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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - 2012 - November 2011, updated October 2012
The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profile likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...
Persistent link: https://www.econbiz.de/10010357151
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Bayesian estimation of probabilities of default for low default portfolios
Tasche, Dirk - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 302-326
Persistent link: https://www.econbiz.de/10010197067
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The estimation of threshold models in price transmission analysis
Greb, Friederike; Cramon-Taubadel, Stephan von; … - In: American journal of agricultural economics 95 (2013) 4, pp. 900-916
Persistent link: https://www.econbiz.de/10010203445
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Output gap estimation and monetary policy in China
Zhang, Chengsi; Zhang, Butan; Lu, Zhe; Murasawa, Yasutomo - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 119-131
Persistent link: https://www.econbiz.de/10010258938
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Parameter estimation methods of required rate of return on stock
Gankhuu, Battulga - In: International journal of theoretical and applied … 26 (2023) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10014500270
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Modelling of moving centerline exponentially weighted moving average (MCEWMA) with bootstrap approach : case study on Sukuk Musyarakah of Rantau Abang Capaital Berhad, Malaysia
Zainuddin Nurul Hila; Lola Muhamad Safiih; Nur … - In: International journal of applied business and economic … 14 (2016) 2, pp. 621-638
Persistent link: https://www.econbiz.de/10011900564
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The performance of BB-MCEWMA model : case study on Sukuk Rantau Abang Capital Berhad, Malaysia
Zainuddin Nurul Hila; Lola Muhamad Safiih - In: International journal of applied business and economic … 14 (2016) 2, pp. 639-653
Persistent link: https://www.econbiz.de/10011900572
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Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss
Mendo, Luis - In: TEST: An Official Journal of the Spanish Society of … 21 (2012) 4, pp. 656-675
Sequential estimation of the success probability p in inverse binomial sampling is considered in this paper. For any …
Persistent link: https://www.econbiz.de/10010994324
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The estimation of threshold models in price transmission analysis
Greb, Friederike; von Cramon-Taubadel, Stephan; … - 2011
The threshold vector error correction model is a popular tool for the analysis of spatial price transmission and market integration. In the literature, the profi le likelihood estimator is the preferred choice for estimating this model. Yet, in certain settings this estimator performs poorly. In...
Persistent link: https://www.econbiz.de/10010329889
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10010310340