Similar Search Results

A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity

Zhang, Tao (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001786157

A note on the Weibull distribution and time aggregation bias

Røed, Knut (contributor); Zhang, Tao (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536430

Time and causility : a Monte Carlo assessment of the timing-of-events approach

Gaure, Simen (contributor); Røed, Knut (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003025631

Time and causality : a Monte Carlo assessment of the timing-of-events approach

Gaure, Simen; Røed, Knut; Zhang, Tao - In: Journal of econometrics 141 (2007) 2, pp. 1159-1195

Persistent link: https://www.econbiz.de/10003571437

Is the time-varying parameter model the preferred approach to tourism demand forecasting? : statistical evidence

Shen, Shujie; Li, Gang; Song, Haiyan - In: Advances in tourism economics : new developments, (pp. 107-120). 2009

Persistent link: https://www.econbiz.de/10003943728

The advanced econometrics of tourism demand

Song, Haiyan; Witt, Stephen F.; Li, Gang - 2009

Persistent link: https://www.econbiz.de/10003685332

The advanced econometrics of tourism demand

Song, Haiyan. - 2009

chapter 1 Introduction to Tourism Demand Analysis -- chapter 2 Recent Developments in Tourism Demand Analysis -- chapter 3 Traditional Methodology of Tourism Demand Modelling -- chapter 4 General-to-Specic Modelling -- chapter 5 Cointegration -- chapter 6 Error Correction Model -- chapter 7...

Persistent link: https://www.econbiz.de/10014499982

An extended single index model with missing response at random

Wang, Qihua; Zhang, Tao; Härdle, Wolfgang - 2014

An extended single-index model is considered when responses are missing at random. A three-step estimation procedure is developed to define an estimator for the single index parameter vector by a joint estimating equation. The proposed estimator is shown to be asymptotically normal. An iterative...

Persistent link: https://www.econbiz.de/10010225739

A maximum likelihood estimator for information precision in the financial market

Li, George - In: International journal of monetary economics and finance 8 (2015) 3, pp. 318-329

Persistent link: https://www.econbiz.de/10011502691

Estimating Malmquist indices and semi-parametric censored regressions with a coherent data-generating process

Zhang, Tao - In: IMA journal of management mathematics 26 (2015) 1, pp. 63-81

Persistent link: https://www.econbiz.de/10011376998