Similar Search Results

Gaussian rank correlation and regression

Amengual, Dante; Sentana, Enrique; Tian, Zhanyuan - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 269-306). 2022

Persistent link: https://www.econbiz.de/10013194599

Posterior average effects

Bonhomme, Stéphane; Weidner, Martin - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1849-1862

Persistent link: https://www.econbiz.de/10013540523

Retire: robust expectile regression in high dimensions

Man, Rebeka; Tan, Kean Ming; Wang, Zian; Zhou, Wen-Xin - In: Journal of econometrics 239 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015074533

A comment on "Motivated Errors" by Exley and Kessler (2024)

Auer, Tobias; Ulasik, Maria; Holzmeister, Felix - 2024

This report evaluates the computational reproducibility and analytical robustness of Exley and Kessler's (2024 … robustness checks. These challenges underscore the importance of best practices in data and code sharing to enhance the …

Persistent link: https://www.econbiz.de/10015073585

Variance reduction with Monte Carlo estimates of error rates in multivariate classification

Weihs, Claus; Calzolari, Giorgio; Röhl, Michael Claus - 1999

multivariate classification. …

Persistent link: https://www.econbiz.de/10009789908

Spatial autoregressive models with unknown heteroskedasticity : a comparison of Bayesian and robust GMM approach

Doğan, Osman; Taşpınar, Süleyman - In: Regional science & urban economics 45 (2014), pp. 1-21

Persistent link: https://www.econbiz.de/10010474903

On the consistency of regression-based Monte Carlo methods for pricing Bermudan options in case of estimated financial models

Fromkorth, Andreas; Köhler, Michael - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 371-399

Persistent link: https://www.econbiz.de/10011350612

Can Warren Buffett forecast equity market corrections?

Lleo, Sébastien; Ziemba, William T. - In: The European journal of finance 25 (2019) 4, pp. 369-393

Persistent link: https://www.econbiz.de/10012206981

A synergy of multicriteria techniques to assess additive value models

Hurson, Christian; Siskos, Yannis - In: European journal of operational research : EJOR 238 (2014) 2, pp. 540-551

Persistent link: https://www.econbiz.de/10010400187

Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations

Ide, Jonas; Köbis, Elisabeth - In: Mathematical methods of operations research 80 (2014) 1, pp. 99-127

Persistent link: https://www.econbiz.de/10010406740

A service of the

zbw