The following pages link to (Q4791760):
Displaying 36 items.
- A new mixture model for the estimation of credit card exposure at default (Q320980) (← links)
- Models and forecasts of credit card balance (Q320983) (← links)
- Additive cubic spline regression with Dirichlet process mixture errors (Q530952) (← links)
- Microeconometric models and anonymized micro data (Q862787) (← links)
- Assessing inflation risk in non-life insurance (Q903336) (← links)
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents (Q1046048) (← links)
- Contributions to modern economics. From data analysis to economic policy (Q1412163) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Nonnegative bias reduction methods for density estimation using asymmetric kernels (Q1623480) (← links)
- Dual-semiparametric regression using weighted Dirichlet process mixture (Q1662051) (← links)
- A novel signal extraction approach for filtering and forecasting noisy exponential series (Q1747420) (← links)
- Robust estimation and confidence interval in meta-regression models (Q1799820) (← links)
- Pragmatic model transformations for analyzing bounded and positive responses (Q2088831) (← links)
- An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems (Q2146447) (← links)
- Index future trading and spot market volatility in frontier markets: evidence from Ho Chi Minh Stock Exchange (Q2166087) (← links)
- Optimal design to discriminate between rival copula models for a bivariate binary response (Q2273148) (← links)
- Exploiting information from singletons in panel data analysis: a GMM approach (Q2292727) (← links)
- Foreign direct investment in the enlarged EU: do taxes matter and to what extent? (Q2316846) (← links)
- Estimates of the open economy New Keynesian Phillips curve for euro area countries (Q2316851) (← links)
- Fixed-size least squares support vector machines: A large scale application in electrical load forecasting (Q2468368) (← links)
- Assessing two common approaches for solving models with saddle-path instabilities (Q2486215) (← links)
- Fuzzy parametric sample selection model: Monte Carlo simulation approach (Q2862398) (← links)
- Bayesian Nonparametric Modeling for Multivariate Ordinal Regression (Q3391133) (← links)
- Econometric software development: past, present and future (Q3429911) (← links)
- MONETARY POLICY RULES IN THE RUN‐UP TO THE EMU (Q3537538) (← links)
- A resampling method by perturbing the estimating functions for quantile regression with missing data (Q4638857) (← links)
- Robustness issues in multilevel regression analysis (Q4821761) (← links)
- Regressor and random‐effects dependencies in multilevel models (Q4821763) (← links)
- A Note on Endogeneity Resolution in Regression Models for Comparative Studies (Q5067442) (← links)
- Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)
- A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension (Q5106767) (← links)
- A Computational Framework for Multivariate Convex Regression and Its Variants (Q5229914) (← links)
- Sequential Tests for Large-Scale Learning (Q5380380) (← links)
- Testing for Serial Independence: Beyond the Portmanteau Approach (Q5882535) (← links)
- The effect of a Durbin–Watson pretest on confidence intervals in regression (Q6067710) (← links)
- Capital requirements and growth in an open economy (Q6164822) (← links)
