Applied Econometrics / Chia-Lin Chang
| Applied Econometrics / Chia-Lin Chang |
| Autore | Chang Chia-Lin |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (222 p.) |
| Soggetto non controllato |
FHA loan
E42 Misery Index economic development managing of financial health duration models system GMM maximum likelihood estimator FMOLS market microstructure foreclosure company performance vector error correction model (VECM) earnings forecasts multivariate regression models competing risks social network model price recovery trading behavior efficiency prediction methods panel data nonlinearity control environment earnings announcements economic freedom E58 risk of bankruptcy foreign direct investment Granger causality test budgetary system and strategies denomination range heavy-tailed data unemployment exploratory diagnostics EGARCH historical time series home mortgage economic growth abnormal returns uncorrelated multivariate Student distribution post-communist countries nonparametric time series modeling inflation unified time series algorithm unobserved heterogeneity JEL Classification Fama-French factor model oil price risk spillover exchange rate Nigeria financial markets middle income countries trade balance independent multivariate Student distribution panel data factor model Mahalanobis distances derivatives market operational control Okun’s law default and prepayment DOLS income inequality frequency domain causality Granger-causality tests cointegration financial analysts postage stamps cash payments Probit and Logit models |
| ISBN |
9783038979272
3038979279 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910346688403321 |
Chang Chia-Lin
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Lo trovi qui: Univ. Federico II | ||
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Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods
| Nonparametric Statistical Inference with an Emphasis on Information-Theoretic Methods |
| Autore | Mielniczuk Jan |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica | 1 online resource (226 p.) |
| Soggetto topico |
History of engineering and technology
Mechanical engineering and materials Technology: general issues |
| Soggetto non controllato |
adaptive splines
archimedean copula B-splines change points CIFE CMI conditional infomax feature extraction conditional mutual information consistency consistent selection entropy estimation extreme-value copula gaussian mixture generalized information criterion generative tree model high-dimensional regression high-dimensional time series influence functions information measures information theory JMI joint mutual information criterion kernel estimation learning systems loss function Markov blanket maximum likelihood estimation minimum distance estimation misclassification risk misspecification model misspecification multivariate analysis n/a network estimation nonparametric variable selection criteria nonstationarity parameter estimation penalized estimation prediction methods privacy random predictors right-censored data robustness semiparametric regression statistical learning theory subgaussianity supervised classification synthetic data transformation tail dependency time series variable selection consistency |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910576873203321 |
Mielniczuk Jan
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| MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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