persistent link: https://www.econbiz.de/10003767654

A bivariate zero-inflated count data regression model with unrestricted correlation

Gurmu, Shiferaw; Elder, John - In: Economics letters 100 (2008) 2, pp. 245-248

Persistent link: https://www.econbiz.de/10003768241

Setting "condition of order preservation" requirements for the priority vector estimate in AHP is not justified

Korhonen, Pekka J. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003768915

Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...

Persistent link: https://www.econbiz.de/10003770766

Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments

Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 146 (2008) 2, pp. 241-254

Persistent link: https://www.econbiz.de/10003782963

Forecasting using a large number of predictors : is Bayesian shrinkage a valid alternative to principal components?

De Mol, Christine; Giannone, Domenico; Reichlin, Lucrezia - In: Journal of econometrics 146 (2008) 2, pp. 318-328

Persistent link: https://www.econbiz.de/10003782984

Der Betafaktor im CAPM als variierender Regressionskoeffizient

Becker, Steffen (contributor) - 2008

Der Betafaktor oder -koeffizient wird in Regressionsmodellen der statistisch-ökonometrischen Theorie üblicherweise als …

Persistent link: https://www.econbiz.de/10003785282

New results for nonstationary panel regression

Jung, Hosung - In: Applied economics letters 15 (2008) 10/12, pp. 975-979

Persistent link: https://www.econbiz.de/10003785994

Estimation of a linear model in transformed variables under microaggregation by individual ranking

Schmid, Matthias; Schneeweiß, Hans - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 4, pp. 359-374

Persistent link: https://www.econbiz.de/10003787284