Similar Search Results - EconBiz

Inverse optimization with kernel regression : application to the power forecasting and bidding of a fleet of electric vehicles

Fernández-Blanco, Ricardo; Morales, Juan M.; Pineda, … - In: Computers & operations research : and their … 134 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012649574

Identification based on higher moments

Lewis, Daniel J. - 2024

Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...

Persistent link: https://www.econbiz.de/10014480567

Model selection and error estimation

Bartlett, Peter L.; Boucheron, Stéphane; Lugosi, Gábor - 2000

Persistent link: https://www.econbiz.de/10001511673

Data mining reconsidered : encompassing and the general-to-specific approach to specification search

Hoover, Kevin D.; Perez, Stephen J. - In: The econometrics journal 2 (1999) 2, pp. 167-191

Persistent link: https://www.econbiz.de/10001515235

Consistent cross-validatory model-selection for dependent data : hv-block cross-validation

Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10001504420

Moments of the ARAM-EGARCH model

Karanasos, Menelaos; Kim, J. - 2000

Persistent link: https://www.econbiz.de/10001527216

Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification

Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387

Persistent link: https://www.econbiz.de/10001434317

A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior

Lucas, André - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 31-39

Persistent link: https://www.econbiz.de/10001441592

Several tests for model specification in the presince of alternative hypotheses

Davidson, Russel; MacKinnon, James G. - 1980

Persistent link: https://www.econbiz.de/10001403257

Bounds on the variances of specification errors in models with expectations

Durlauf, Steven N.; Hall, Robert E. - 1989

Persistent link: https://www.econbiz.de/10000764931

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