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Predictive regression under various degrees of persistence and robust long-horizon regression

Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264

Persistent link: https://www.econbiz.de/10010255189

Robustness checks and robustness tests in applied economics

Lu, Xun; White, Halbert - In: Journal of econometrics 178 (2014) 1, pp. 194-206

Persistent link: https://www.econbiz.de/10010255444

Generalized quantiles as risk measures

Bellini, Fabio; Klar, Bernhard; Müller, Alfred; … - In: Insurance / Mathematics & economics 54 (2014), pp. 41-48

Persistent link: https://www.econbiz.de/10010259683

The design of robust value-creating supply chain networks

Klibi, Walid; Martel, Alain - In: OR spectrum : quantitative approaches in management 35 (2013) 4, pp. 867-903

Persistent link: https://www.econbiz.de/10010222408

Modelling robustness in serial multi-stage manufacturing processes

Mondal, S. C.; Maiti, J.; Ray, P. K. - In: International journal of production research 51 (2013) 21, pp. 6359-6377

Persistent link: https://www.econbiz.de/10010229009

S-estimation in the nonlinear regression model with long-memory error terms

Sibbertsen, Philipp - 1999

In this paper we consider the asymptotic distribution of S -estimators in the nonlinear regression model with long-memory error terms. S - estimators are robust estimates with a high breakdown point and good asymptotic properties in the i.i.d case. They are constructed for linear regression. In...

Persistent link: https://www.econbiz.de/10009792344

Robustness and exchange rate volatility

Djeutem, Edouard; Kasa, Kenneth - In: Journal of international economics 91 (2013) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10009793131

Robust asset allocation strategies : relaxed versus classical robustness

Recchia, Raffaela; Scutellà, Maria Grazia - In: IMA journal of management mathematics 25 (2014) 1, pp. 21-56

Persistent link: https://www.econbiz.de/10010242806

Modelling robustness for manufacturing processes : a critical review

Mondal, S. C.; Ray, P. K.; Maiti, J. - In: International journal of production research 52 (2014) 2, pp. 521-538

Persistent link: https://www.econbiz.de/10010249786

Robust estimation and forecasting of the capital asset pricing model

Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10010250276

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