Similar Search Results

Likelihood-based analysis for dynamic factor models

Jungbacker, Borus; Koopman, Siem Jan - 2008

We present new results for the likelihood-based analysis of the dynamic factor model that possibly includes intercepts and explanatory variables. The latent factors are modelled by stochastic processes. The idiosyncratic disturbances are specified as autoregressive processes with mutually...

Persistent link: https://www.econbiz.de/10011373811

Likelihood-based dynamic factor analysis for measurement and forecasting

Jungbacker, Borus; Koopman, Siem Jan - In: The econometrics journal 18 (2015) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10011378457

Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10011298878

Population toxicokinetics of ethylene : models and validation of first order assumptions on kinetic processes

Selinski, Silvia; Quinke, Barbara; Golka, Klaus; Bolt, … - 2002

The determination of toxicokinetic parameters is an essential component in the risk assessment of potential harmful chemicals. It is a key step to analyse the processes involved in the formation of DNA adducts which are connected with the development of chemical-induced cancer. A general problem...

Persistent link: https://www.econbiz.de/10009770916

Downturn loss given default : mixture distribution estimation

Calabrese, Raffaella - In: European journal of operational research : EJOR 237 (2014) 1, pp. 271-277

Persistent link: https://www.econbiz.de/10010378609

Estimation of the parameters of a Markov-modulated loss process in insurance

Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 388-404

Persistent link: https://www.econbiz.de/10010195915

Empirical hierarchical modelling for count data using the spatial random effects model

Sengupta, Aritra; Cressie, Noel A. C. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 389-418

Persistent link: https://www.econbiz.de/10010202694

Interindividual and interoccasion variability of toxicokinetic parameters of uptake, exhalation, and metabolism of ethylene

Schirm, Florian A.; Selinski, Silvia - 2000

A basic part in the risk assessment of potential carcinogens is the determination of toxicokinetic parameters. The partition of the xenobiotic in the body of experimental animals is a first step of the biochemical pathway of the formation of DNA adducts which might lead to the development of...

Persistent link: https://www.econbiz.de/10009787268

Estimation of toxicokinetic population parameters in a four-stage hierarchical model

Selinski, Silvia - 2000

Persistent link: https://www.econbiz.de/10009789899

A new approach to Bayesian hypothesis testing

Li, Yong; Zeng, Tao; Yu, Jun - In: Journal of econometrics 178 (2014) 1, pp. 602-612

Persistent link: https://www.econbiz.de/10010256849