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Year of publication
Subject
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Sequential test 97 Sequentialtest 97 Theorie 53 Theory 49 Sequentialanalyse 31 Schätztheorie 18 Estimation theory 15 Statistischer Test 14 USA 14 United States 13 Statistical test 12 Nichtparametrisches Verfahren 11 Nonparametric statistics 8 Statistische Qualitätskontrolle 8 Monte Carlo simulation 7 Monte-Carlo-Simulation 7 Time series analysis 7 Zeitreihenanalyse 7 Deutschland 6 Einheitswurzeltest 6 Finanzmarkt 6 Germany 6 Statistical quality control 6 Unit root test 6 Aktienindex 5 Bayes-Statistik 5 Bayesian inference 5 Großbritannien 5 United Kingdom 5 Bubbles 4 Entscheidung bei Unsicherheit 4 Entscheidungsprozess 4 Entscheidungstheorie 4 Exchange rate 4 Financial market 4 Markov chain 4 Markov-Kette 4 Momentenmethode 4 Pfund Sterling 4 Pound Sterling 4
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Online availability
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Free 27 Undetermined 7
Type of publication
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Book / Working Paper 69 Article 57
Type of publication (narrower categories)
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Article in journal 51 Aufsatz in Zeitschrift 51 Working Paper 33 Graue Literatur 28 Non-commercial literature 28 Arbeitspapier 27 Hochschulschrift 10 Thesis 7 Aufsatz im Buch 6 Book section 6 Dissertation u.a. Prüfungsschriften 2 Forschungsbericht 2 Lehrbuch 2 Systematic review 2 Übersichtsarbeit 2 Aufsatzsammlung 1 Bibliografie enthalten 1 Bibliography included 1 Collection of articles of several authors 1 Konferenzschrift 1 Sammelwerk 1 Textbook 1
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Language
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English 105 German 17 Undetermined 5
Author
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Steland, Ansgar 6 Ai, Chunrong 4 Bettendorf, Timo 4 Boes, Stefan 4 Chen, Wenjuan 4 Chen, Xiaohong 4 Winkelmann, Rainer 4 Bakeman, Roger 3 Friedl, Gunther 3 Golosnoy, Vasyl 3 Gottman, John Mordechai 3 Sgherri, Silvia 3 Silberer, Günter 3 Steinmann, Sascha 3 Anatolyev, Stanislav 2 Apesteguia, Jose 2 Creal, Drew 2 Dufays, Arnaud 2 Eichler, Bernd 2 Fulop, Andras 2 Kleijnen, Jack P. C. 2 Kosenok, Grigory 2 Li, Junye 2 Lombardi, Marco J. 2 Müller, Alfred 2 Scarsini, Marco 2 Scheffler, Constance 2 Schmid, Wolfgang 2 Schmutzler, Armin 2 Søberg, Morten 2 Yu, Jun 2 Adenso-Díaz, Belarmino 1 Al-Khalifa, K. N. 1 Alexopoulos, Christos 1 Arcidiacono, Peter 1 Ashour, Said 1 Bacanli, Sevil 1 Bai, Lihui 1 Ballester Oyarzun, Miguel A. 1 Ballester, Miguel Angel 1
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Institution
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Springer Fachmedien Wiesbaden 1 Svenska Handelshögskolan <Helsinki> 1 Universitetet i Oslo / Økonomisk institutt 1
Published in...
