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Semiparametric regression for the applied econometrician
Yatchew, Adonis; Yatchew, Adonis John - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001719938
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Statistics and finance : an introduction
Ruppert, David - 2004
regression using splines, are introduced as needed. The classical methods of finance such as portfolio theory, CAPM, and the …:Introduction * Probability and Statistical Models * Returns * Time Series Models * Portfolio Theory * Regression * The Capital Asset Pricing …
Persistent link: https://www.econbiz.de/10001805902
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Analysis of microdata : with 41 tables
Winkelmann, Rainer; Boes, Stefan - 2006
Persistent link: https://www.econbiz.de/10003115171
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Regression : Modelle, Methoden und Anwendungen
Fahrmeir, Ludwig; Kneib, Thomas; Lang, Stefan - 2009 - 2. Auflage
Persistent link: https://www.econbiz.de/10003851493
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Matching, regression discontinuity, difference in differences, and beyond
Lee, Myoung-jae - 2016
"This book reviews the three most popular methods (and their extensions) in applied economics and other social sciences: matching, regression discontinuity, and difference in differences. The book introduces the underlying econometric/statistical ideas, shows what is identified and how the...
Persistent link: https://www.econbiz.de/10011456051
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High dimensional econometrics and identification
Kao, Chihwa; Liu, Long - 2019
Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary and nonstationary error terms -- Estimation of change points in stationary and nonstationary regressors and error term -- Weak instruments in panel data models -- Incidental...
Persistent link: https://www.econbiz.de/10012002127
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Management Science : the Art of Modeling with Spreadsheets
Powell, Stephen G.; Baker, Kenneth R. - 2014 - Fourth Edition
Persistent link: https://www.econbiz.de/10013547023
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Interest rate modeling : theory and practice
Wu, Lixin - 2019 - Second edition
Persistent link: https://www.econbiz.de/10011994011
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GARCH models : structure, statistical inference and financial applications
Francq, Christian; Zakoïan, Jean-Michel - 2019 - Second edition
Cover -- Title Page -- Copyright -- Contents -- Chapter 1 Classical Time Series Models and Financial Series -- 1.1 Stationary Processes -- 1.2 ARMA and ARIMA Models -- 1.3 Financial Series -- 1.4 Random Variance Models -- 1.5 Bibliographical Notes -- 1.6 Exercises -- Part I Univariate GARCH...
Persistent link: https://www.econbiz.de/10012032403
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GARCH models : structure, statistical inference and financial applications
Francq, Christian; Zakoïan, Jean-Michel - 2019 - Second edition
Persistent link: https://www.econbiz.de/10012011633