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Year of publication
Subject
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Time series analysis 4 Zeitreihenanalyse 4 CEF Discount Puzzle 3 Closed-End Fund 3 Investment Fund 3 Investmentfonds 3 Non-Normal Error 3 Residual Augmented Least Squares 3 Structural break 3 Strukturbruch 3 Trend Breaks 3 Estimation theory 2 Non-normal error distribution 2 Schätztheorie 2 Analysis of variance 1 Asymptotically distribution free 1 C 32 1 Capital income 1 Crop Production/Industries 1 Demand and Price Analysis 1 Double hurdle 1 EM algorithm 1 Estimation 1 Gibbs sampling 1 Heavy tail 1 Indirect inference estimation 1 Induktive Statistik 1 Kapitaleinkommen 1 Marginal likelihood 1 Maximum likelihood 1 Model identifiability 1 Non-normal error terms 1 Normal error 1 Probability theory 1 Production function 1 Produktionsfunktion 1 Rice demand 1 Sampling 1 Schätzung 1 Skew-normal error 1
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Online availability
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Undetermined 6 Free 4
Type of publication
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Article 7 Book / Working Paper 3
Type of publication (narrower categories)
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Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 5 Undetermined 5
Author
All
Durmaz, Nazif 3 Kim, Hyeongwoo 3 Lee, Hyejin 3 Sun, Yanfei 3 Shukur, Ghazi 2 Alkhamisi, Mahdi 1 Banerjee, Tathagata 1 Biswas, Atanu 1 Cramer, Gail L. 1 Galimberti, Giuliano 1 Gao, Xiaoming 1 Kang, Kyu Ho 1 Khalaf, Ghadban 1 Kumbhakar, Subal 1 Lai, Hung-pin 1 Lee, Cheol Woo 1 Mantalos, Panagiotis 1 Soffritti, Gabriele 1 Wailes, Eric J. 1
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Published in...
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Working paper series / Department of Economics, Auburn University 3 Annals of the Institute of Statistical Mathematics 1 Computational Economics 1 Computational Statistics & Data Analysis 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Journal of Agricultural and Applied Economics 1 Journal of Applied Statistics 1 Journal of empirical finance 1
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Source
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ECONIS (ZBW) 5 RePEc 5
Showing 1 - 10 of 10
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Trend breaks and the persistence of closed-end fund discounts
Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2025
Persistent link: https://www.econbiz.de/10015427438
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Trend breaks and the persistence of closed‐end fund discounts
Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023
Persistent link: https://www.econbiz.de/10014514160
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Trend breaks and the persistence of closed‐end mutual fund discounts
Durmaz, Nazif; Kim, Hyeongwoo; Lee, Hyejin; Sun, Yanfei - 2023
Persistent link: https://www.econbiz.de/10014249739
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Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo; Kang, Kyu Ho - In: Journal of empirical finance 72 (2023), pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
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Indirect inference estimation of stochastic production frontier models with skew-normal noise
Lai, Hung-pin; Kumbhakar, Subal - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2771-2793
Persistent link: https://www.econbiz.de/10014329011
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A multivariate linear regression analysis using finite mixtures of t distributions
Galimberti, Giuliano; Soffritti, Gabriele - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 138-150
Recently, finite mixture models have been used to model the distribution of the error terms in multivariate linear regression analysis. In particular, Gaussian mixture models have been employed. A novel approach that assumes that the error terms follow a finite mixture of t distributions is...
Persistent link: https://www.econbiz.de/10010871432
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The effect of fat-tailed error terms on the properties of systemwise RESET test
Alkhamisi, Mahdi; Khalaf, Ghadban; Shukur, Ghazi - In: Journal of Applied Statistics 35 (2008) 1, pp. 101-113
misspecification are investigated using normal and non-normal error terms. When using normally distributed or less heavy tailed error …
Persistent link: https://www.econbiz.de/10005458251
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The Robustness of the RESET Test to Non-Normal Error Terms
Mantalos, Panagiotis; Shukur, Ghazi - In: Computational Economics 30 (2007) 4, pp. 393-408
Persistent link: https://www.econbiz.de/10005808979
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Testing for the Absence of Random Effects in a Two-way Nested Design with Mixed Effects Model: A Nonparametric Approach
Banerjee, Tathagata; Biswas, Atanu - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 197-210
Persistent link: https://www.econbiz.de/10005760210
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DOUBLE-HURDLE MODEL WITH BIVARIATE NORMAL ERRORS: AN APPLICATION TO U.S. RICE DEMAND
Gao, Xiaoming; Wailes, Eric J.; Cramer, Gail L. - In: Journal of Agricultural and Applied Economics 27 (1995) 02
Per capita rice consumption in the U.S. has doubled over the past decade. The effects of social and demographic variables on the household's rice consumption decisions are analyzed along with income and price variables. A double-hurdle model is used to solve simultaneously the consumer decisions...
Persistent link: https://www.econbiz.de/10005469254
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