Karlsson, Martin; Klohn, Florian; Rickayzen, Ben The role of heterogeneous parameters for the detection of selection in insurance contracts. (English) Zbl 1417.91276 Insur. Math. Econ. 83, 110-121 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Karlsson} et al., Insur. Math. Econ. 83, 110--121 (2018; Zbl 1417.91276) Full Text: DOI
Henderson, Daniel J.; Parmeter, Christopher F. Teaching nonparametric econometrics to undergraduates. (English) Zbl 1345.97013 J. Econom. Methods 5, No. 1, 179-193 (2016). MSC: 97M40 97K80 91G70 PDF BibTeX XML Cite \textit{D. J. Henderson} and \textit{C. F. Parmeter}, J. Econom. Methods 5, No. 1, 179--193 (2016; Zbl 1345.97013) Full Text: DOI
Mamatzakis, E. Risk and efficiency in the Central and Eastern European banking industry under quantile analysis. (English) Zbl 1398.62316 Quant. Finance 15, No. 3, 553-567 (2015). MSC: 62P05 62J05 PDF BibTeX XML Cite \textit{E. Mamatzakis}, Quant. Finance 15, No. 3, 553--567 (2015; Zbl 1398.62316) Full Text: DOI
Wu, Chih-Chiang; Lin, Zih-Ying An economic evaluation of stock-bond return comovements with copula-based GARCH models. (English) Zbl 1402.62259 Quant. Finance 14, No. 7, 1283-1296 (2014). MSC: 62P05 62M10 91G20 62H05 PDF BibTeX XML Cite \textit{C.-C. Wu} and \textit{Z.-Y. Lin}, Quant. Finance 14, No. 7, 1283--1296 (2014; Zbl 1402.62259) Full Text: DOI
Marabel Romo, Jacinto Investment decisions with financial constraints. Evidence from Spanish firms. (English) Zbl 1311.62196 Quant. Finance 14, No. 6, 1079-1095 (2014). MSC: 62P20 62-07 PDF BibTeX XML Cite \textit{J. Marabel Romo}, Quant. Finance 14, No. 6, 1079--1095 (2014; Zbl 1311.62196) Full Text: DOI
Gaus, Eric; Ramamurthy, Srikanth Learning and loss functions: comparing optimal and operational monetary policy rules. (English) Zbl 1303.91117 Int. J. Math. Model. Numer. Optim. 5, No. 1-2, 64-78 (2014). MSC: 91B64 62P20 65C40 PDF BibTeX XML Cite \textit{E. Gaus} and \textit{S. Ramamurthy}, Int. J. Math. Model. Numer. Optim. 5, No. 1--2, 64--78 (2014; Zbl 1303.91117) Full Text: DOI
Lim, Kian-Guan; Ting, Christopher The term structure of S&P 100 model-free volatilities. (English) Zbl 1281.91196 Quant. Finance 13, No. 7, 1041-1058 (2013). MSC: 91G70 91B82 91G10 PDF BibTeX XML Cite \textit{K.-G. Lim} and \textit{C. Ting}, Quant. Finance 13, No. 7, 1041--1058 (2013; Zbl 1281.91196) Full Text: DOI
Zhao, Tian Firm size, information acquisition and price efficiency. (English) Zbl 1279.91197 Quant. Finance 12, No. 10, 1599-1614 (2012). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{T. Zhao}, Quant. Finance 12, No. 10, 1599--1614 (2012; Zbl 1279.91197) Full Text: DOI
Hilliard, Jimmy E.; Hilliard, Jitka Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators. (English) Zbl 1241.91115 Quant. Finance 12, No. 1, 49-60 (2012). MSC: 91G20 91G70 PDF BibTeX XML Cite \textit{J. E. Hilliard} and \textit{J. Hilliard}, Quant. Finance 12, No. 1, 49--60 (2012; Zbl 1241.91115) Full Text: DOI
