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Estimarea parametrilor modelului liniar de regresie

ANGHELACHE, Constantin; PARTACHI, Ion; BALTAC, Andreea; … - In: Romanian Statistical Review Supplement 60 (2012) 3, pp. 139-148

In this paper, the authors propose solving the problematic regarding the estimation of the parameters for the linear regression model. For this, the least squares method, the maximum likelihood method and the Gauss-Markov theorem are used. There are also presented the properties of the...

Persistent link: https://www.econbiz.de/10010859974

Modeling dependent credit rating transitions : a comparison of coupling schemes and empirical evidence

Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Central European journal of operations research : CEJOR … 24 (2016) 4, pp. 989-1007

Persistent link: https://www.econbiz.de/10011694781

Numerical modeling of dependent credit rating transitions with asynchronously moving industries

Boreiko, D. V.; Kaniovski, Yuri M.; Pflug, Georg - In: Computational economics 49 (2017) 3, pp. 499-516

Persistent link: https://www.econbiz.de/10011762130

Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation

Yang, Bill Huajian; Du, Zunwei - In: The journal of risk model validation 10 (2016) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10011587660

Estimation of correlations in portfolio credit risk models based on noisy security prices

Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Journal of economic dynamics & control 61 (2015), pp. 334-349

Persistent link: https://www.econbiz.de/10011589542

Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model

Kato, Takafumi - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 143-176

Persistent link: https://www.econbiz.de/10012237487

Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis

Afuecheta, Emmanuel; Okorie, Idika E.; Nadarajah, Saralees - In: Computational economics 63 (2024) 1, pp. 271-304

Persistent link: https://www.econbiz.de/10014472109

QUALITATIVE THRESHOLD ARCH MODELS.

GOURIEROUX, C.; MONFORT, A. - 1990

Persistent link: https://www.econbiz.de/10005486796

Asymptotic Distribution of the Maximum Likelihood Estimator for Stochastic Frontier Function Model with a Singular Information Matrix.

Lee, L.F. - Michigan - Center for Research on Economic & Social Theory - 1992

Persistent link: https://www.econbiz.de/10005487040

ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS.

BAI, J.; JAKEMAN, A.J.; MCALEER, M. - Research School of Pacific and Asian Studies, College … - 1989

Persistent link: https://www.econbiz.de/10005663657