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  • Search: subject:"non-linear least squares"
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Year of publication
Subject
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Non-linear least squares 14 Estimation theory 10 Schätztheorie 10 non-linear least squares 10 Theorie 7 Kleinste-Quadrate-Methode 5 Maximum Likelihood 5 Theory 5 quasi-maximum likelihood 5 semiparametric least squares 5 subjective well-being 5 Least squares method 4 Multivariate GARCH 4 Non-Linear Least-Squares 4 rating variables 4 Bond data 3 GMM 3 Maximum-Likelihood-Schätzung 3 Nichtparametrisches Verfahren 3 Non-linear filtering 3 Option pricing theory 3 Optionspreistheorie 3 Regressionsanalyse 3 SMM 3 Yield curve 3 Zinsstruktur 3 ARCH model 2 ARCH-Modell 2 Black-Scholes model 2 Black-Scholes-Modell 2 CES function 2 Capital income 2 Constant elasticity of substitution 2 Constant speeds of adjustment 2 Dynamic and variable speeds of adjustment 2 Efficiency 2 Effizienz 2 Estimation 2 Geldpolitik 2 IT productivity paradox 2
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Online availability
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Free 18 Undetermined 11 CC license 2
Type of publication
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Article 18 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Working Paper 7 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 4 Article 1
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Language
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English 24 Undetermined 8
Author
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Studer, Raphael 5 Winkelmann, Rainer 5 Boswijk, H. Peter 3 Christensen, Bent Jesper 3 Weide, Roy van der 3 Andreasen, Martin M. 2 Lin, Winston T. 2 Moffatt, Peter G. 2 Paraschiv, Florentina 2 Paul, Satya 2 Schürle, Michael 2 Shankar, Sriram 2 Wahlstrøm, Ranik Raaen 2 Yin, Yun 2 Adhikary, Abhigayan 1 Andreasen, Martin Møller 1 Arekar, Kirti 1 Berenguer-Rico, Vanessa 1 Bhat, Aparna 1 Bobenrieth H., Eugenio S. 1 Bobenrieth H., Juan R. A. 1 Boswijk, Herman Peter 1 Chang, Andrew C. 1 Guerra Vallejos, Ernesto 1 Henningsen, Arne 1 Henningsen, Géraldine 1 Hilliard, Jimmy E. 1 Hilliard, Jitka 1 Häggström, Erling 1 Kao, Ta Wei 1 Kao, Ta-Wei 1 Li, Phillip 1 Martin, Shawn M. 1 Ngo, Julie T. D. 1 Nielsen, Bent 1 Pal, Manoranjan 1 Pezanis-Christou, Paul 1 Qian, Haoqi 1 Romeu, Andres 1 Winchester, Niven 1
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Institution
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Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 School of Economics and Management, University of Aarhus 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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European journal of operational research : EJOR 2 SOEPpapers on Multidisciplinary Panel Data Research 2 Tinbergen Institute Discussion Papers 2 Applied economics 1 CREATES Research Papers 1 Computational economics 1 Discussion paper / Tinbergen Institute 1 ECON - Working Papers 1 Economics Letters 1 Economics discussion papers 1 Energy economics 1 European Journal of Operational Research 1 FEDS Working Paper 1 Finance and economics discussion series 1 International econometric review 1 International journal of economics and finance 1 Journal of Econometrics 1 Journal of Global Optimization 1 Journal of Quantitative Analysis in Sports 1 Journal of Risk and Financial Management 1 Journal of commodity markets : JCM 1 Journal of econometrics 1 Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis 1 Journal of risk and financial management : JRFM 1 SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin 1 Statistical Papers / Springer 1 Tinbergen Institute Discussion Paper 1 UFAE and IAE Working Papers 1 University of St.Gallen, School of Finance Research Paper 1 Working Paper 1 Working papers on finance 1
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Source
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ECONIS (ZBW) 16 RePEc 12 EconStor 4
Showing 1 - 10 of 32
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Implied parameter estimation for jump diffusion option pricing models : pricing accuracy and the role of loss and evaluation functions
Hilliard, Jimmy E.; Hilliard, Jitka; Ngo, Julie T. D. - In: Journal of commodity markets : JCM 35 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015077292
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Long run predictions using Gompertz Curves : a state wise analysis of COVID-19 infections in India
Adhikary, Abhigayan; Pal, Manoranjan - In: International econometric review 15 (2023) 2, pp. 45-58
The aim of this paper is to perform a State wise Analysis of the First and the Second COVID-19 Waves experienced by India using the Gompertz Curves and to estimate the maximum number of affected individuals for each wave with the best possible accuracy. A total of 21 large States are chosen for...
Persistent link: https://www.econbiz.de/10015375461
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A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; … - In: Computational economics 59 (2022) 3, pp. 967-1004
Persistent link: https://www.econbiz.de/10013169206
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Endogenous thresholds in energy prices : modeling and empirical estimation
Guerra Vallejos, Ernesto; Bobenrieth H., Eugenio S.; … - In: Energy economics 121 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014438494
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A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen; Paraschiv, Florentina; … - 2020
We shed light on computational challenges when fitting the Nelson-Siegel, Bliss and Svensson parsimonious yield curve models to observed US Treasury securities with maturities up to 30 years. As model parameters have a specific financial interpretation, the stability of their estimated values...
Persistent link: https://www.econbiz.de/10012387252
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Correcting the bias in the Practitioner Black-Scholes method
Yin, Yun; Moffatt, Peter G. - In: Journal of Risk and Financial Management 12 (2019) 4, pp. 1-12
the market option price as the dependent variable and estimate the parameters of the IV equation by the method of non-linear … least squares (NLLS). A problem we identify with this method is one of model incoherency: the IV equation that is estimated …
Persistent link: https://www.econbiz.de/10012611226
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Correcting the bias in the Practitioner Black-Scholes method
Yin, Yun; Moffatt, Peter G. - In: Journal of risk and financial management : JRFM 12 (2019) 4/157, pp. 1-12
the market option price as the dependent variable and estimate the parameters of the IV equation by the method of non-linear … least squares (NLLS). A problem we identify with this method is one of model incoherency: the IV equation that is estimated …
Persistent link: https://www.econbiz.de/10012172997
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Avoiding mis-estimation of the CES function : Unit Matters
Qian, Haoqi; Wu, Libo - In: Applied economics 52 (2020) 19, pp. 2056-2062
Persistent link: https://www.econbiz.de/10012197645
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Estimating efficiency effects in a panel data stochastic frontier model
Paul, Satya; Shankar, Sriram - In: Journal of productivity analysis : an official journal … 53 (2020) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10012228833
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Cumulated sum of squares statistics for non-linear and non-stationary regressions
Berenguer-Rico, Vanessa; Nielsen, Bent - 2015
Persistent link: https://www.econbiz.de/10011385260
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