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type_genre:"Aufsatz im Buch"
~subject:"Regression analysis"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Statistical distribution"
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Flexible Bayesian quantile regression in ordinal models
Rahman, Mohammad Arshad
;
Karnawat, Shubham
-
2019
Persistent link: https://www.econbiz.de/10012244181
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2
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
3
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 233-244)
.
2015
Persistent link: https://www.econbiz.de/10010498535
Saved in:
4
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 219-231)
.
2015
Persistent link: https://www.econbiz.de/10010498537
Saved in:
5
Quasi-maximum likelihood estimation with bounded symmetric errors
Miller, Douglas R.
;
Eales, James S.
;
Preckel, Paul V.
- In:
Maximum likelihood estimation of misspecified models : …
,
(pp. 133-148)
.
2003
Persistent link: https://www.econbiz.de/10001916299
Saved in:
6
On the bias of structural estimation methods in a polynomial regression with measurement error when the distribution of the latent covariate is misspecidied
Schneeweiß, Hans
;
Cheng, Chi-Lun
;
Wolf, Roland
- In:
Contributions to modern econometrics : from data …
,
(pp. 209-222)
.
2002
Persistent link: https://www.econbiz.de/10001905308
Saved in:
7
FIML estimation of sample selection models for count data
Greene, William H.
- In:
Economic theory, dynamics and markets : essays in honor …
,
(pp. 73-91)
.
2001
Persistent link: https://www.econbiz.de/10001785934
Saved in:
8
A consistent test for the parametric distribution of regression disturbances
Baltagi, Badi H.
;
Li, Qi
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 3-24)
.
2000
Persistent link: https://www.econbiz.de/10001548454
Saved in:
9
Testing for structural breaks in time series regressions with heavy-tailed disturbances
Mittnik, Stefan
;
Račev, Svetlozar T.
;
Samorodnitsky, …
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 115-142)
.
2000
Persistent link: https://www.econbiz.de/10001484303
Saved in:
10
Exact properties of the maximum likelihood estimator in exponential regression models : a differential geometric approach
Hillier, Grant H.
;
O'Brien, Raymond J.
- In:
Applications of differential geometry to econometrics
,
(pp. 85-118)
.
2000
Persistent link: https://www.econbiz.de/10001554906
Saved in:
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