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Robustness in Econometrics最新文献

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Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model 基于copula的随机前沿扭结模型的全球竞争力分析
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_33
Paravee Maneejuk, W. Yamaka, S. Sriboonchitta
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引用次数: 5
Robust Estimation of Heckman Model Heckman模型的鲁棒估计
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_1
E. Ronchetti
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引用次数: 0
New Estimation Method for Mixture of Normal Distributions 混合正态分布的新估计方法
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_13
Q. Hu, Zheng Wei, Baokun Li, Tonghui Wang
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引用次数: 0
Robustness in Forecasting Future Liabilities in Insurance 预测保险业未来负债的稳健性
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_11
W. Leung, S. Choy
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引用次数: 1
Estimating Efficiency of Stock Return with Interval Data 用区间数据估计股票收益效率
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_41
Phachongchit Tibprasorn, Chatchai Khiewngamdee, W. Yamaka, S. Sriboonchitta
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引用次数: 3
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches 用时间序列方法预测现金存款的现金持有量
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_30
Kobpongkit Navapan, Jianxu Liu, S. Sriboonchitta
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引用次数: 0
Stochastic Frontier Model in Financial Econometrics: A Copula-Based Approach 金融计量经济学中的随机前沿模型:一种基于copula的方法
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_35
Phachongchit Tibprasorn, K. Autchariyapanitkul, S. Sriboonchitta
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引用次数: 1
Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models 预测亚洲信用违约互换息差:多制度模型的比较
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_28
Chatchai Khiewngamdee, W. Yamaka, S. Sriboonchitta
{"title":"Forecasting Asian Credit Default Swap Spreads: A Comparison of Multi-regime Models","authors":"Chatchai Khiewngamdee, W. Yamaka, S. Sriboonchitta","doi":"10.1007/978-3-319-50742-2_28","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_28","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133831524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
EM Estimation for Multivariate Skew Slash Distribution 多元斜斜线分布的电磁估计
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_14
Weizhong Tian, G. Han, Tonghui Wang, Varith Pipitpojanakarn
{"title":"EM Estimation for Multivariate Skew Slash Distribution","authors":"Weizhong Tian, G. Han, Tonghui Wang, Varith Pipitpojanakarn","doi":"10.1007/978-3-319-50742-2_14","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_14","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128758060","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression 具有异方差和分位数回归的capm型市场模型的结构断裂
Robustness in Econometrics Pub Date : 1900-01-01 DOI: 10.1007/978-3-319-50742-2_8
Cathy W. S. Chen, K. Khamthong, Sangyeol Lee
{"title":"Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression","authors":"Cathy W. S. Chen, K. Khamthong, Sangyeol Lee","doi":"10.1007/978-3-319-50742-2_8","DOIUrl":"https://doi.org/10.1007/978-3-319-50742-2_8","url":null,"abstract":"","PeriodicalId":188222,"journal":{"name":"Robustness in Econometrics","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121641814","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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