Similar Search Results

On the choice of functional form in stochastic frontier modeling

Giannakas, Kōnstantinos; Tran, Kien C.; Tzouvelekas, … - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 75-100

Persistent link: https://www.econbiz.de/10001724094

The chi-square standardization, combined with Box-Cox transformation, is a valid alternative to transforming to logratios in compositional data analysis

Greenacre, Michael J. - 2023

Persistent link: https://www.econbiz.de/10013556649

Essays in econometrics with focus on smooth minimum distance inference

Becker, Daniel - 2021

Persistent link: https://www.econbiz.de/10013285043

Relationship between CO2 emissions and GDP functional form and decoupling

Conte Grand, Mariana; Elia, Vanesa V. D. - In: International journal of green economics 11 (2017) 2, pp. 83-106

Persistent link: https://www.econbiz.de/10011905047

An Oaxaca decomposition for nonlinear models

Bazen, Stephen; Joutard, Xavier; Magdalou, Brice - In: Journal of economic and social measurement 42 (2017) 2, pp. 101-121

Persistent link: https://www.econbiz.de/10011796030

Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective

Behrendt, Simon - In: Quantitative finance 21 (2021) 11, pp. 1905-1919

Persistent link: https://www.econbiz.de/10012696795

A general family of autoregressive conditional duration models applied to high-frequency financial data

Cunha, Danúbia R.; Vila, Roberto; Saulo, Helton; … - In: Journal of risk and financial management : JRFM 13 (2020) 3/45, pp. 1-20

In this paper, we propose a general family of Birnbaum–Saunders autoregressive conditional duration (BS-ACD) models based on generalized Birnbaum-Saunders (GBS) distributions, denoted by GBS-ACD. We further generalize these GBS-ACD models by using a Box-Cox transformation with a shape...

Persistent link: https://www.econbiz.de/10012174138

A practical guide to harnessing the HAR volatility model

Clements, Adam; Preve, Daniel P. A. - 2019

Persistent link: https://www.econbiz.de/10012431202

Estimation for double-nonlinear cointegration

Lin, Yingqian; Tu, Yundong; Yao, Qiwei - In: Journal of econometrics 216 (2020) 1, pp. 175-191

Persistent link: https://www.econbiz.de/10012439669

Capturing changes in factor effectivity with estimates of a CES production function with flexible trends

Benčík, Michal - In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 6, pp. 563-579

Persistent link: https://www.econbiz.de/10012505054