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  • Search: subject:"Extremum"
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Year of publication
Subject
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Estimation theory 27 Schätztheorie 27 Globale Optimierung 13 Statistical test 12 Statistischer Test 12 Statistical theory 11 Statistische Methodenlehre 11 Theorie 11 Theory 11 Zeitreihenanalyse 8 Extremwert 7 extremum estimator 7 Extremum estimators 6 Extremum statistic 6 Extremwertstatistik 6 Generalized extremum tests 6 Time series analysis 6 Estimation 5 Extremum estimation 5 Extremum seeking control 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Regression analysis 5 Regressionsanalyse 5 Schätzung 5 Statistical distribution 5 Statistische Verteilung 5 Asymptotics 4 Edgeworth expansion 4 Extremum tests 4 Gibrat's law 4 Kalman filter 4 LM tests 4 Mathematical programming 4 Mathematische Optimierung 4 Optimierung 4 Wiener-Kolmogorov filter 4 exact test 4 extremum test 4 likelihood ratio test 4
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Online availability
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Free 48 Undetermined 27 CC license 1
Type of publication
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Book / Working Paper 60 Article 38 Journal 1
Type of publication (narrower categories)
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Working Paper 20 Graue Literatur 17 Non-commercial literature 17 Arbeitspapier 16 Article in journal 15 Aufsatz in Zeitschrift 15 Article 3 Hochschulschrift 3 Thesis 2 Aufsatz im Buch 1 Book section 1 Dissertation u.a. Prüfungsschriften 1 Konferenzschrift 1 Monografische Reihe 1
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Language
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English 73 Undetermined 24 German 2
Author
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Sentana, Enrique 14 Amengual, Dante 10 Bei, Xinyue 8 Andrews, Donald W.K. 6 Fiorentini, Gabriele 4 Bizon, Nicu 3 Carrasco, Marine 3 Kim, Dongwoo 3 Lee, Young Jun 3 Lin, Yingqian 3 Tu, Yundong 3 Apesteguia, Jose 2 Ballester, Miguel A. 2 Bei, Xinye 2 Blasques, Francisco 2 Brown, Donald J. 2 Chalak, Karim 2 Chavez-Demoulin, Valerie 2 Crudu, Federico 2 Fan, Yanqin 2 Han, Chirok 2 Han, Sukjin 2 Horowitz, Joel 2 Idczak, Dariusz 2 Koopman, Siem Jan 2 McCloskey, Adam 2 Moussa, Karim 2 Osorio, Felipe 2 Phillips, Peter C.B. 2 Rafi, Ahnaf 2 Walczak, Stanisław 2 Wegkamp, Marten H. 2 White, Halbert 2 Yau, Her-Terng 2 Zheng, Quan 2 Abbas, Sawsan 1 Angulo, J.C. 1 Antolinez, Pierre 1 Archetti, Franceso 1 Assunção, Juliano J. 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 9 Institut für Schweizerisches Bankwesen <Zürich> 4 National Centre of Competence in Research North South <Bern> 4 Boston College / Department of Economics 1 Centro de Estudios Monetarios y Financieros (CEMFI) 1 Department of Economics, Boston College 1 Department of Economics, University of Hawaii-Manoa 1 Department of Economics, University of Pennsylvania 1 International Institute on Stochastics and Optimization <1982, Gargnano> 1 Manchester Business School 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Verband der Wissenschaftlichen Gesellschaften Österreichs 1 Verein Deutscher Ingenieure 1 WMO 1
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Published in...
