Robustness in Econometrics - Studies in Computational Intelligence
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Published By Springer International Publishing

9783319507415, 9783319507422

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_9 ◽

2017 ◽

pp. 135-167 ◽

Cited By ~ 1

Author(s):

Martin Sterchi ◽

Michael Wolf

Keyword(s):

Least Squares ◽

Empirical Evidence ◽

Weighted Least Squares

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Robust Estimation of Heckman Model

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_1 ◽

2017 ◽

pp. 3-21

Author(s):

Elvezio Ronchetti

Keyword(s):

Robust Estimation ◽

Heckman Model

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Quantile Forecasting of PM10 Data in Korea Based on Time Series Models

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_36 ◽

2017 ◽

pp. 587-598

Author(s):

Yingshi Xu ◽

Sangyeol Lee

Keyword(s):

Time Series ◽

Time Series Models

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The Role of Asian Credit Default Swap Index in Portfolio Risk Management

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_26 ◽

2017 ◽

pp. 435-447 ◽

Cited By ~ 1

Author(s):

Jianxu Liu ◽

Chatchai Khiewngamdee ◽

Songsak Sriboonchitta

Keyword(s):

Risk Management ◽

Credit Default Swap ◽

Portfolio Risk ◽

Credit Default ◽

Default Swap ◽

Portfolio Risk Management

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A Generalized Information Theoretical Approach to Non-linear Time Series Model

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_20 ◽

2017 ◽

pp. 333-348 ◽

Cited By ~ 12

Author(s):

Songsak Sriboochitta ◽

Woraphon Yamaka ◽

Paravee Maneejuk ◽

Pathairat Pastpipatkul

Keyword(s):

Time Series ◽

Theoretical Approach ◽

Linear Time ◽

Time Series Model ◽

Generalized Information ◽

Non Linear ◽

Information Theoretical Approach

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Confidence Intervals for the Common Mean of Several Normal Populations

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_19 ◽

2017 ◽

pp. 321-331 ◽

Cited By ~ 3

Author(s):

Warisa Thangjai ◽

Sa-Aat Niwitpong ◽

Suparat Niwitpong

Keyword(s):

Confidence Intervals ◽

Common Mean ◽

Normal Populations ◽

The Common

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Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_33 ◽

2017 ◽

pp. 543-559 ◽

Cited By ~ 4

Author(s):

Paravee Maneejuk ◽

Woraphon Yamaka ◽

Songsak Sriboonchitta

Keyword(s):

Stochastic Frontier ◽

Global Competitiveness ◽

Kink Model

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Sequential Monte Carlo Sampling for State Space Models

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_2 ◽

2017 ◽

pp. 25-50

Author(s):

Mario V. Wüthrich

Keyword(s):

Monte Carlo ◽

State Space ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling ◽

State Space Models

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New Estimation Method for Mixture of Normal Distributions

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_13 ◽

2017 ◽

pp. 217-233

Author(s):

Qianfang Hu ◽

Zheng Wei ◽

Baokun Li ◽

Tonghui Wang

Keyword(s):

Estimation Method ◽

Normal Distributions ◽

Mixture Of Normal Distributions

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EM Estimation for Multivariate Skew Slash Distribution

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_14 ◽

2017 ◽

pp. 235-248 ◽

Cited By ~ 1

Author(s):

Weizhong Tian ◽

Guodong Han ◽

Tonghui Wang ◽

Varith Pipitpojanakarn

Keyword(s):

Slash Distribution

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Robustness in Econometrics - Studies in Computational IntelligenceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence

Robust Estimation of Heckman Model

Quantile Forecasting of PM10 Data in Korea Based on Time Series Models

The Role of Asian Credit Default Swap Index in Portfolio Risk Management

A Generalized Information Theoretical Approach to Non-linear Time Series Model

Confidence Intervals for the Common Mean of Several Normal Populations

Analysis of Global Competitiveness Using Copula-Based Stochastic Frontier Kink Model

Sequential Monte Carlo Sampling for State Space Models

New Estimation Method for Mixture of Normal Distributions

EM Estimation for Multivariate Skew Slash Distribution

Robustness in Econometrics - Studies in Computational Intelligence
Latest Publications