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Zähldatenmodelle mit variierenden Parametern

Mayer, Jochen - 2000

Persistent link: https://www.econbiz.de/10001461465

Nichtparametrische statistische Methoden : [mit 69 Tabellen]

Büning, Herbert; Trenkler, Götz - 1994 - 2. erweiterte und völlig überarb. Aufl.

Persistent link: https://www.econbiz.de/10000995243

Imposing and testing curvature conditions on a box-cox cost function

Koebel, Bertrand M.; Falk, Martin; Laisney, François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 2, pp. 319-335

Persistent link: https://www.econbiz.de/10001757499

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998

Persistent link: https://www.econbiz.de/10000168636

Simultaneously modelling conditional heteroskedasticity and scale change

Feng, Yuanhua - 2002

Persistent link: https://www.econbiz.de/10001686434

Analysis of microdata : with 41 tables

Winkelmann, Rainer; Boes, Stefan - 2006

Persistent link: https://www.econbiz.de/10003115171

Kerndichte- und Kernregressionsschätzungen im Asset Management : Analyse und Prognose von Rendite- und Risikoparametern mit Hilfe nichtparametrischer Verfahren

Petersmeier, Kerstin - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10012877949

Uniform confidence bands for pricing kernels

Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining - 2010

estimated nonparametrically too. In this framework, we develop the asymptotic distribution theory of the EPK in the L1 sense …, as an alternative to the asymptotic approach, we propose a bootstrap confidence band. The developed theory is helpful for …

Persistent link: https://www.econbiz.de/10003952791

Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2005

The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...

Persistent link: https://www.econbiz.de/10003342766

Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility

Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867

Persistent link: https://www.econbiz.de/10003800096