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Realized quantity extended conditional autoregressive value-at-risk models

Götz, Pit - In: Journal of risk : JOR 26 (2023) 2, pp. 33-63

Persistent link: https://www.econbiz.de/10014487299

Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

Zhang, Xishu; Wang, Xuanhui; Ye, Azhong - In: Applied economics letters 31 (2024) 21, pp. 2271-2276

Persistent link: https://www.econbiz.de/10015095210

Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome

Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274

Persistent link: https://www.econbiz.de/10001400166

Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome

Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274

Persistent link: https://www.econbiz.de/10001400168

Likelihood ratio and goodness of fit processes for quantile regression

Koenker, Roger; Machado, José A. F. - 1998

Persistent link: https://www.econbiz.de/10000988604

Goodness of fit and related inference processes for quantile regression

Koenker, Roger; Machado, José A. F. - 1999

Persistent link: https://www.econbiz.de/10001376751

Constrained smoothing splines

Rodríguez Poo, Juan Manuel - In: Econometric theory 15 (1999) 1, pp. 114-138

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Estimation of an endogenous switching regression model with discrete dependent variables : Monte-Carlo analysis and empirical application of three estimators

Qimḥî, Ayyāl - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 225-241

Persistent link: https://www.econbiz.de/10001388877

Multiple hypotheses testing in the linear regression model with applications to economics and finance

Alt, Raimund - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10002570396

Goodness of Fit and Related Inference Processes for Quantile Regression

Koenker, Roger; Machado, José A. F. - 1999

We introduce a goodness of fit process for quantile regression analogous to the conventional R2 statistic of least squares regression. Several related inference processes designed to test composite hypothese about the combined effect of several covariates over an entire range of conditional...

Persistent link: https://www.econbiz.de/10014196067