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Winkelmann, Rainer; Boes, Stefan - 2006

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

Winkelmann, Rainer (contributor); Boes, Stefan (contributor) - 2006

The book provides a simple, intuitive introduction to regression models for qualitative and discrete dependent variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It presents a wide range of commonly used models. The book...

Persistent link: https://www.econbiz.de/10013520518

Zähldatenmodelle mit variierenden Parametern

Mayer, Jochen - 2000

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

Panel data econometrics : methods-of-moments and limited dependent variables

Lee, Myoung-jae - 2002

Persistent link: https://www.econbiz.de/10001669629

Empirical techniques in finance : with 30 tables

Bhar, Ramaprasad; Hamori, Shigeyuki - 2005 - 1. ed.

The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide...

Persistent link: https://www.econbiz.de/10002626892

Empirical Techniques in Finance

Bhar, Ramaprasad - 2005

Basic Probability Theory and Markov Chains -- Estimation Techniques -- Non-Parametric Method of Estimation -- Unit Root … Implementation, this book helps foc- ing on strategies for rigorously combing finance theory and modeling technology to extend extant … other related modeling topics that help more in-depth exploration of finance theory and putting it into practice. As seen in …

Persistent link: https://www.econbiz.de/10014014047