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Three Essays on Doubly Robust Estimation Methods
Uysal, Selver Derya - 2011
Persistent link: https://www.econbiz.de/10009767079
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619553
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VAR cointegration in VARMA models
Wagner, Martin - 1999
derive their implications for the structure theory of cointegration. Specifically we show that the cointegrating space is …
Persistent link: https://www.econbiz.de/10009712340
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Robust portfolio choice with stochastic interest rates
Flor, Christian Riis; Larsen, Linda Sandris - In: Annals of finance 10 (2014) 2, pp. 243-265
Persistent link: https://www.econbiz.de/10010350862
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Modelling robustness for manufacturing processes : a critical review
Mondal, S. C.; Ray, P. K.; Maiti, J. - In: International journal of production research 52 (2014) 2, pp. 521-538
Persistent link: https://www.econbiz.de/10010249786
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Robustness checks and robustness tests in applied economics
Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206
Persistent link: https://www.econbiz.de/10010255444
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A simple spatial dependence test robust to local and distributional misspecifications
Fang, Ying; Park, Sung Y.; Zhang, Jinfeng - In: Economics letters 124 (2014) 2, pp. 203-206
Persistent link: https://www.econbiz.de/10010493724
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A note on the relation between local power and robustness to misspecification
Guggenberger, Patrik - In: Economics letters 116 (2012) 2, pp. 133-135
Persistent link: https://www.econbiz.de/10009674534
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009562979
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Robust calibration of financial models using Bayesian estimators
Gupta, Alok; Reisinger, Christoph - In: The journal of computational finance 17 (2014) 4, pp. 3-36
Persistent link: https://www.econbiz.de/10010387862