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society 3 Betriebswirtschaftliche Forschungsergebnisse 3 Decision support systems : DSS ; the international journal 3 Economics letters 3 Lecture notes in economics and mathematical systems : LNEMS 3 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 3 Discussion paper / Center for Economic Research, Tilburg University 2 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 2 Kundenkenntnis im Handel : Ausprägungen, Herkunft und Wirkungen 2 Mathematical methods of operations research 2 Statistical papers 2 Technical Report 2 The econometrics journal 2 Working paper series / United Nations University, UNU-MERIT / United Nations University, UNU-MERIT 2 Advances in statistical analysis : AStA ; a journal of the German Statistical Society 1 Akademische Abhandlungen zur Statistik 1 Annals of operations research 1 Annals of operations research ; volume 253, number 1 (June 2017) 1 Applied economics 1 Arbeitspapier / Universität Erlangen-Nürnberg, Betriebswirtschaftliches Institut, Lehrstuhl für Marketing 1 Barcelona GSE working paper series : working paper 1 Berichte aus der Betriebswirtschaft 1 Betriebswirtschaftliche Schriftenreihe : BWS 1 CEFIR and NES working papers 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Contributions to economic analysis 1 Cowles Foundation discussion paper 1 DNB working paper 1 Decision sciences : DS 1 Discussion paper 1 Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften 1 Dynamics in logistics : second international conference, LDIC 2009, Bremen, Germany, August 2009 ; proceedings 1 ECB Working Paper 1 Econometric reviews 1 Economía mexicana 1 Empirische Wirtschafts- und Sozialforschung 1 Europäische Hochschulschriften / 5 1 Experimental economics : a journal of the Economic Science Association 1
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Source
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ECONIS (ZBW) 106 USB Cologne (EcoSocSci) 14 EconStor 6
Showing 1 - 50 of 126
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Joint asymptotic properties of stopping times and sequential estimators for stationary first-order autoregressive models
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - 2021
Persistent link: https://ebtypo.dmz1.zbw/10012582399
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(Un)Naturally Low? Sequential Monte Carlo Tracking of the US Natural Interest Rate
Lombardi, Marco J.; Sgherri, Silvia - 2021
Following the 2000 stockmarket crash, have US interest rates been held too low in relation to their natural level? Most likely, yes. Using a structural neo-Keynesian model, this paper attempts a real-time evaluation of the US monetary policy stance while ensuring consistency between the...
Persistent link: https://ebtypo.dmz1.zbw/10013316899
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Asymptotically optimal sequential design for rank aggregation
Chen, Xi; Chen, Yunxiao; Li, Xiaoou - In: Mathematics of operations research 47 (2022) 3, pp. 2310-2332
Persistent link: https://ebtypo.dmz1.zbw/10013375063
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Sequential probability ratio tests : conservative and robust
Kleijnen, Jack P. C.; Shi, Wen - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011566530
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Sequest : a sequential procedure for estimating quantiles in steady-state simulations
Alexopoulos, Christos; Goldsman, David Morris; Mokashi, … - In: Operations research 67 (2019) 4, pp. 1162-1183
Persistent link: https://ebtypo.dmz1.zbw/10012062950
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On the conjugacy of off-line and on-line Sequential Monte Carlo samplers
Dufays, Arnaud - 2014
Persistent link: https://ebtypo.dmz1.zbw/10010416851
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Self-Exciting Jumps, Learning, and Asset Pricing Implications
Fulop, Andras - 2014
The paper proposes a self-exciting asset pricing model that takes into account co-jumps between prices and volatility and self-exciting jump clustering. We employ a Bayesian learning approach to implement real time sequential analysis. We find evidence of self-exciting jump clustering since the...
Persistent link: https://ebtypo.dmz1.zbw/10013066907
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On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers
Dufays, Arnaud - 2014
Sequential Monte Carlo (SMC) methods are widely used for filtering purposes of non-linear economic or financial models. Nevertheless the SMC scope encompasses wider applications such as estimating static model parameters so much that it is becoming a serious alternative to Markov- Chain...
Persistent link: https://ebtypo.dmz1.zbw/10011588382
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Sequential testing with uniformly distributed size
Anatolyev, Stanislav; Kosenok, Grigory - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://ebtypo.dmz1.zbw/10011898018
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Parental leave within the broader work‐family trajectory : what can we learn from sequence analysis?
Zhelyazkova, Nevena - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010229367
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Designing an optimal "tech fix" path to global climate stability : directed R&D and embodied technical change in a multi‐phase framework
Zon, Adriaan van; David, Paul A. - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010229383
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Are there bubbles in the Sterling-dollar exchange rate? : new evidence from sequential ADF tests
Bettendorf, Timo; Chen, Wenjuan - 2013
There has been mixed evidence regarding the existence of rational bubbles in the foreign exchange markets. This paper introduces recently developed sequential unit root tests into the analysis of exchange rates bubbles. We find strong evidence of explosive behavior in the nominal Sterling-dollar...
Persistent link: https://ebtypo.dmz1.zbw/10009710618
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Are there bubbles in the sterling-dollar exchange rate? : new evidence from sequential ADF tests ; conference paper
Bettendorf, Timo; Chen, Wenjuan - 2013
There has been mixed evidence regarding the existence of rational bubbles in the foreign exchange markets. This paper introduces recently developed sequential unit root tests into the analysis of exchange rates bubbles. We find strong evidence of explosive behavior in the nominal Sterling-dollar...
