Search Results - subject:"Estimation theory."

Narrow search

On event studies and distributed-lags in two-way fixed effects models : identification, equivalence, and generalization

Schmidheiny, Kurt; Siegloch, Sebastian - In: Journal of applied econometrics 38 (2023) 5, pp. 695-713

Persistent link: https://www.econbiz.de/10014338138

When can we ignore measurement error in the running variable?

Dong, Yingying; Kolesár, Michal - In: Journal of applied econometrics 38 (2023) 5, pp. 735-750

Persistent link: https://www.econbiz.de/10014338141

A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)

Witzany, Jiří; Fičura, Milan - 2023

Persistent link: https://www.econbiz.de/10014338462

Random walk forecasts of stationary processes have low bias

Lunsford, Kurt G.; West, Kenneth D. - 2023

Persistent link: https://www.econbiz.de/10014340065

Assessing the overall fit of composite models estimated by partial least squares path modeling

Schuberth, Florian; Rademaker, Manuel E.; Henseler, Jörg - In: European journal of marketing 57 (2023) 6, pp. 1678-1702

Persistent link: https://www.econbiz.de/10014342091

Partial least squares as a tool for scientific inquiry : comments on Cadogan and Lee

Henseler, Jörg; Schuberth, Florian - In: European journal of marketing 57 (2023) 6, pp. 1737-1757

Persistent link: https://www.econbiz.de/10014342106

Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities

Schumann, Martin - In: Econometric theory 39 (2023) 4, pp. 693-736

Persistent link: https://www.econbiz.de/10014342248

Cointegration and representation of cointegrated autoregressive processes in Banach spaces

Seo, Won-Ki - In: Econometric theory 39 (2023) 4, pp. 737-788

Persistent link: https://www.econbiz.de/10014342259

Putting MARS into space : non-linearities and spatial effects in hedonic models

López, Fernando A.; Kholodilin, Konstatin - In: Papers in regional science : the journal of the … 102 (2023) 4, pp. 871-896

Persistent link: https://www.econbiz.de/10014342482

Tests for jumps in yield spreads

Winkelmann, Lars; Yao, Wenying - 2023

This paper studies high-frequency econometric methods to test for a jump in the spread of bond yields. We propose a coherent inference procedure that detects a jump in the yield spread only if at least one of the two underlying bonds displays a jump. Ignoring this inherent connection by basing...

Persistent link: https://www.econbiz.de/10014343097

A service of the

zbw