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Measuring systemic risk contribution of global stock markets : a dynamic tail risk network approach

Wang, Ze; Gao, Xiangyun; Huang, Shupei; Sun, Qingru; … - In: International review of financial analysis 84 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013472796

Evaluation of [subscript n]C[subscript k] estimators

Bsharat, Rebhi S - 2007

certain proportion of outliers. Besides robustness, efficiency is another desirable property. Researchers try to find … robustness and efficiency of a class of estimators that we call [subscript n]C[subscript k ]estimators are investigated. Special …

Persistent link: https://www.econbiz.de/10009463989

Moment Restriction-based Econometric Methods: An Overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Institute of Economic Research, Kyoto University - 2010

Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...

Persistent link: https://www.econbiz.de/10008670443

Moment Restriction-based Econometric Methods: An Overview

Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Department of Economics and Finance, College of … - 2010

Persistent link: https://www.econbiz.de/10008692052

Robustness Checks in Structural Analysis

Catherine, Sylvain; Ebrahimian, Mehran; Sraer, David … - 2023

Robustness checks, such as adding controls or sample splits, are a standard feature of reduced-form empirical research … the potentially large number of structural estimations required for such robustness checks. We demonstrate the validity …

Persistent link: https://www.econbiz.de/10014236835

Robustness checks and robustness tests in applied economics

Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206

Persistent link: https://www.econbiz.de/10010255444

Robustness and exchange rate volatility

Djeutem, Edouard; Kasa, Kenneth - In: Journal of international economics 91 (2013) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10009793131

Robust estimation of Cronbach's alpha

Christmann, Andreas; Van Aelst, Stefan - 2002

Cronbach’s alpha is a popular method to measure reliability, e.g. in quantifying the reliability of a score to summarize the information of several items in questionnaires. The alpha coefficient is known to be non-robust. We study the behavior of this coefficient in different settings to...

Persistent link: https://www.econbiz.de/10009770913

Quantile regression and structural change in the Italian wage equation

Furno, Marilena - In: Economic modelling 30 (2013), pp. 420-434

Persistent link: https://www.econbiz.de/10009706908

Plausible prior estimation

Mangold, Benedikt - 2014

account the above mentioned considerations. The resulting influence function as a frequentistic measure of robustness is …

Persistent link: https://www.econbiz.de/10010399846