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Dynamic discrete mixtures for high-frequency prices

Catania, Leopoldo; Di Mari, Roberto; Santucci de … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 559-577

Persistent link: https://www.econbiz.de/10013533453

Hidden semi-Markov models for rainfall-related insurance claims

Shi, Yue; Punzo, Antonio; Otneim, Håkon; Maruotti, … - 2023

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The anatomy of sorting : evidence from Danish data

Lentz, Rasmus; Suphanit Piyapromdee; Robin, Jean-Marc - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2409-2455

Persistent link: https://www.econbiz.de/10014438292

Empirical hierarchical modelling for count data using the spatial random effects model

Sengupta, Aritra; Cressie, Noel A. C. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 389-418

Persistent link: https://www.econbiz.de/10010202694

Outlier detection in experimental data using a modified Hampel identifier

Selinski, Silvia; Becker, Claudia - 2001

The present method allows to detect outlying observations in data which may be described by a deterministic function plus a stochastic component. This type of functional relationship often occurs in experimental data, in toxicological research, for instance. The Hampel identifier, an outlier...

Persistent link: https://www.econbiz.de/10009776760

Downturn loss given default : mixture distribution estimation

Calabrese, Raffaella - In: European journal of operational research : EJOR 237 (2014) 1, pp. 271-277

Persistent link: https://www.econbiz.de/10010378609

Estimating depth of reasoning in a repeated guessing game with no feedback

Runco, Mariano - In: Experimental economics : a journal of the Economic … 16 (2013) 3, pp. 402-413

Persistent link: https://www.econbiz.de/10010188981

A flexible parametric approach for estimating switching regime models and treatment effect parameters

Chen, Heng; Fan, Yanqin; Wu, Jisong - In: Journal of econometrics 181 (2014) 2, pp. 77-91

Persistent link: https://www.econbiz.de/10010473347

Estimating mixture of Gaussian processes by kernel smoothing

Huang, Mian; Li, Runze; Wang, Hansheng; Yao, Weixin - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 259-270

Persistent link: https://www.econbiz.de/10010488564

Identification and estimation of latent group-level-effects in infrastructure performance modelling

Medury, Aditya; Zhang, Weizeng; Durango-Cohen, Pablo L. - In: EURO journal on transportation and logistics 4 (2015) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10010513772