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Anzahl der Einträge in dieser Kategorie: 77.

Adding-up

Haupt, Harry und Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), S. 263-269.

B-spline

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

BLU

Haupt, Harry und Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), S. 759-764.

Haupt, Harry und Oberhofer, Walter (2005) Stochastic response restrictions. Journal of Multivariate Analysis 95 (1), S. 66-75.

Convex stochastic optimization

Oberhofer, Walter und Haupt, Harald (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), S. 243-250.

Credit Default Swaps

Matros, Philipp und Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

Cross Entropy

Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft Working Paper.

cross validation

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

density forecasting

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.

derivative

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

dynamic correlation

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.

Elasticity

Haupt, Harry und Kagerer, Kathrin (2012) Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression. Journal of Retailing and Consumer Services 19 (5), S. 470-483.

Entropy Principle

Matros, Philipp und Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

FGLS

Haupt, Harry und Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), S. 263-269.

Financial Stability Indicator

Matros, Philipp und Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

finite-horizon identification

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), S. 299-302.

fractional cointegration

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), S. 438-450.

fractional integration

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), S. 299-302.

Gauss–Markov theory

Haupt, Harry und Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), S. 759-764.

Haupt, Harry und Oberhofer, Walter (2005) Stochastic response restrictions. Journal of Multivariate Analysis 95 (1), S. 66-75.

GLS

Haupt, Harry und Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), S. 263-269.

hat matrix

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

impulse response function

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), S. 299-302.

kernel

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

kernel regression

Schnurbus, Joachim (2014) Multiple nonparametric regression and model validation for mixed regressors. Dissertation, Universität Regensburg

linear processes with fractional integration

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), S. 459-495.

Linear processes with fractional integration

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.

Budek, Jan und Schotman, Peter und Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.

Long memory

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), S. 438-450.

long-run restriction

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), S. 299-302.

Long-term portfolio choice

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), S. 459-495.

Budek, Jan und Schotman, Peter und Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.

misspecification

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), S. 438-450.

mixed covariates

Schnurbus, Joachim (2014) Multiple nonparametric regression and model validation for mixed regressors. Dissertation, Universität Regensburg

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

Mixing

Oberhofer, Walter und Haupt, Harald (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), S. 243-250.

model selection

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

model specification

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

model validation

Schnurbus, Joachim (2014) Multiple nonparametric regression and model validation for mixed regressors. Dissertation, Universität Regensburg

monotonicity

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

Monte Carlo simulation

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Option Implied Probability of Default

Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft Working Paper.

Panel data

Haupt, Harry und Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), S. 263-269.

Parametric quantile estimator

Oberhofer, Walter und Haupt, Harald (2005) The asymptotic distribution of the unconditional quantile estimator under dependence. Statistics & Probability Letters 73 (3), S. 243-250.

penalty

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

prediction

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

Probability of Default

Matros, Philipp und Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

Psychological impact of dental treatment . Oral health-related quality of life . Sample selection bias . Discrete response models . Dental fear and anxiety Psychological impact of dental treatment

Listl, Stefan und Behr, Michael und Eichhammer, Peter und Tschernig, Rolf (2011) The psychological impact of prosthodontic treatment—a discrete response modelling approach. Clinical Oral Investigations.

quantile regression

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

Haupt, Harry und Kagerer, Kathrin (2012) Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression. Journal of Retailing and Consumer Services 19 (5), S. 470-483.

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

R

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

Realized covariance matrix

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.

regression

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

Risk Neutral Density

Matros, Philipp und Vilsmeier, Johannes (2012) Measuring Option Implied Degree of Distress in the US Financial Sector Using the Entropy Principle. Deutsche Bundesbank Discussion Paper 30/2012.

Vilsmeier, Johannes (2011) Updating the Option Implied Probability of Default Methodology. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft Working Paper.

Sales–response

Haupt, Harry und Kagerer, Kathrin (2012) Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression. Journal of Retailing and Consumer Services 19 (5), S. 470-483.

Semiparametric

Haupt, Harry und Kagerer, Kathrin (2012) Beyond mean estimates of price and promotional effects in scanner-panel sales–response regression. Journal of Retailing and Consumer Services 19 (5), S. 470-483.

semiparametric estimation

Weigand, Roland (2014) Matrix Box-Cox Models for Multivariate Realized Volatility. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 478, Working Paper.

smoothing spline

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

Spline

Kagerer, Kathrin (2015) A hat matrix for monotonicity constrained B-spline and P-spline regression. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 484, Diskussionspapier, Regensburg.

Haupt, Harry und Kagerer, Kathrin und Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), S. 2939-2954.

splines

Kagerer, Kathrin (2014) Spline-based model specification and prediction for least squares and quantile regression. Dissertation, Universität Regensburg

Stochastic response restrictions

Haupt, Harry und Oberhofer, Walter (2005) Stochastic response restrictions. Journal of Multivariate Analysis 95 (1), S. 66-75.

structural VAR

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2013) Long-run Identification in a Fractionally Integrated System. Journal of Business and Economic Statistics 31 (4), S. 438-450.

Structural vector autoregression

Tschernig, Rolf und Weber, Enzo und Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), S. 299-302.

Systems of regressions

Haupt, Harry und Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), S. 263-269.

Term structure of risk

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.

Schotman, Peter und Tschernig, Rolf und Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), S. 459-495.

Budek, Jan und Schotman, Peter und Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.

truncated power basis

Kagerer, Kathrin (2013) A short introduction to splines in least squares regression analysis. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 472, Working Paper, University of Regensburg, Faculty of Business, Economics and Management Information Systems, Regensburg.

Unified least squares

Haupt, Harry und Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), S. 759-764.

Diese Liste wurde erzeugt am Fri Oct 23 12:12:06 2015 CEST.
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