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Local lagged adapted generalized method of moments : an innovative estimation and forecasting approach and its applications

Otunuga, Olusegun M.; Ladde, Gangaram S.; Ladde, Nathan G. - In: Journal of time series econometrics 11 (2019) 1, pp. 1-72

Persistent link: https://www.econbiz.de/10012022811

Impact of the SO threshold on the statistics of economic variables for the Swiss agricultural sector

Roesch, Andreas - In: German journal of agricultural economics : GJAE 64 (2015) 1, pp. 33-41

Persistent link: https://www.econbiz.de/10010490172

Estimating unattenuated correlations with limited information about selection variables : alternatives to case IV

Fife, Dunstin A.; Hunter, Michael D.; Mendoza, Jorge L. - In: Organizational research methods : ORM 19 (2016) 4, pp. 593-615

Persistent link: https://www.econbiz.de/10011584995

Predictive moments of simultaneous econometric models

Dijk, H. K. van; Kloek, T. - 1976

Persistent link: https://www.econbiz.de/10001565829

Parameter estimation and forecasting for multiplicative lognormal cascades

Leövey, Andrés E.; Lux, Thomas - 2011

We study the well-known multiplicative Lognormal cascade process in which the multiplication of Gaussian and Lognormally distributed random variables yields time series with intermittent bursts of activity. Due to the non-stationarity of this process and the combinatorial nature of such a...

Persistent link: https://www.econbiz.de/10009389845