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Identification of vector autoregressive models with nonlinear contemporaneous structure

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Persistent link: https://www.econbiz.de/10015050285

Das Risiko von Aktienanlagen : die fundamentale Analyse und Schätzung von Aktienrisiken

Bauer, Christoph - 1992

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Modelle für kategoriale Daten mit ordinalem Skalenniveau : parametrische und nonparametrische Ansätze : mit 4 Abbildungen und 12 Tabellen

Tutz, Gerhard - 1990

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A unified theory for ARMA models with varying coefficients : one solution fits all

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Asymptotic results on tail moment for light-tailed risks

Wang, Bingjie; Li, Jinzhu - In: Insurance : mathematics and economics 114 (2024), pp. 43-55

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Estimating quantile regressions with multiple fixed effects through method of moments

Rios-Avila, Fernando; Siles, Leonardo; … - 2024

This paper proposes a new method to estimate quantile regressions with multiple fixed effects. The method, which expands on the strategy proposed by Machado and Santos Silva (2019), allows for the inclusion of multiple fixed effects and provides various alternatives for estimating standard...

Persistent link: https://www.econbiz.de/10015052823