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Robust inference
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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Handbook of econometrics ; Vol. 4
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Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Bootstrap inference in time series econometrics
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Selection of the best subset of variables in regression and time series models
Nechval, Nicholas A.
;
Nechval, Konstantin N.
; …
- In:
Cybernetics and systems theory in management : tools, …
,
(pp. 303-320)
.
2010
Persistent link: https://www.econbiz.de/10003925712
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402
Some recent developments on nonparametric econometrics
Cai, Zongwu
;
Gu, Jingping
;
Li, Qi
- In:
Nonparametric econometric methods
,
(pp. 495-549)
.
2010
Persistent link: https://www.econbiz.de/10009558788
Saved in:
403
Standard and Bayesian random coefficient model estimation of US corn-soybean farmer risk attitudes
Livingston, Michael
;
Erickson, Kenneth Paul
;
Mishra, …
- In:
The economic impact of public support to agriculture : …
,
(pp. 329-343)
.
2010
Persistent link: https://www.econbiz.de/10009233278
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404
Semiparametric estimation of fixed-effects panel data varying coefficient models
Sun, Yiguo
;
Carroll, Raymond J.
;
Li, Dingding
- In:
Nonparametric econometric methods
,
(pp. 101-129)
.
2010
Persistent link: https://www.econbiz.de/10009377104
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405
Partial identification of the distribution of treatment effects and its confidence sets
Fan, Yanqin
;
Park, Sang Soo
- In:
Nonparametric econometric methods
,
(pp. 3-70)
.
2010
Persistent link: https://www.econbiz.de/10010216406
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406
Cross-validated bandwidths and significance testing
Parmeter, Christopher F.
;
Zheng, Zhiyuan
;
McCann, Patrick
- In:
Nonparametric econometric methods
,
(pp. 71-98)
.
2010
Persistent link: https://www.econbiz.de/10010216408
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407
Functional coefficient estimation with both categorical and continuous data
Su, Liangjun
;
Chen, Ye
;
Ullah, Aman
- In:
Nonparametric econometric methods
,
(pp. 131-167)
.
2010
Persistent link: https://www.econbiz.de/10010216409
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408
Nonparametric estimation of production risk and risk preference functions
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
Nonparametric econometric methods
,
(pp. 223-260)
.
2010
Persistent link: https://www.econbiz.de/10010216412
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409
Exponential series estimation of empirical copulas with application to financial returns
Chui, Chinman
;
Wu, Ximing
- In:
Nonparametric econometric methods
,
(pp. 263-290)
.
2010
Persistent link: https://www.econbiz.de/10010216413
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410
Nonparametric estimation of multivariate CDF with categorical and continuous data
Ju, Gaosheng
;
Li, Rui
;
Liang, Zhongwen
- In:
Nonparametric econometric methods
,
(pp. 291-318)
.
2010
Persistent link: https://www.econbiz.de/10010216414
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411
Higher order bias reduction of Kernel density and density derivative estimation at boundary points
Bearse, Peter M.
;
Rilstone, Paul
- In:
Nonparametric econometric methods
,
(pp. 319-331)
.
2010
Persistent link: https://www.econbiz.de/10010216415
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412
Nonparametric and semiparametric methods in R
Racine, Jeffrey
- In:
Nonparametric econometric methods
,
(pp. 335-375)
.
2010
Persistent link: https://www.econbiz.de/10010216416
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413
Some recent developments in nonparametric finance
Cai, Zongwu
;
Hong, Yongmiao
- In:
Nonparametric econometric methods
,
(pp. 379-442)
.
2010
Persistent link: https://www.econbiz.de/10010216418
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414
On the benefits of robust asset allocation for CPPI strategies
Schöttle, Katrin
;
Werner, Ralf
- In:
Alternative investments and strategies : credit, …
,
(pp. 295-326)
.
2010
Persistent link: https://www.econbiz.de/10008655199
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415
Serial choice conjoint analysis for estimating discrete choice models
Bliemer, Michiel C. J.
;
Rose, John M.
- In:
Choice modelling : the state-of-the-art and the …
,
(pp. 139-161)
.
2010
Persistent link: https://www.econbiz.de/10003988455
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416
On estimation of hybrid choice models
Bolduc, Denis
;
Alvarez-Daziano, Ricardo
- In:
Choice modelling : the state-of-the-art and the …
,
(pp. 259-287)
.
2010
Persistent link: https://www.econbiz.de/10003988468
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417
Qualitative survey data on expectations : is there an alternative to the balance statistic?
Claveria, Oscar
- In:
Economic forecasting
,
(pp. 181-189)
.
2010
Persistent link: https://www.econbiz.de/10009130863
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418
Econometric modelling and forecasting of private housing demand
Wong, James M. W.
;
Ng, S. Thomas
- In:
Economic forecasting
,
(pp. 29-54)
.
2010
Persistent link: https://www.econbiz.de/10009130868
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419
Symbolic shadowing and the computation of entropy for observed time series
Mendes, Diana A.
;
Mendes, Vivaldo M.
;
Feirreira, Nuno
; …
- In:
Econophysics approaches to large-scale business data …
,
(pp. 227-246)
.
2010
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420
A geometric approach to the asymptotics of implied volatility
Henry-Labord`ere, Pierre
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 89-127)
.
