Search Results - subject:"Lagrange Multiplier"

Bounded strategies for maximizing the sharpe ratio

Ye, Jiang; Wang, Yiwei; Raza, Muhammad Wajid - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014305921

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 880-896

Persistent link: https://www.econbiz.de/10013534577

A comparative mathematical study of the relationship between marginal social cost and pigouvian tax in the presence of commodity and wage taxes : putting ramsey theorem into practice

Ariyawansa, T. S. V.; Amirthalingam, K. - In: Vidyodaya journal of management : VJM 8 (2022) 1, pp. 47-65

Persistent link: https://www.econbiz.de/10014233579

Optimisation of the stock structure of a single stock item taking into account stock quantity constraints, using a lagrange multiplier

Krzyżaniak, Stanisław - In: LogForum : elektroniczne czasopismo naukowe z dziedziny … 18 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013336042

The impact of operating cash flows on financial stability of commercial banks : evidence from Pakistan

Elahi, Mustahsan; Ahmad, Habib; Shamas Ul Haq, Muhammad; … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 11, pp. 223-234

Persistent link: https://www.econbiz.de/10012671024

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2021

Persistent link: https://www.econbiz.de/10012434016

Testing and modelling time series with time varying tails

Palumbo, Dario - 2021

Persistent link: https://www.econbiz.de/10013254110

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2020

Lobato and Robinson (1998) develop semiparametric tests for the null hypothesis that a series is weakly autocorrelated, or I(0), about a constant level, against fractionally integrated alternatives. These tests have the advantage that the user is not required to specify a parametric model for...

Persistent link: https://www.econbiz.de/10012431074

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2020

Persistent link: https://www.econbiz.de/10012243070

Jackknife Lagrange multiplier test with many weak instruments

Matsushita, Yukitoshi; Otsu, Taisuke - 2020

Persistent link: https://www.econbiz.de/10012491703