Search Results - subject:"Linear predictor"

Prediction in an unbalanced nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: Journal of forecasting 32 (2013) 8, pp. 755-768

Persistent link: https://www.econbiz.de/10010344460

Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias

Sancetta, A.; Satchell, S.E. - Faculty of Economics, University of Cambridge - 2004

When computing regulated prices, the standard method is the capital asset pricing model (CAPM) which involves the estimation of a single parameter: the beta of the company. Yet, these computational methods fail to take into account any preference the regulator might have to increase or decrease...

Persistent link: https://www.econbiz.de/10005113882

Estimation and Prediction of a Non-Constant Volatility

Abramov, Vyacheslav; Klebaner, Fima - In: Asia-Pacific Financial Markets 14 (2007) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10005727115

Prediction Problems for Square-Transformed Stationary Processes

Choi, In-Bong; Taniguchi, Masanobu - In: Statistical Inference for Stochastic Processes 6 (2003) 1, pp. 43-64

Persistent link: https://www.econbiz.de/10005169133

Characterization of conditional covariance and unified theory in the problem of ordering random variables

Nomakuchi, Kentaro; Sakata, Toshio - In: Annals of the Institute of Statistical Mathematics 40 (1988) 1, pp. 93-99

Persistent link: https://www.econbiz.de/10005760203