Tay, Anthony S.; Ting, Christopher; Tse, Yiu Kuen; Warachka, Mitch The impact of transaction duration, volume and direction on price dynamics and volatility. (English) Zbl 1210.91152 Quant. Finance 11, No. 3, 447-457 (2011). MSC: 91G70 62P05 91B84 PDF BibTeX XML Cite \textit{A. S. Tay} et al., Quant. Finance 11, No. 3, 447--457 (2011; Zbl 1210.91152) Full Text: DOI
Frühwirth-Schnatter, Sylvia; Wagner, Helga Stochastic model specification search for Gaussian and partial non-Gaussian state space models. (English) Zbl 1431.62373 J. Econom. 154, No. 1, 85-100 (2010). MSC: 62M10 62F15 62M20 65C40 62P20 PDF BibTeX XML Cite \textit{S. Frühwirth-Schnatter} and \textit{H. Wagner}, J. Econom. 154, No. 1, 85--100 (2010; Zbl 1431.62373) Full Text: DOI
Wong, Hoi Ying; Choi, Tsz Wang Estimating default barriers from market information. (English) Zbl 1158.91456 Quant. Finance 9, No. 2, 187-196 (2009). MSC: 91B82 91B28 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{T. W. Choi}, Quant. Finance 9, No. 2, 187--196 (2009; Zbl 1158.91456) Full Text: DOI
Wong, Hoi Ying; Chan, Chun Man Turbo warrants under stochastic volatility. (English) Zbl 1154.91486 Quant. Finance 8, No. 7, 739-751 (2008). MSC: 91B28 60H15 PDF BibTeX XML Cite \textit{H. Y. Wong} and \textit{C. M. Chan}, Quant. Finance 8, No. 7, 739--751 (2008; Zbl 1154.91486) Full Text: DOI
Mougoué, Mbodja An empirical re-examination of the dividend-investment relation. (English) Zbl 1154.91603 Quant. Finance 8, No. 5, 533-546 (2008). MSC: 91B82 91B28 PDF BibTeX XML Cite \textit{M. Mougoué}, Quant. Finance 8, No. 5, 533--546 (2008; Zbl 1154.91603) Full Text: DOI
Li, Ming-Yuan Leon Hybrid versus highbred: Combined economic models with time-series analyses. (English) Zbl 1152.91733 Quant. Finance 8, No. 6, 637-647 (2008). MSC: 91B84 PDF BibTeX XML Cite \textit{M.-Y. L. Li}, Quant. Finance 8, No. 6, 637--647 (2008; Zbl 1152.91733) Full Text: DOI
Semenov, Andrei Historical simulation approach to the estimation of stochastic discount factor models. (English) Zbl 1140.91410 Quant. Finance 8, No. 4, 391-404 (2008). MSC: 91B28 91B26 PDF BibTeX XML Cite \textit{A. Semenov}, Quant. Finance 8, No. 4, 391--404 (2008; Zbl 1140.91410) Full Text: DOI
Bonin, Holger; Schneider, Hilmar Analytical prediction of transition probabilities in the conditional logit model. (English) Zbl 1254.91563 Econ. Lett. 90, No. 1, 102-107 (2006). MSC: 91B82 62C05 62F10 PDF BibTeX XML Cite \textit{H. Bonin} and \textit{H. Schneider}, Econ. Lett. 90, No. 1, 102--107 (2006; Zbl 1254.91563) Full Text: DOI
Noor, Aishah Mohd; Kamil, Anton Abdulbasah Pendekatan model autoregressive conditional heteroskedasticity (ARCH). (Malay. English summary) Zbl 1250.97020 Menemui Mat. 28, No. 2, 19-32 (2006). MSC: 97K40 97M40 97K99 97K80 62P20 62M10 PDF BibTeX XML Cite \textit{A. M. Noor} and \textit{A. A. Kamil}, Menemui Mat. 28, No. 2, 19--32 (2006; Zbl 1250.97020)
