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A Least Squares Regression Realized Covariation Estimation

Nolte, Ingmar; Vasios, Michalis; Voev, Valeri; Xu, Qi - 2019

We propose a least squares regression framework for the estimation of the realized covariation matrix using high …

Persistent link: https://www.econbiz.de/10014161679

Time varying three pass regression filter

Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023

Persistent link: https://www.econbiz.de/10014383819

Selected robust methods for camp model estimation

Trzpiot, Grażyna - In: Folia oeconomica Stetinensia : FOS 12 (2012) 2, pp. 58-71

Persistent link: https://www.econbiz.de/10010241687

Reexamination of estimating beta coecient as a risk measure in CAPM

Le Tan Phuoc; Kim, Kee S.; Su, Yingcai - In: Journal of Asian finance, economics and business : JAFEB 5 (2018) 1, pp. 11-16

Persistent link: https://www.econbiz.de/10011917748

Bayesian estimation for partially linear models with an application to household gasoline consumption

Chen, Haotian; Zhang, Xibin - 2014

Persistent link: https://www.econbiz.de/10011781041

Estimating the liaison between unemployment and GDP beyond the mean of the distribution

Aamir Khan, Muhammad; Rasheed, Mamoona; Hanif, Muhammad - In: Journal of economics and business research 20 (2014) 1, pp. 161-172

Persistent link: https://www.econbiz.de/10010440784

An Examination of the External Validity of the Matching Between Concurrent Revenues and Expenses Estimated Using OLS Regression

Qu, Li - 2020

I employ MM-estimation to investigate the external validity of the declining matching between concurrent revenues and … data. After relieving the impact of the influential observations using MM-estimation, I find no overall declining matching … influential observations on ordinary least squares regression over time, the relative performance of winsorization and MM-estimation …

Persistent link: https://www.econbiz.de/10012847493

Dynamic linkages between corruption, economic growth, and income inequality in Pakistan : say "No" to corruption

Choudhary, Sheraz Ahmad; Zaman, Khalid; Ejaz, Shakira - In: Theoretical and applied economics : GAER review 25 (2018) 1/614, pp. 167-182

Persistent link: https://www.econbiz.de/10012155153

Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions

Wagner, Martin; Grabarczyk, Peter; Hong, Seung Hyun - In: Journal of econometrics 214 (2020) 1, pp. 216-255

Persistent link: https://www.econbiz.de/10012438321

Shape-constrained kernel-weighted least squares : estimating production functions for Chilean manufacturing industries

Yagi, Daisuke; Chen, Yining; Johnson, Andrew L.; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 43-54

Persistent link: https://www.econbiz.de/10012179500