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A solution to the problem of too many instruments in dynamic panel data GMM

Mehrhoff, Jens - 2009

simulations show that this new estimation technique outperforms other possible transformations by having a lower bias and RMSE as …

Persistent link: https://www.econbiz.de/10003839001

A Solution to the Problem of Too Many Instruments in Dynamic Panel Data GMM

Mehrhoff, Jens - 2016

simulations show that this new estimation technique outperforms other possible transformations by having a lower bias and RMSE as …

Persistent link: https://www.econbiz.de/10012991105

Bayesian inference for latent factor copulas and application to financial risk forecasting

Schamberger, Benedikt; Gruber, Lutz F.; Czado, Claudia - In: Econometrics : open access journal 5 (2017) 2, pp. 1-23

using historical data on European financial stocks that forecasts portfolio Value at Risk (VaR) and Expected Shortfall (ES). …

Persistent link: https://www.econbiz.de/10011654443

Proxy VAR models in a data-rich environment

Bruns, Martin - 2019

financial variables changes the model dynamics and delivers price responses which are more in line with economic theory. A …

Persistent link: https://www.econbiz.de/10012125244

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

inference that feature varying level of trade-off between estimation precision and computational speed. Using monthly data for … measures, resulting from the new model, can be used to implemennt joint risk scenario analysis. …

Persistent link: https://www.econbiz.de/10014314068

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014316029

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014285859

Monitoring multicountry macroeconomic risk

Korobilis, Dimitris; Schröder, Maximilian - 2023

Persistent link: https://www.econbiz.de/10014431618

A Tutorial on Opinion Polls for Elections and Marketing Research Using Five Approaches : Logistic Regression, Discriminant Analysis, Neural Networks with Factor Analysis, Wavelets with Feed-Forward Multilayer Neural Networks and Neural Networks with Monte Carlo Batch Processor

Giovanis, Eleftherios - 2008

In this work we show a briefly presentation of four approaches to opinion polls. The example we present here, is referred on exit polls which have been realized for the elections of Serres Municipal in Greece on October 22nd of 2006. The methodology can be applied in any opinion poll, not only...

Persistent link: https://www.econbiz.de/10012723227

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - 2021

addition the estimation of the number of factors as well as the factors themselves. Small sample properties of the proposed …

Persistent link: https://www.econbiz.de/10013316613