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Applied Econometrics
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  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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 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  
MDPI - Multidisciplinary Digital Publishing Institute, 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui