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Model Specification and Inflation Forecast Uncertainty
Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar - Institutt for Samfunnsøkonomi, Norges … - 2000
Competition models. Their relative merits in explaining and forecasting inflation are investigated theoretically and empirically … successful inflation forecasting. …
Persistent link: https://www.econbiz.de/10005764088
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Model Specification and Inflation Forecast Uncertainty
Bårdsen, Gunnar; Jansen, Eilev S.; Nymoen, Ragnar - 2001
Competition models. Their relative merits in explaining and forecasting inflation are investigated theoretically and empirically … successful inflation forecasting. …
Persistent link: https://www.econbiz.de/10012143568
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Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility
Wu, Xinyu; Mei, Xueting; Yin, Xuebao - In: Journal of risk : JOR 25 (2023) 5, pp. 71-99
Persistent link: https://www.econbiz.de/10014487116
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Least squares type estimation for Cox regression model and specification error
Gradowska, P.L.; Cooke, R.M. - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2288-2302
A new estimation procedure for the Cox proportional hazards model is introduced. The method proposed employs the sample …
Persistent link: https://www.econbiz.de/10010871348
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Estimation and model specification testing in nonparametric and semiparametric econometric models
Gao, Jiti; King, Maxwell - Volkswirtschaftliche Fakultät, … - 2003
introduced to reflect the nonlinear fluctuation in the mean. A general estimation and testing procedure for nonparametric time …
Persistent link: https://www.econbiz.de/10005621471
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Estimating market power with weak a priori information : an exploratory approach to the model-specification problem
Russo, Carlo - In: Review of industrial organization : RIO 40 (2012) 4, pp. 339-354
Persistent link: https://www.econbiz.de/10009627088
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Estimating the elasticity of intertemporal substitution : is the aggregate financial return free from the weak instrument problem?
Gomes, Fábio A.; Paz, Lourenço Senne - In: Journal of macroeconomics 36 (2013), pp. 63-75
Persistent link: https://www.econbiz.de/10009751142
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Evaluating the effectiveness of model specifications and estimation approaches for empirical accounting-based valuation models
Shen, Yun; Stark, Andrew W. - In: Accounting and business research : a research quarterly … 43 (2013) 6, pp. 660-682
Persistent link: https://www.econbiz.de/10010230163
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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The initial return and its conditional return volatility : evidence from the Chinese IPO market
Hussein, M. Monica; Zhou, Zhong-guo - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10010474387