Search Results - subject:"nonlinear transformations"

Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty

Straub, Ludwig; Ulbricht, Robert - 2016

Persistent link: https://www.econbiz.de/10012216957

Nonlinear transformations in organizational research : possible problems and potential solutions

Becker, Thomas E.; Robertson, Melissa M.; Vandenberg, … - In: Organizational research methods : ORM 22 (2019) 4, pp. 831-866

Persistent link: https://www.econbiz.de/10012128343

Endogenous second moments : a unified approach to fluctuations in risk, dispersion, and uncertainty

Straub, Ludwig; Ulbricht, Robert - In: Journal of economic theory 183 (2019), pp. 625-660

Persistent link: https://www.econbiz.de/10012131380

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - 2011

This study focuses on the question whether nonlinear transformation of lagged time series values and residuals are able to systematically improve the average forecasting performance of simple Autoregressive models. Furthermore it investigates the potential superior forecasting results of a...

Persistent link: https://www.econbiz.de/10010307177

On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations

Rossen, Anja - Hamburgisches WeltWirtschaftsInstitut (HWWI) - 2011

Persistent link: https://www.econbiz.de/10009369477

Nonlinearity, Nonstationarity, and Spurious Forecasts

Marmer, Vadim - Vancouver School of Economics - 2009

properly chosen nonlinear transformations of the predictor. The paper derives the limiting distribution of the forecasts' MSE …

Persistent link: https://www.econbiz.de/10008500720

Portfolio Diversification under Local and Moderate Deviations from Power Laws.

Walden, Johan; Ibragimov, Rustam - 2008

This paper analyzes portfolio diversification for nonlinear transformations of heavy-tailed risks. It is shown that …

Persistent link: https://www.econbiz.de/10009431952

Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory

Miller, J. Isaac; Park, Joon Y. - Economics Department, University of Missouri - 2008

We consider nonlinear transformations of random walks driven by thick-tailed innovations that may have infinite means …

Persistent link: https://www.econbiz.de/10005628014

The Carbon Kuznets Curve: A cloudy picture emitted by bad econometrics?

Wagner, Martin - 2006

short time dimension, in a panel context the effects of cross-sectional dependence, and the presence of nonlinear … transformations of integrated variables. We discuss and illustrate how ignoring these problems and applying standard methods leads to …

Persistent link: https://www.econbiz.de/10010294035

The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?

Wagner, Martin - Department of Economics and Finance Research and … - 2006

Persistent link: https://www.econbiz.de/10005704190