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  • Search: subject:"Parametric and nonparametric methods"
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Subject
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Bootstrap approach 1 Bootstrap-Verfahren 1 D-vines 1 Demand 1 Energy/electricity demand 1 Estimation 1 Estimation theory 1 Forecasting model 1 Nachfrage 1 National income 1 Nationaleinkommen 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 OECD and non-OECD countries 1 OECD countries 1 OECD-Staaten 1 Panel 1 Panel study 1 Panels and time series 1 Parametric and nonparametric methods 1 Preiselastizität 1 Price elasticity 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Time-varying GDP and price elasticities 1 Zeitreihenanalyse 1 block bootstrap 1 canonical ML 1 canonical vines 1 decomposition 1 density and conditional distribution 1 forecast accuracy testing 1 maximum likelihood method 1 mean square error 1 measure of dependence 1 one-step ML 1 pair copula 1 parameter estimation error 1
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Free 2 Undetermined 2
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2 Undetermined 2
Author
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Bourdieu, Jérôme 1 Corradi, Valentina 1 Fantazzini, Dean 1 Liddle, Brantley 1 Menéndez, Marta 1 Postel-Vinay, Gilles 1 Suwa-Eisenmann, Akiko 1 Swanson, Norman R. 1
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Published in...
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Applied Econometrics 1 Energy economics 1 Handbook of economic forecasting ; 1 1 Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement 1
Source
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ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
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Is timing everything? : assessing the evidence on whether energy/electricity demand elasticities are time-varying
Liddle, Brantley - In: Energy economics 124 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014481095
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Analysis of multidimensional probability distributions with copula functions. II
Fantazzini, Dean - In: Applied Econometrics 23 (2011) 3, pp. 98-132
tail dependence, particularly relevant in the case of asymmetric distributions), as well as parametric, semi-parametric and … nonparametric methods of statistical estimation of copula functions. …
Persistent link: https://www.econbiz.de/10009292416
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Where have (almost) all the wealthy gone? Spatial decomposition of wealth trends in France, 1820-1939
Bourdieu, Jérôme; Menéndez, Marta; Postel-Vinay, Gilles - In: Review of Agricultural and Environmental Studies - … 87 (2008) 2, pp. 5-25
This paper examines the evolution of wealth distribution in France during the urbanization process of the nineteenth century, based on a comprehensive dataset of individual inheritances. It presents a spatial decomposition between rural and urban areas, distinguishing Paris from other cities. We...
Persistent link: https://www.econbiz.de/10005012000
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Chapter 5 Predictive Density Evaluation
Corradi, Valentina; Swanson, Norman R. - 2006
This chapter discusses estimation, specification testing, and model selection of predictive density models. In particular, predictive density estimation is briefly discussed, and a variety of different specification and model evaluation tests due to various authors including Christoffersen and...
Persistent link: https://www.econbiz.de/10014023701
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