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Generalized reduced rank regression
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657844
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On the estimation of reduced rank regressions
Hansen, Peter Reinhard (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658017
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Relative contagiousness of emerging virus variants : an analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants
Hansen, Peter Reinhard - In: The econometrics journal 25 (2022) 3, pp. 739-761
Persistent link: https://www.econbiz.de/10013399866
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Generalized Reduced Rank Regression
Hansen, Peter Reinhard - 2004
We introduce an estimation method that applies to a class of multivariate regression problems. The method can estimate parameters that are subject to multiple reduced-rank conditions and other parameter restrictions and the method allows for a general specifications of the covariance matrix. We...
Persistent link: https://www.econbiz.de/10014119606
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 109-150). 1999
Persistent link: https://www.econbiz.de/10001442393
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - In: Journal of empirical finance 6 (1999) 2, pp. 121-152
Persistent link: https://www.econbiz.de/10001426329
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1999
Persistent link: https://www.econbiz.de/10001469947
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000988763
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The hazards of mutual fund performance : a cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000994246
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Calculating the damage of a cartel subject to transition periods : the international uranium cartel in the 1970s
Lunde, Asger; Sandberg, Rickard; Söderberg, Magnus - In: Energy economics 84 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012182897