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Number of items at this level: 71.

Adding-up

Haupt, Harry and Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), pp. 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 and Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), pp. 759-764.

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

Convex stochastic optimization

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

Credit Default Swaps

Matros, Philipp and 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 and Kagerer, Kathrin and Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), pp. 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 and 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), pp. 470-483.

Entropy Principle

Matros, Philipp and 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 and Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), pp. 263-269.

Financial Stability Indicator

Matros, Philipp and 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 and Weber, Enzo and Weigand, Roland (2014) Long- versus medium-run identification in fractionally integrated VAR models. Economics Letters 122 (2), pp. 299-302.

fractional cointegration

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

fractional integration

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

Gauss–Markov theory

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

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

GLS

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

hat matrix

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

impulse response function

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

kernel

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

kernel regression

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

linear processes with fractional integration

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

Linear processes with fractional integration

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

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

Long memory

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

long-run restriction

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

Long-term portfolio choice

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

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

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

misspecification

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

mixed covariates

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

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

Mixing

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

model selection

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

model specification

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

model validation

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

monotonicity

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.

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 and Oberhofer, Walter (2006) Generalized adding-up in systems of regression equations. Economics Letters 92 (2), pp. 263-269.

Parametric quantile estimator

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

penalty

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. PhD, Universität Regensburg

Probability of Default

Matros, Philipp and 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 and Behr, Michael and Eichhammer, Peter and 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. PhD, Universität Regensburg

Haupt, Harry and 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), pp. 470-483.

Haupt, Harry and Kagerer, Kathrin and Schnurbus, Joachim (2011) Cross-validating fit and predictive accuracy of nonlinear quantile regressions. Journal of Applied Statistics 38 (12), pp. 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 (2014) Spline-based model specification and prediction for least squares and quantile regression. PhD, Universität Regensburg

Risk Neutral Density

Matros, Philipp and 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 and 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), pp. 470-483.

Semiparametric

Haupt, Harry and 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), pp. 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

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

splines

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

Stochastic response restrictions

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

structural VAR

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

Structural vector autoregression

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

Systems of regressions

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

Term structure of risk

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

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

Budek, Jan and Schotman, Peter and 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 and Oberhofer, Walter (2006) Best affine unbiased representations in the fully restricted general Gauss-Markov model. Journal of Multivariate Analysis 97 (3), pp. 759-764.

This list was generated on Tue Jul 29 22:58:59 2014 CEST.
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