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  • Search: subject:"Idiosyncratic component"
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Year of publication
Subject
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Idiosyncratic component 4 Estimation 3 Schätzung 3 Air Pollution 1 Common component 1 Confidence intervals 1 Correlation 1 Coupled Markov chain 1 Credit rating 1 Credit risk 1 Deutschland 1 EU countries 1 EU-Staaten 1 Environmental protection 1 Estimation theory 1 Factor analysis 1 Factor model 1 Faktorenanalyse 1 Forecasting model 1 Germany 1 Green bonds 1 Greenium 1 Greenwashing 1 Hidden variable 1 Induktive Statistik 1 Inference 1 Korrelation 1 Kreditrisiko 1 Kreditwürdigkeit 1 Markov chain 1 Markov-Kette 1 Maximum likelihood 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Prognoseverfahren 1 Regional variation 1 Regression analysis 1 Regressionsanalyse 1 Risikoprämie 1 Risk premium 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4
Author
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Boreiko, D. V. 1 Fosten, Jack 1 Kaniovski, Yuri M. 1 Lau, Peter 1 Muller, Nicholas Z. 1 Pflug, Georg 1 Phillips, Peter C. B. 1 Sze, Kin Wan 1 Wan, Wilson 1 Wong, Alfred Y. 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Cowles Foundation Discussion Papers 1 Economics letters 1 Environmental and resource economics 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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The economics of the greenium : how much is the world willing to pay to save the Earth?
Lau, Peter; Sze, Kin Wan; Wan, Wilson; Wong, Alfred Y. - In: Environmental and resource economics 81 (2022) 2, pp. 379-408
Persistent link: https://www.econbiz.de/10012817389
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Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
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Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence
Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Central European journal of operations research : CEJOR … 24 (2016) 4, pp. 989-1007
Persistent link: https://www.econbiz.de/10011694781
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Sinusoidal Modeling Applied to Spatially Variant Tropospheric Ozone Air Pollution
Muller, Nicholas Z.; Phillips, Peter C. B. - Cowles Foundation for Research in Economics, Yale University - 2006
This paper demonstrates how parsimonious models of sinusoidal functions can be used to fit spatially variant time series in which there is considerable variation of a periodic type. A typical shortcoming of such tools relates to the difficulty in capturing idiosyncratic variation in periodic...
Persistent link: https://www.econbiz.de/10005593285
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