Ullah, Aman (ed.); Wan, Alan T. K. (ed.); Chaturvedi, Anoop (ed.) Handbook of applied econometrics and statistical inference. (English) Zbl 1005.00019 Statistics: Textbooks and Monographs. 165. New York, NY: Marcel Dekker. xxiv, 718 p. (2002). MSC: 62-00 00B15 62-06 62F10 62F12 62F15 62G05 62P20 PDF BibTeX XML Cite \textit{A. Ullah} (ed.) et al., Handbook of applied econometrics and statistical inference. New York, NY: Marcel Dekker (2002; Zbl 1005.00019) Full Text: Link
Hatrák, Michal Error correction models and cointegration analysis in applied econometrics. (English) Zbl 0948.91056 Cent. Eur. J. Oper. Res. Econ. 6, No. 3-4, 183-191 (1998). Reviewer: B.Hofmann (Chemnitz) MSC: 91B84 91B82 PDF BibTeX XML Cite \textit{M. Hatrák}, Cent. Eur. J. Oper. Res. Econ. 6, No. 3--4, 183--191 (1998; Zbl 0948.91056)
Anand, Paul Should we use simultaneous equations to model decision-making? A methodological note. (English) Zbl 0911.90003 Ann. Oper. Res. 80, 253-262 (1998). MSC: 91B06 PDF BibTeX XML Cite \textit{P. Anand}, Ann. Oper. Res. 80, 253--262 (1998; Zbl 0911.90003) Full Text: DOI
Klein, Lawrence R. Selected papers of Lawrence R. Klein. Theoretical reflections and econometric applications. Edited and with a preface by Kanta Marwah. (English) Zbl 0939.01031 Econometrics in the Information Age: Theory and Practice of Measurement. 1. Singapore: World Scientific. xlvi, 659 p. (1997). MSC: 01A75 PDF BibTeX XML Cite \textit{L. R. Klein}, Selected papers of Lawrence R. Klein. Theoretical reflections and econometric applications. Edited and with a preface by Kanta Marwah. Singapore: World Scientific (1997; Zbl 0939.01031)
Schneeweiß, Hans (ed.); Zimmermann, Klaus F. (ed.) Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. (English) Zbl 0811.00032 Contributions to Economics. Heidelberg: Physica-Verlag. 238 p. (1993). MSC: 00B25 90-06 PDF BibTeX XML Cite \textit{H. Schneeweiß} (ed.) and \textit{K. F. Zimmermann} (ed.), Studies in applied econometrics. Papers presented at two international workshops held at the University of Munich, Germany, July 6-7, 1989. Heidelberg: Physica-Verlag (1993; Zbl 0811.00032)
Cuthbertson, Keith; Hall, Stephen G.; Taylor, Mark P. Applied econometric techniques. (English) Zbl 0747.62112 New York etc.: Harvester Wheatsheaf. xii, 274 p. (1992). Reviewer: J.K.Sengupta (Santa Barbara) MSC: 62P20 62-02 62-01 PDF BibTeX XML Cite \textit{K. Cuthbertson} et al., Applied econometric techniques. New York etc.: Harvester Wheatsheaf (1992; Zbl 0747.62112)
Ghosh, Sukesh K. Econometrics. Theory and applications. (English) Zbl 0756.62043 Englewood Cliffs, NJ: Prentice Hall. xix, 602 p. (1991). Reviewer: H.S.Buscher (Berlin) MSC: 62P20 62-01 PDF BibTeX XML Cite \textit{S. K. Ghosh}, Econometrics. Theory and applications. Englewood Cliffs, NJ: Prentice Hall (1991; Zbl 0756.62043)
Corradi, Corrado; Stefanini, Luciano Using the mixed linear-nonlinear approach for the solution of nonlinear estimation problems arising in applied econometrics. (English) Zbl 0405.62086 Statistica, Bologna 39, 25-34 (1979). MSC: 62P20 62J02 65C99 PDF BibTeX XML Cite \textit{C. Corradi} and \textit{L. Stefanini}, Statistica 39, 25--34 (1979; Zbl 0405.62086)