RSS 1.0Bereiche des edoc-Servers
Artikel und MonographienElektronische ZeitschriftenForschungsdatenHistorische BeständeQualifikationsarbeitenSchriftenreihen und SammelbändeTagungs- und Konferenzbände
Neuzugänge
-
2014-12-22ZeitschriftenartikelHidden markov structures for dynamic copulae Understanding the time series dynamics of a multi-dimensional dependency structure is a challenging task. Multivariate covariance driven Gaussian or mixed normal time varying models have only a limited ability to capture ...
-
2012-01-19ZeitschriftenartikelA consistent nonparametric test for causality in quantile This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, Econometric Theory 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a ...
-
2010-10-11ZeitschriftenartikelOn rate optimality for ill-posed inverse problems in econometrics In this paper we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. ...
-
2005-04-22ZeitschriftenartikelA note on testing restrictions for the cointegration parameters of a VAR with I(2) variables We give a brief introduction to the vector autoregressive model for cointegrated I(2) variables and show how some plausible economic relations can be formulated in the I(2) framework in such a way that likelihood ratio ...
-
2023-11-27DissertationCompact few-cycle mid-wave and long-wave infrared OPCPA Die Weiterentwicklung von Ultrakurzimpulslaserquellen hat die Horizonte für Wissenschaft, Medizin und Industrie stetig erweitert. Ultrakurze Impulsdauern und hohe Energien erzeugen Spitzenleistungen auf der Gigawatt-Skala, ...
