Search Results - subject:"Error distribution"

Spillovers into the German electricity market from the gas, coal, and CO₂ emissions markets

Ioannidis, Filippos; Kosmidou, Kyriaki; Theodossiou, … - In: The journal of futures markets 45 (2025) 9, pp. 1253-1277

Persistent link: https://www.econbiz.de/10015464887

Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework

Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199

Persistent link: https://www.econbiz.de/10014631899

Minimax rates for Wasserstein deconvolution of regular distributions with ordinary smooth errors

Scricciolo, Catia - 2024

Persistent link: https://www.econbiz.de/10015650657

Application of Bayesian methods in the analysis of dynamic conditional correlation multivariate GARCH models

Gudeta, Dechassa Obsi - In: International journal of computational economics and … 15 (2025) 1/2, pp. 116-146

Persistent link: https://www.econbiz.de/10015399421

Bootstrap VAR forecasts : the effect of model uncertainties

Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293

Persistent link: https://www.econbiz.de/10012817747

Testing error distribution by kernelized Stein discrepancy in multivariate time series models

Luo, Donghang; Zhu, Ke; Gong, Huan; Li, Dong - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 111-125

Persistent link: https://www.econbiz.de/10013540650

Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components

Theodossiou, Panayiotis; Ellina, Polina; Savva, Christos S. - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 695-716

Persistent link: https://www.econbiz.de/10013459306

The nonparametric locationscale mixture cure model

Chown, Justin; Heuchenne, Cédric; Van Keilegom, Ingrid - 2018

Persistent link: https://www.econbiz.de/10012050816

Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models : a comparison based on normal and Student's t-error distribution

Abdullah, S. M.; Siddiqua, Salina; Siddiquee, Muhammad … - In: Financial innovation : FIN 3 (2017) 18, pp. 1-19

. This study aimed to address the issue of error distribution assumption in modeling and forecasting exchange rate volatility … the models satisfy the diagnostic tests and show improved forecasting accuracy. With such error distribution for out …

Persistent link: https://www.econbiz.de/10011747702

Identification and method of moments estimation in polynomial measurement error models

Biørn, Erik - 2017

Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...

Persistent link: https://www.econbiz.de/10011636052