Persistent link: https://ebtypo.dmz1.zbw/10010338391
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Neue Trends in den Sozialwissenschaften : innovative Techniken für qualitative und quantitative Forschung
Jäckle, Sebastian (ed.) - 2017
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Persistent link: https://ebtypo.dmz1.zbw/10011629123
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A sequential test for the specification of predictive densities
Lin, Juan; Wu, Ximing - In: The econometrics journal 20 (2017) 2, pp. 190-220
Persistent link: https://ebtypo.dmz1.zbw/10011757383
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Sequential testing in batches
Daldal, Rebi; Özlük, Özgür; Selçuk, Barı¸s; … - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011669173
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Are there bubbles in the Sterling-dollar Exchange Rate? : new evidence from Sequential ADF Tests
Bettendorf, Timo; Chen, Wenjuan - 2012
There has been mixed evidence regarding the existence of rational bubbles in the foreign exchange markets. Standard unit root and cointegration tests are criticized for their low power to detect rational bubbles that periodically collapse. This paper introduces recently developed sequential unit...
Persistent link: https://ebtypo.dmz1.zbw/10009704893
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Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras; Li, Junye; Yu, Jun - In: The review of financial studies 28 (2015) 3, pp. 876-912
Persistent link: https://ebtypo.dmz1.zbw/10011337555
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...
Persistent link: https://ebtypo.dmz1.zbw/10010288401
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Sequential methodology for signaling business cycle turning points
Golosnoy, Vasyl; Hogrefe, Jens - 2009
The dates of U.S. business cycle are reported by NBER with a considerable delay, so an early notion of turning points is of particular interest. This paper proposes a novel sequential approach designed for timely signaling these turning points. A directional cumulated sum decision rule is...
Persistent link: https://ebtypo.dmz1.zbw/10010265239
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew - 2009
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Persistent link: https://ebtypo.dmz1.zbw/10003855973
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
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Persistent link: https://ebtypo.dmz1.zbw/10003885046
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...
Persistent link: https://ebtypo.dmz1.zbw/10003899088
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Multivariate statistical process control charts based on the approximate sequential x² test
Kim, J.; Al-Khalifa, K. N.; Jeong, M. K.; Hamouda, A. M. S. - In: International journal of production research 52 (2014) 18, pp. 5514-5527
Persistent link: https://ebtypo.dmz1.zbw/10010419556
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(Un)naturally low? : sequential Monte Carlo tracking of the US natural interest rate
Lombardi, Marco J. (contributor);  … - 2007
Following the 2000 stockmarket crash, have US interest rates been held "too low" in relation to their natural level? Most likely, yes. Using a structural neo-Keynesian model, this paper attempts a real-time evaluation of the US monetary policy stance while ensuring consistency between the...
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Preview
Persistent link: https://ebtypo.dmz1.zbw/10003516668
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(Un)naturally low? : sequential Monte Carlo tracking of the US natural interest rate
Lombardi, Marco; Sgherri, Silvia - 2007
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Persistent link: https://ebtypo.dmz1.zbw/10003482493
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Screening experiments for simulation : a review
Kleijnen, Jack P. C. (contributor) - 2007
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Persistent link: https://ebtypo.dmz1.zbw/10003483594
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Sequenzmusteranalyse : Einführung in Theorie und Praxis
Stegmann, Michael; Werner, Julia; Müller, Heiko - 2013 - 1. Aufl.
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Persistent link: https://ebtypo.dmz1.zbw/10010350696
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Are there bubbles in the Sterling-dollar exchange rate? : new evidence from sequential ADF tests
Bettendorf, Timo; Chen, Wenjuan - In: Economics letters 120 (2013) 2, pp. 350-353
Persistent link: https://ebtypo.dmz1.zbw/10010128868
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A sequential test for pair-wise convergence in Chinese provincial income
Westerlund, Joakim - In: Journal of Asian economics 27 (2013), pp. 1-6
Persistent link: https://ebtypo.dmz1.zbw/10010189876
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A review of longitudinal research in the product innovation field, with discussion of utility and conduct of sequence analysis
Perks, Helen; Roberts, Deborah - In: The journal of product innovation management : an … 30 (2013) 6, pp. 1099-1111
Persistent link: https://ebtypo.dmz1.zbw/10010210893
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Choice by sequential procedures
Apesteguia, Jose; Ballester Oyarzun, Miguel A. - In: Games and economic behavior 77 (2013) 1, pp. 90-99
Persistent link: https://ebtypo.dmz1.zbw/10009709388
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Nonparametric Partial Sequential Tests for Patterned Alternatives in Multisample Problems
Bandyopadhyay, Uttam - 2013
In the present work we develop partial sequential nonparametric tests for multiple comparison. We provide tests for the identity of several unknown univariate continuous distribution functions against patterned alternatives. Our tests are based on Wilcoxon score. We conduct some Monte Carlo...
