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Enhanced decision support in credit scoring using Bayesian binary quantile regression

Miguéis, V. L.; Benoit, D. F.; Van den Poel, Dirk - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1374-1383

Persistent link: https://www.econbiz.de/10009788630

Relating alternative forms of contingency fit to the appropriate methods to test them

Burkert, Michael; Davila, Antonio; Mehta, Kandarp; … - In: Management accounting research 25 (2014) 1, pp. 6-29

Persistent link: https://www.econbiz.de/10010256674

Uniform inference in predictive regression models

Chen, Willa W.; Deo, Rohit S.; Yi, Yanping - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 525-533

Persistent link: https://www.econbiz.de/10010337853

Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach

Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684

Persistent link: https://www.econbiz.de/10010344465

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

On the properties of the coefficient of determination in regression models with infinite variance variables

Kurz-Kim, Jeong-Ryeol; Loretan, Mico - In: Journal of econometrics 181 (2014) 1, pp. 15-24

Persistent link: https://www.econbiz.de/10010473444

A simple estimator for partial linear regression with endogenous nonparametric variables

Delgado, Michael S.; Parmeter, Christopher F. - In: Economics letters 124 (2014) 1, pp. 100-103

Persistent link: https://www.econbiz.de/10010490581

Nonparametric Kernel regression with multiple predictors and multiple shape constraints

Du, Pang; Parmeter, Christopher F.; Racine, Jeffrey - 2012

Persistent link: https://www.econbiz.de/10009612415

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572

Persistent link: https://www.econbiz.de/10003802390

Nonlinear forecasting with many predictors using Kernel ridge regression

Exterkate, Peter; Groenen, Patrick J. F.; Heij, Christiaan - 2011

This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the...

Persistent link: https://www.econbiz.de/10011382698