Semiparametric estimation and prediction for time series cross sectional data
Year of publication: |
1998
|
---|---|
Authors: | Bunke, Olaf |
Publisher: |
Berlin |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Estimation and inference in predictive regressions
Kurozumi, Eiji, (2013)
-
Semiparametric estimation and prediction for time series cross sectional data
Bunke, Olaf, (1998)
-
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning, (2016)
- More ...
-
The relative importance of group-level effects on the performance of German companies
Brenner, Steffen, (2001)
-
Bunke, Olaf, (2000)
-
Semiparametric Modelling of the Cross-Section of Expected Returns in the German Stock Market
Bunke, Olaf, (1999)
- More ...