2009
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421
The Phillips Curve as a macroeconometric relation : evolution and recent econometric developments
Dufour, Jean-Marie
;
Scheufele, Rolf
- In:
Empirische Makroökonomik für Deutschland: Analysen, …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003792075
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422
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
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423
On the analysis of time series with nonstationary increments
McCauley, Joseph L.
;
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
- In:
Handbook of research on complexity
,
(pp. 259-284)
.
2009
Persistent link: https://www.econbiz.de/10003870454
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424
Statistical properties of covariance estimator of microstructure noise : dependence, rare jumps and endogeneity
Ubukata, Masato
;
Oya, Kosuke
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 201-218)
.
2009
Persistent link: https://www.econbiz.de/10003871191
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425
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
- In:
The methodology and practice of econometrics : a …
,
(pp. 1-36)
.
2009
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426
Simple wald tests of the fractional integration parameter : an overview of new results
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
The methodology and practice of econometrics : a …
,
(pp. 300-321)
.
2009
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427
Approximating the confidence intervals for sharpe style weights
Lobosco, Angelo
;
Di Bartolomeo, Dan
- In:
Investment performance measurement : evaluating and …
,
(pp. 619-628)
.
2009
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428
An efficient neighbourhood estimation technique for making recommendations
Weng, Li-tung
;
Xu, Yue
;
Li, Yuefeng
;
Nayak, Richi
- In:
Enterprise information systems : 10th International …
,
(pp. 253-264)
.
2009
Persistent link: https://www.econbiz.de/10003844621
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429
Developments in nonparametric demand analysis : heterogeneity and nonparametrics
Hoderlein, Stefan
- In:
Quantifying consumer preferences
,
(pp. 281-297)
.
2009
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430
The use of restricted regressions in estimating demand systems
Hirschberg, Joseph G.
;
Lye, Jeanette N.
;
Slottje, …
- In:
Quantifying consumer preferences
,
(pp. 363-381)
.
2009
Persistent link: https://www.econbiz.de/10003887990
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431
Is the time-varying parameter model the preferred approach to tourism demand forecasting? : statistical evidence
Shen, Shujie
;
Li, Gang
;
Song, Haiyan
- In:
Advances in tourism economics : new developments
,
(pp. 107-120)
.
2009
Persistent link: https://www.econbiz.de/10003943728
Saved in:
432
Robust diagnostics in university performance studies
Bini, Matilde
;
Bertaccini, Bruno
;
Bacci, Silvia
- In:
Statistical methods for the evaluation of educational …
,
(pp. 139-160)
.
2009
Persistent link: https://www.econbiz.de/10003974727
Saved in:
433
Implications of microeconomic price data for macroeconomic models
Maćkowiak, Bartosz
;
Smets, Frank
- In:
Understanding inflation and the implications for …
,
(pp. 291-332)
.
2009
Persistent link: https://www.econbiz.de/10003963798
Saved in:
434
ARCH (∞) models and long memory properties
Giraitis, Liudas
;
Leipus, Remigijus
;
Surgailis, Donatas
- In:
Handbook of financial time series
,
(pp. 71-84)
.
2009
Persistent link: https://www.econbiz.de/10003833780
Saved in:
435
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Handbook of financial time series
,
(pp. 85-111)
.
2009
Persistent link: https://www.econbiz.de/10003833783
Saved in:
436
Practical issues in the analysis of univariate GARCH models
Zivot, Eric
- In:
Handbook of financial time series
,
(pp. 113-155)
.
2009
Persistent link: https://www.econbiz.de/10003833789
Saved in:
437
Semiparametric and nonparametric ARCH modeling
Linton, Oliver
- In:
Handbook of financial time series
,
(pp. 157-167)
.
2009
Persistent link: https://www.econbiz.de/10003833925
Saved in:
438
Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
439
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
440
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
441
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
442
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
443
Lévy-driven continuous-time ARMA processes
Brockwell, Peter J.
- In:
Handbook of financial time series
,
(pp. 457-480)
.
2009
Persistent link: https://www.econbiz.de/10003833977
Saved in:
444
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
445
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
446
Time series with roots on or near the unit circle
Chan, Ngai Hang
- In:
Handbook of financial time series
,
(pp. 695-707)
.
2009
Persistent link: https://www.econbiz.de/10003834204
Saved in:
447
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
448
Optimal linear combinations of overlapping variance estimators for steady-state simulation
Aktaran-Kalaycı, Tûba
;
Alexopoulos, Christos
; …
- In:
Advancing the frontiers of simulation : a Festschrift …
,
(pp. 291-328)
.
2009
Persistent link: https://www.econbiz.de/10003918950
Saved in:
449
On an underestimation of the return rate of the sphare in the APT model
Kowgier, Henryk
- In:
Baltic Business and Socio-Economic Development 2008 : …
,
(pp. 275-288)
.
2009
Persistent link: https://www.econbiz.de/10009579146
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450
Einführung in die kovarianzbasierte Analyse von Strukturgleichungsmodellen mit latenten Variablen am Beispiel der LISREL-Software
Raithel, Sascha
- In:
Theorien und Methoden der Betriebswirtschaft : Handbuch …
,
(pp. 541-571)
.
2009
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