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Cowles Foundation Discussion Papers 9 CEMFI working paper 5 Applied Energy 4 CEMMAP working papers / Centre for Microdata Methods and Practice 4 Journal of econometrics 4 Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers 4 Working Paper 4 Economics letters 3 Energies 3 Energy 3 cemmap working paper 3 Annals of operations research 2 Boston College Working Papers in Economics 2 Games 2 Lecture notes in economics and mathematical systems : operations research, computer science, social science 2 Mathematics and Computers in Simulation (MATCOM) 2 Physica A: Statistical Mechanics and its Applications 2 The econometrics journal 2 Annals of Economics and Finance 1 Barcelona GSE working paper series : working paper 1 Boston College Department of Economics - Working Papers 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Business guides on the go 1 Cahier scientifique 1 Discussion paper / Tinbergen Institute 1 Discussion papers / CEPR 1 Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper 1 Dissertationen der Johannes-Kepler-Universität Linz 1 Essays in honor of Joon Y. Park : econometric theory 1 Handbook of econometrics : volume 6B 1 International series in operations research & management science 1 Journal of Econometrics 1 Journal of applied econometrics 1 Journal of financial econometrics 1 Lecture notes in economics and mathematical systems : LNEMS 1 Lecture notes in operations research and mathematical systems : economics, computer science, information and control 1 Manchester Business School - Research - Working Papers 1 Metrika 1 No. 590 (2009) 1 PIER Working Paper Archive 1
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Source
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ECONIS (ZBW) 43 RePEc 32 USB Cologne (EcoSocSci) 11 EconStor 7 USB Cologne (business full texts) 6
Showing 1 - 10 of 99
Did you mean: subject:"extreme" (4,067 results)
Cover Image
Semi-nonparametric models of multidimensional matching : an optimal transport approach
Kim, Dongwoo; Lee, Young Jun - 2026
This paper develops a set of empirically tractable and flexible sieve estimators for semi-nonparametric multidimensional matching models with transferable utility, focusing on worker-job matching. We generalize the parametric quadraticGaussian framework employed by Bojilov and Galichon (2016)...
Persistent link: https://www.econbiz.de/10015650530
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Score-type tests for normal mixtures
Amengual, Dante; Bei, Xinyue; Carrasco, Marine; … - In: Journal of econometrics 248 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015556437
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Functional coefficient cointegration models with Box-Cox transformation
Lin, Yingqian; Tu, Yundong - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015065927
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Semi-nonparametric models of multidimensional matching : an optimal transport approach
Kim, Dongwoo; Lee, Young Jun - 2024
This paper proposes empirically tractable multidimensional matching models, focusing on worker-job matching. We generalize the parametric model proposed by Lindenlaub (2017), which relies on the assumption of joint normality of observed characteristics of workers and jobs. In our paper, we allow...
Persistent link: https://www.econbiz.de/10014536215
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Statistical properties of deep neural networks with dependent data
Brown, Chad - 2024
Persistent link: https://www.econbiz.de/10015135185
Saved in:
Cover Image
Semi-nonparametric models of multidimensional matching: An optimal transport approach
Kim, Dongwoo; Lee, Young Jun - 2024
This paper proposes empirically tractable multidimensional matching models, focusing on worker-job matching. We generalize the parametric model proposed by Lindenlaub (2017), which relies on the assumption of joint normality of observed characteristics of workers and jobs. In our paper, we allow...
Persistent link: https://www.econbiz.de/10014581899
Saved in:
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Popular optimization : making complex choices simple
Zak, Eugene J. - 2026
This book uniquely explores popular optimization, presenting fundamental problems from diverse sources. It aims to cultivate a non-traditional problem-solving approach applicable to both optimization and broader contexts. The author introduces optimization models for well-known problems and...
Persistent link: https://www.econbiz.de/10015628346
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Asymmetric stable stochastic volatility models : estimation, filtering, and forecasting
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023
estimate the static parameters, and the extremum Monte Carlo method to extract latent volatility. Both methods can be easily …
Persistent link: https://www.econbiz.de/10014433826
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Highly irregular serial correlation tests
Amengual, Dante; Bei, Xinyue; Sentana, Enrique - 2023
Persistent link: https://www.econbiz.de/10014383929
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Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023
estimate the static parameters, and the extremum Monte Carlo method to extract latent volatility. Both methods can be easily …
Persistent link: https://www.econbiz.de/10014469776
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