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  • Search: subject:"robust estimators"
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Year of publication
Subject
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Robust estimators 16 robust estimators 11 Estimation theory 9 Schätztheorie 9 Robust statistics 7 Robustes Verfahren 7 Estimation 6 Robust Estimators 5 Schätzung 5 National culture 4 Outliers 4 Volatility 4 Volatilität 4 ARCH model 3 ARCH-Modell 3 Economic growth 3 GARCH Models 3 Heteroscedasticity 3 Heteroskedastizität 3 TGARCH 3 outliers 3 AVGARCH 2 Conditional heteroscedasticity 2 Diagnostics 2 Doubly robust estimators 2 Eco-efficiency 2 Forward Search 2 Government size 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Minimum Hellinger distance estimators 2 Nonparametric statistics 2 Panel data 2 Propensity score matching 2 QMLE 2 Regression analysis 2 Regressionsanalyse 2 Taxation 2 Technical efficiency 2 Technische Effizienz 2
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Online availability
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Undetermined 22 Free 13 CC license 1
Type of publication
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Article 28 Book / Working Paper 11 Other 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 2 Arbeitspapier 1 Article 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1
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Language
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Undetermined 21 English 18 Italian 1
Author
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Badounas, Ioannis 3 Carnero, M. Angeles 3 Pitselis, Georgios 3 Pérez, Ana 3 Tzeremes, Nickolaos G. 3 Bergh, Andreas 2 Grossi, Luigi 2 Halkos, George 2 Karunamuni, Rohana J. 2 Tzeremes, Nickolaos 2 Öhrn, Nina 2 Alfaro, J. L. 1 Alsayed, Ahmed 1 Arıç, Kıvanç Halil 1 Aucremanne, L. 1 Bianchi, Michele Leonardo 1 Biondi, Roberta Loboda 1 Boughrara, Adel 1 Chalabi, Yohan 1 Charbonnier, Pierre 1 Cheng, Bing 1 De la Rey, Tanja 1 Degl'Innocenti, Marta 1 Dridi, Ichrak 1 Dunn, GraHam 1 Emsley, Richard 1 García-Pérez, Alfonso 1 Grigoriadou, Vasiliki 1 Halkos, George E. 1 Halkos, George Emm. 1 Ieng, Sio-Song 1 Jirakom Sirisrisakulchai 1 Johnson, Natalie 1982- 1 Jurečková, Jana 1 Krištoufek, Ladislav 1 Kuhnt, Sonja 1 Lang, Corey 1 Lunt, Mark 1 Majewska, Justyna 1 Matousek, Roman 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 Banca d'Italia 1 Departamento de Estadistica, Universidad Carlos III de Madrid 1 Institutet för Näringslivsforskning (IFN) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 de Nederlandsche Bank 1
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Published in...
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Journal of Multivariate Analysis 2 MPRA Paper 2 Studies in Nonlinear Dynamics & Econometrics 2 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 Advances in Data Analysis and Classification 1 Annals of the Institute of Statistical Mathematics 1 Computational Statistics & Data Analysis 1 DNB Staff Reports (discontinued) 1 ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION 1 Economic Modelling 1 Economic modelling 1 Economics and policy of energy and the environment 1 Empirical Economics 1 Energy economics 1 Environmental Economics and Policy Studies 1 Environmental economics and policy studies 1 IFN Working Paper 1 Insurance / Mathematics & economics 1 Journal of Applied Statistics 1 Journal of Productivity Analysis 1 Journal of international financial markets, institutions & money 1 Metrika 1 Operations Research and Decisions 1 Risks 1 Risks : open access journal 1 Robustness in econometrics 1 STICERD - Distributional Analysis Research Programme Papers 1 Stata Journal 1 Statistics & Probability Letters 1 Statistics and Econometrics Working Papers 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Temi di discussione (Economic working papers) 1 Working Paper Series / Institutet för Näringslivsforskning (IFN) 1 Working papers / Instituto Valenciano de Investigaciones Económicas 1
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Source
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RePEc 26 ECONIS (ZBW) 10 BASE 2 EconStor 2
Showing 1 - 10 of 40
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Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak; Boughrara, Adel - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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Loss reserving estimation with correlated run-off triangles in a quantile longitudinal model
Badounas, Ioannis; Pitselis, Georgios - In: Risks 8 (2020) 1, pp. 1-26
In this paper, we consider a loss reserving model for a general insurance portfolio consisting of a number of correlated run-off triangles that can be embedded within the quantile regression model for longitudinal data. The model proposes a combination of the between- and within-subportfolios...
Persistent link: https://www.econbiz.de/10013200549
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Loss reserving estimation with correlated run-off triangles in a quantile longitudinal model
Badounas, Ioannis; Pitselis, Georgios - In: Risks : open access journal 8 (2020) 1/14, pp. 1-26
In this paper, we consider a loss reserving model for a general insurance portfolio consisting of a number of correlated run-off triangles that can be embedded within the quantile regression model for longitudinal data. The model proposes a combination of the between- and within-subportfolios...
Persistent link: https://www.econbiz.de/10012203990
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The effects of economic growth and fossil fuel consumption to climate change : evidence from Mediterranean Europe by robust estimators
Alsayed, Ahmed; Siok Kun Sek; Arıç, Kıvanç Halil; … - In: Economics and policy of energy and the environment 64 (2022) 2, pp. 157-169
Persistent link: https://www.econbiz.de/10014338427
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Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles; Pérez, Ana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
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Leverage effect in energy futures revisited
Carnero, M. Angeles; Pérez, Ana - In: Energy economics 82 (2019), pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
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The Public Health Effect of Mandatory and Voluntary Food Safety Measures: Generalized Synthetic Control Methods on Milk Pasteurization in the United States
Wang, Huiqiang; Sproul, Thomas W.; Lang, Corey - Agricultural and Applied Economics Association - AAEA - 2014
This paper investigates the public health effects of mandatory and voluntary milk pasteurization adoptions in the United States. With generalized synthetic control methods (GSCM), we estimate the casual health impact of city pasteurization ordinances in 16 treated cities. Our results show the...
Persistent link: https://www.econbiz.de/10011068892
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Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles; Pérez, Ana - 2018 - Version: January 2018
Persistent link: https://www.econbiz.de/10011819298
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Bank efficiency and financial centres : does geographical location matter?
Degl'Innocenti, Marta; Matousek, Roman; Šević, Željko; … - In: Journal of international financial markets, … 46 (2017), pp. 188-198
Persistent link: https://www.econbiz.de/10011745488
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Effect of helmet use on severity of head injuries using doubly robust estimators
Jirakom Sirisrisakulchai; Songsak Sriboonchitta - In: Robustness in econometrics, (pp. 491-500). 2017
Persistent link: https://www.econbiz.de/10011801804
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