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Multivariate Reduced Rank Regression in Non-Gaussian Contexts, Using Copulas
Heinen, Andréas - 2007
We propose a new procedure to perform Reduced Rank Regression (RRR) in non-Gaussian contexts, based on Multivariate Dispersion Models. Reduced-Rank Multivariate Dispersion Models (RR-MDM) generalise RRR to a very large class of distributions, which include continuous distributions like the...
Persistent link: https://www.econbiz.de/10012730382
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Multivariate reduced rank regression in non-Gaussian contexts, using copulas
Heinen, Andréas; Rengifo, Erick W. - 2004
Persistent link: https://www.econbiz.de/10002344130
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Statistical models for the social and behavioral sciences : multiple regression and limited-dependent variable models
Crown, William H. - 1998 - 1. publ.
Persistent link: https://www.econbiz.de/10000619185
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Detecting interaction effects in moderated multiple regression with continuous variables : power and sample size considerations
Shieh, Gwowen - In: Organizational research methods : ORM 12 (2009) 3, pp. 510-528
Persistent link: https://www.econbiz.de/10003868006
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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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A new test for detection of local structural changes
Bondarenko, Julia; Sahin, Nazli; Wittenberg, Philipp - 2010
Persistent link: https://www.econbiz.de/10008810267
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Misleading heuristics and moderated multiple regression models
Irwin, Julie Richt; McClelland, Gary H. - 2007
Persistent link: https://www.econbiz.de/10003540683
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Simple LM tests for the unbalanced nested error component regression model
Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187
Persistent link: https://www.econbiz.de/10001704762
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Künstliche Neuronale Netze im empirischen Vergleich zu regressionsanalytischen Verfahren in der Werbewirkungsforschung
Hoffmann, Michaela - 2004
Persistent link: https://www.econbiz.de/10001950098
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Pure Factor Portfolios and Multivariate Regression Analysis
Clarke, Roger G - 2019
Linking factor portfolio construction to cross-sectional regressions of security returns on standardized factor exposures leads to a transparent and investable perspective on factor performance. Under capitalization-weighting, multivariate regression coefficients translate to portfolio returns...
Persistent link: https://www.econbiz.de/10012902336