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  • Search: subject:"parameter stability"
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Year of publication
Subject
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parameter stability 23 Schätzung 7 factor analysis 7 measurement invariance 7 structural equation models 7 Estimation 6 ordinal variable 5 Estimation theory 4 Schätztheorie 4 cointegration 4 dynamic probit models 4 parameter stability tests 4 recession forecast 4 stationary bootstrap 4 yield curve 4 FM-OLS 3 Panel cointegration 3 Faktorenanalyse 2 Household energy consumption 2 Lévy process 2 Nikkei 225 2 Option pricing theory 2 Optionspreistheorie 2 Parameter Stability 2 Parameter stability 2 Stochastic process 2 Stochastischer Prozess 2 Strukturgleichungsmodell 2 Theorie 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Varianzanalyse 2 Zeitreihenanalyse 2 calibration 2 discrete-continuous choice 2 instrumental variable 2 labour supply wage elasticity 2 normal tempered stable process 2 out-of-sample forecasting 2
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Online availability
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Free 34 CC license 1
Type of publication
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Book / Working Paper 24 Article 10
Type of publication (narrower categories)
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Working Paper 11 Arbeitspapier 4 Article 4 Graue Literatur 4 Non-commercial literature 4 Article in journal 3 Aufsatz in Zeitschrift 3
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Language
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English 25 Undetermined 9
Author
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Merkle, Edgar C. 7 Zeileis, Achim 7 Di Iorio, Francesca 4 Fachin, Stefano 4 Kauppi, Heikki 4 Adeniyi, Oluwatosin A. 3 Omisakin, Olusegun A. 3 Oyinlola, Abimbola M. 3 Wang, Ting 3 Christoffersen, Peter 2 Fan, Jinyan 2 Fink, Holger Maria 2 Gao, Jiti 2 Jacobs, Kris 2 Mittnik, Stefan 2 Nesbakken, Runa 2 Peng, Bin 2 Qin, Duo 2 Yan, Yayi 2 Baiardi, Donatella 1 Beyer, Andreas 1 Bianchi, Carluccio 1 Chen, Hui 1 Didisheim, Antoine 1 Grubaugh, Stephen G. 1 Li, Hong 1 Lorenzini, Eleonora 1 Miffre, Joelle 1 Mueller, Ulrich 1 Scheidegger, Simon 1 Van Huellen, Sophie 1 Wang, Qing-Chao 1 Wang, Qing-chao 1 van Huellen, Sophie 1
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Institution
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Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Turun Kauppakorkeakoulu, Turun Yliopisto 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Institut für Weltwirtschaft (IfW) 1 Statistisk Sentralbyrå, Government of Norway 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Working Papers in Economics and Statistics 3 CIRANO Working Papers 2 Discussion Papers / Turun Kauppakorkeakoulu, Turun Yliopisto 2 Discussion paper 2 MPRA Paper 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Applied econometrics and international development 1 Cahiers de recherches économiques 1 DEM Working Papers Series 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Econometrics 1 Econometrics : open access journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Economic Sciences and Applied Research 1 International Journal of Energy Economics and Policy 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Multinational Finance Journal 1 Working papers in economics and statistics 1
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Source
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RePEc 16 EconStor 11 ECONIS (ZBW) 7
Showing 1 - 10 of 34
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
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Quanto pricing beyond Black-Scholes
Fink, Holger Maria; Mittnik, Stefan - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-27
, we propose a new calibration procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012611693
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Deep structural estimation: with an application to option pricing
Chen, Hui; Didisheim, Antoine; Scheidegger, Simon - 2021
Persistent link: https://www.econbiz.de/10012819482
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Quanto pricing beyond Black-Scholes
Fink, Holger Maria; Mittnik, Stefan - In: Journal of risk and financial management : JRFM 14 (2021) 3, pp. 1-27
, we propose a new calibration procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012520134
Saved in:
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697193
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FDI, growth and level of development : analysis of 76 countries for the period 1980-2010
Grubaugh, Stephen G. - In: Applied econometrics and international development 19 (2019) 2, pp. 5-18
Persistent link: https://www.econbiz.de/10012207173
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How credible are shrinking wage elasticities of married women labour supply?
Qin, Duo; van Huellen, Sophie; Wang, Qing-Chao - In: Econometrics 4 (2016) 1, pp. 1-31
This paper delves into the well-known phenomenon of shrinking wage elasticities for married women in the US over recent decades. The results of a novel model experimental approach via sample data ordering unveil considerable heterogeneity across different wage groups. Yet, surprisingly constant...
Persistent link: https://www.econbiz.de/10011755301
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How credible are shrinking wage elasticities of married women labour supply?
Qin, Duo; Van Huellen, Sophie; Wang, Qing-chao - In: Econometrics : open access journal 4 (2016) 1, pp. 1-31
This paper delves into the well-known phenomenon of shrinking wage elasticities for married women in the US over recent decades. The results of a novel model experimental approach via sample data ordering unveil considerable heterogeneity across different wage groups. Yet, surprisingly constant...
Persistent link: https://www.econbiz.de/10011411317
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The price and income elasticities of the top clothing exporters: Evidence from a panel data analysis
Baiardi, Donatella; Bianchi, Carluccio; Lorenzini, Eleonora - Dipartimento di Scienze Economiche e Aziendali, … - 2014
This paper studies the main export function features of twelve top clothing exporters (China, Hong Kong, France, Germany, India, Indonesia, Italy, Netherlands, Spain, Turkey, UK and USA) in the period between 1992 and 2011. Price and income elasticities are estimated for each country using a...
Persistent link: https://www.econbiz.de/10010754405
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Score-based tests of measurement invariance: Use in practice
Wang, Ting; Merkle, Edgar C.; Zeileis, Achim - 2013
In this paper, we consider a family of recently-proposed measurement invariance tests that are based on the scores of a fitted model. This family can be used to test for measurement invariance w.r.t. a continuous auxiliary variable, without pre-specification of subgroups. Moreover, the family...
Persistent link: https://www.econbiz.de/10010397167
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