Persistent link: https://ebtypo.dmz1.zbw/10013082255
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The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 170 (2012) 2, pp. 442-457
Persistent link: https://ebtypo.dmz1.zbw/10009686778
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Order and quality effects in sequential monadic concept testing : methodological details matter in concept-testing practice
Friedman, Mike; Schillewaert, Niels - In: Journal of marketing theory and practice 20 (2012) 4, pp. 377-389
Persistent link: https://ebtypo.dmz1.zbw/10009688907
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Sequential testing for two exponential distributions at arbitrary risks
Michlin, Yefim H.; Kaplunov, Vladimir; Ingman, Dov - In: International journal of quality & reliability management 29 (2012) 4, pp. 451-468
Persistent link: https://ebtypo.dmz1.zbw/10009570896
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A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew - In: Econometric reviews 31 (2012) 1/3, pp. 245-296
Persistent link: https://ebtypo.dmz1.zbw/10009515959
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Choice by sequential procedures
Apesteguia, Jose; Ballester, Miguel Angel - 2012
Persistent link: https://ebtypo.dmz1.zbw/10009724240
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Characterizing Spanish labour pathways of young people with vocational lower-secondary education
Corrales-Herrero, Helena; Rodríguez Prado, Beatriz - In: Applied economics 44 (2012) 28/30, pp. 3777-3792
Persistent link: https://ebtypo.dmz1.zbw/10009712672
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Sensitivity Analysis of a Sequential Decision Problem with Learning
Müller, Alfred - 2012
We consider the optimization problem of a decision maker facing a sequence of coin tosses with an initially unknown probability Θ for heads. Before each toss she bets on either heads or tails and she wins one euro if she guesses correctly, otherwise she loses one euro. We investigate the effect...
Persistent link: https://ebtypo.dmz1.zbw/10013109275
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Ordered response models
Boes, Stefan; Winkelmann, Rainer - 2005
We discuss regression models for ordered responses, such as ratings of bonds, schooling attainment, or measures of subjective well-being. Commonly used models in this context are the ordered logit and ordered probit regression models. They are based on an underlying latent model with single...
Persistent link: https://ebtypo.dmz1.zbw/10010315577
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Kundenkontakte und Kundenkontaktsequenzen im Multi Channel Marketing : Ausprägungen, Determinanten und Wirkungen
Steinmann, Sascha - 2011 - 1. Auflage
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Persistent link: https://ebtypo.dmz1.zbw/10008652908
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Do economic globalization and industry growth destabilize careers? : an analysis of career complexity and career patterns over time
Biemann, Torsten; Fasang, Anette Eva; Grunow, Daniela - In: Organization studies : an international … 32 (2011) 12, pp. 1639-1663
Persistent link: https://ebtypo.dmz1.zbw/10009407326
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Dynamic vehicle routing in over congested urban areas
Novaes, Antônio Galvão; Frazzon, Enzo M.; Burin, Paulo J. - In: Dynamics in logistics : second international …, (pp. 49-58). 2011
Persistent link: https://ebtypo.dmz1.zbw/10008904267
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Preisdynamik im Kaufverhalten : Regularitäten, Formen und Verhaltensmuster im Bereich der Fast Moving Consumer Goods
Scheffler, Constance - 2011
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Persistent link: https://ebtypo.dmz1.zbw/10013429984
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar - 2003
Motivated in part by applications in model selection in statistical genetics and sequential monitoring of financial data, we study an empirical process framework for a class of stopping rules which rely on kernel-weighted averages of past data. We are interested in the asymptotic distribution...
Persistent link: https://ebtypo.dmz1.zbw/10010306277
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Optimal sequential kernel detection for dependent processes
Steland, Ansgar - 2003
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...
Persistent link: https://ebtypo.dmz1.zbw/10010306289
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar - 2003 - Revision
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Persistent link: https://ebtypo.dmz1.zbw/10001813124
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Optimal sequential kernel detection for dependent processes
Steland, Ansgar - 2003
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Persistent link: https://ebtypo.dmz1.zbw/10001813592
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Hierarchical composition heuristic for asymmetric sequence dependent single machine scheduling problems
Ozgur, Ceyhun O.; Bai, Lihui - In: Operations management research : OMR ; advancing … 3 (2010) 1/2, pp. 98-106
Persistent link: https://ebtypo.dmz1.zbw/10003982677
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