Search Results - subject:"Nonparametric methods"

A partially linear approach to modelling the dynamics of spot and futures prices

Gaul, Jürgen; Theissen, Erik - 2012 - This version: August 2012

This paper considers the dynamics of spot and futures prices in the presence of arbitrage. A partially linear error correction model is proposed where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. The model is estimated using data on the DAX index...

Persistent link: https://www.econbiz.de/10009750074

Are box office revenues equally unpredictable for all movies? : evidence from a random forest-based model

Antipov, Evengy A.; Pokryshevskaya, Elena B. - In: Journal of revenue and pricing management 16 (2017) 3, pp. 295-307

Persistent link: https://www.econbiz.de/10011912835

The distributional effects of progressive capital taxes

Fernholz, Ricardo T. - In: Journal of economic policy reform 20 (2017) 2, pp. 99-112

Persistent link: https://www.econbiz.de/10011687518

Unobserved heterogeneity in income dynamics : an empirical Bayes perspective

Gu, Jiaying; Koenker, Roger - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011704086

Regression kink with an unknown threshold

Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 228-240

Persistent link: https://www.econbiz.de/10011704181

Inflation volatility, monetary policy, and exchange-rate regimes in Central and Eastern Europe : evidence from parametric and nonparametric analyses

Hegerty, Scott W. - In: Eastern European economics 55 (2017) 1, pp. 70-90

Persistent link: https://www.econbiz.de/10011787665

Exploring factors affecting the level of happiness across countries : a conditional robust nonparametric frontier analysis

Cordero, José Manuel; Salinas Jiménez, Javier; … - In: European journal of operational research : EJOR 256 (2017) 2, pp. 663-672

Persistent link: https://www.econbiz.de/10011612122

Migrants' remittances, governance and heterogeneity

Effiong, Ekpeno L.; Asuquo, Emmanuel E. - In: International economic journal 31 (2017) 4, pp. 535-554

Persistent link: https://www.econbiz.de/10011800630

Moments expansion densities for quantifying financial risk

Ñíguez, Trino-Manuel; Perote, Javier - In: The North American journal of economics and finance : a … 42 (2017), pp. 53-69

Persistent link: https://www.econbiz.de/10011938073

TFP growth and its determinants : nonparametrics and model averaging

Danquah, Michael; Moral Benito, Enrique; Ouattara, Bazoumana - 2011

La Productividad Total de los Factores (PTF) representa una proporción importante de las diferencias de crecimiento económico entre países. Con el objetivo de entender las fuentes estas diferencias dos cuestiones son de vital importancia: por un lado, el crecimiento de la PTF es difícil de...

Persistent link: https://www.econbiz.de/10012530328