Applied Econometrics |
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 | 3-03897-927-9 |
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 | ||
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Lo trovi qui: Univ. Federico II | ||
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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 electronic resource (226 p.) |
Soggetto topico |
Technology: general issues
History of engineering & technology Mechanical engineering & materials |
Soggetto non controllato |
high-dimensional time series
nonstationarity network estimation change points kernel estimation high-dimensional regression loss function random predictors misspecification consistent selection subgaussianity generalized information criterion robustness statistical learning theory information theory entropy parameter estimation learning systems privacy prediction methods misclassification risk model misspecification penalized estimation supervised classification variable selection consistency archimedean copula consistency estimation extreme-value copula tail dependency multivariate analysis conditional mutual information CMI information measures nonparametric variable selection criteria gaussian mixture conditional infomax feature extraction CIFE joint mutual information criterion JMI generative tree model Markov blanket minimum distance estimation maximum likelihood estimation influence functions adaptive splines B-splines right-censored data semiparametric regression synthetic data transformation time series |
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 | ||
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Lo trovi qui: Univ. Federico II | ||
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