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Bayesian assessment of dynamic quantile forecasts

Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764

Persistent link: https://www.econbiz.de/10011633826

Dynamic variable selection in dynamic logistic regression : an application to Internet subscription

Ramírez Hassan, Andrés - In: Empirical economics : a journal of the Institute for … 59 (2020) 2, pp. 909-932

Persistent link: https://www.econbiz.de/10012259995

Regression analysis : assumptions, alternatives, applications

Kleijnen, Jack P. C. - 1983

Persistent link: https://www.econbiz.de/10002229275

Investor sentiment and bitcoin prices

Koutmos, Dimitrios - In: Review of quantitative finance and accounting 60 (2023) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10013548963

Predictive regression under various degrees of persistence and robust long-horizon regression

Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264

Persistent link: https://www.econbiz.de/10010255189

S-estimation in the nonlinear regression model with long-memory error terms

Sibbertsen, Philipp - 1999

In this paper we consider the asymptotic distribution of S -estimators in the nonlinear regression model with long-memory error terms. S - estimators are robust estimates with a high breakdown point and good asymptotic properties in the i.i.d case. They are constructed for linear regression. In...

Persistent link: https://www.econbiz.de/10009792344