Similar Search Results

Gergaud, Olivier; Verardi, Vincenzo - Maison des Sciences Économiques, Université Paris 1 … - 2006

When studying the problem of the emergence of superstars, scholars face great difficulties in measuring talent … of outliers (superstars). In this paper we use an original dataset from the Pokemon trading card game in which (i) there …. This allows to identify superstars, i.e. individuals that are sold at a price which represents several times their …

Persistent link: https://www.econbiz.de/10005696828

Modelling the real exchange rate misalignment in the presence of outliers for developing countries

Ettbib, Ridha; Eddaly, Mansour - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 629-650

Persistent link: https://www.econbiz.de/10014391403

Forecasting global solar radiation using a robust regularization approach with mixture kernels

Jiang, He - In: Journal of forecasting 42 (2023) 8, pp. 1989-2010

Persistent link: https://www.econbiz.de/10014432828

Estimating the probability of informed trading : A Bayesian approach

Griffin, Jim; Oberoi, Jaideep; Oduro, Samuel D. - In: Journal of banking & finance 125 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012819606

Do outliers and unobserved heterogeneity explain the exporter productivity premium? : evidence from France, Germany and the United Kingdom

Temouri, Yama; Wagner, Joachim - 2013 - This version: June 17, 2013

A stylized fact from the literature on the Micro-econometrics of International Trade and a central implication of the heterogeneous firm models from the New New Trade Theory is that exporters are more productive than non-exporters. It is argued that this exporter productivity premium is due to...

Persistent link: https://www.econbiz.de/10009754762

Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?

Kristensen, Johannes Tang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 309-338

Persistent link: https://www.econbiz.de/10010384286

GTL regression : a linear model with skewed and thick-tailed disturbances

Vijverberg, Wim P. M.; Hasebe, Takuya - 2015

If the disturbances of a linear regression model are skewed and/or thick-tailed, a maximum likelihood estimator is efficient relative to the customary Ordinary Least Squares (OLS) estimator. In this paper, we specify a highly flexible Generalized Tukey Lambda (GTL) distribution to model skewed...

Persistent link: https://www.econbiz.de/10010489608

Expected shortfall estimation and Gaussian inference for infinite variance time series

Hill, Jonathan B. - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10010519664

Application of chosen methods of robust estimation : Baarda's and Huber's in search for outliers in the real estate market modeling

Śpiewak, Beata - In: Folia oeconomica Stetinensia : FOS 18 (2018) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10011929614

Robust dynamic estimation

Rubel, Olivier; Naik, Prasad A. - In: Marketing science 36 (2017) 3, pp. 453-467

Persistent link: https://www.econbiz.de/10011695458