Browsing by Author "Droge, Bernd"

Now showing items 1-7 of 7

2006-05-16Buch

Asymptotic Optimality of Full Cross-validation for Selecting Linear Regression Models

Droge, Bernd

For the problem of model selection, full cross-validation has been proposed as alternative criterion to the traditional cross-validation, particularly in cases where the latter one is not well defined. To justify the use ...
2005-10-17Buch

Asymptotic Properties of Model Selection Procedures in Linear Regression

Droge, Bernd
2000-12-11Buch

Die relative Bedeutung des Einflusses von Firmen- und Industriezweigeffekten auf den Unternehmenserfolg

Bunke, Olaf; Droge, Bernd; Schwalbach, Joachim
2009-02-20Diskussionspapier

On the Existence of the Moments of the Asymptotic Trace Statistic

Örsal, Deniz Dilan Karaman; Droge, Bernd

In this note we establish the existence of the first two moments of the asymptotic trace statistic, which appears as weak limit of the likelihood ratio statistic for testing the cointe- gration rank in a vector autoregressive ...
2005-10-12Buch

On the Minimax Regret Estimation of a Restricted Normal Mean, and Implications

Droge, Bernd
2009-01-22Diskussionspapier

Panel Cointegration Testing in the Presence of a Time Trend

Droge, Bernd; Örsal, Deniz Dilan Karaman

The purpose of this paper is to propose a new likelihood-based panel cointegration test in the presence of a linear time trend in the data generating process. This new test is an extension of the likelihood ratio (LR) test ...
2001-11-07Buch

The relative importance of group-level effects on the performance of German companies

Brenner, Steffen; Bunke, Olaf; Droge, Bernd; Schwalbach, Joachim

We examine the impact of performance groups on the estimation of the relative importance of firm, industry and other effects on corporate performance. Performance groups comprise firms from the same industry with a similar ...