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Semiparametirc varying parameter panel data models : an application to estimation of speed of convergence

Kumar, Subodh; Ullah, Aman - In: Applying Kernel and nonparametric estimation to …, (pp. 109-128). 2000

Persistent link: https://www.econbiz.de/10001548526

Minimum-variance kernels, economic risk premia, and tests of multi-beta models

Balduzzi, Pierluigi; Robotti, Cesare - 2001

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Kernel estimation of multivariate conditional distributions

Racine, Jeffrey; Li, Qi; Zhu, Xi - In: Annals of economics and finance 5 (2004) 2, pp. 211-235

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A blocking and regularization approach to high dimensional realized covariance estimation

Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009

&P 500 index confirms the simulation results. -- covariance estimation ; blocking ; realized kernel ; regularization …

Persistent link: https://www.econbiz.de/10003893144

A blocking and regularization approach to high dimensional realized covariance estimation

Hautsch, Nikolaus; Kyj, Lada M.; Hautsch, Nikolaus - 2009

&P 500 index confirms the simulation results. -- Covariance Estimation ; Blocking ; Realized Kernel ; Regularization …

Persistent link: https://www.econbiz.de/10003909174

Interbank tiering and money center banks

Craig, Ben R.; Von Peter, Goetz - In: Journal of financial intermediation 23 (2014) 3, pp. 322-347

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Local multiplicative bias correction for asymmetric kernel density estimators

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Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-Beta Models

Balduzzi, Pierluigi - 2015

This paper uses minimum-variance (MV) admissible kernels to estimate risk premia associated with economic risk variables and to test multi-beta models. Estimating risk premia using MV kernels is appealing because it avoids the need to 1) identify all relevant sources of risk and 2) assume a...

Persistent link: https://www.econbiz.de/10013032690

Private benefits of control and the core

Lee, Kyounghun; Oh, Frederick Dongchuhl - In: The B.E. journal of economic analysis & policy 23 (2023) 1, pp. 253-260

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1-convex transferable utility games, a reappraisal

Dehez, Pierre - 2021

Persistent link: https://www.econbiz.de/10012821196