Econometrics, Finance, and Time Series Analysis
portes grátis
Econometrics, Finance, and Time Series Analysis
Pierret, Diane; Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam; Xue, Yujie; Taniguchi, Masanobu
Springer Verlag, Singapore
05/2026
122
Mole
Inglês
9789819580446
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1 Introduction.- 2 Hellinger Distance Estimation for Non-Regular Spectra.- 3 Local Whittle likelihood approach for generalized divergence.- 4 Systemic Risk in Energy Markets: Measuring Co-Movements in Energy Asset Prices During Crises.- 5 Modeling Solvency and Liquidity Interactions in Banking: A Panel VAR Analysis.- 6 Integrated likelihood based inference for nonlinear panel data models.- 7 Reducing score and information bias in panel data likelihoods.- 8 Shrinkage estimators of BLUE for time series regression models.
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Divergence;Efficiency;Robustness;Integrated Likelihood;Panel Data;Risk Measures;Systemic Risk
1 Introduction.- 2 Hellinger Distance Estimation for Non-Regular Spectra.- 3 Local Whittle likelihood approach for generalized divergence.- 4 Systemic Risk in Energy Markets: Measuring Co-Movements in Energy Asset Prices During Crises.- 5 Modeling Solvency and Liquidity Interactions in Banking: A Panel VAR Analysis.- 6 Integrated likelihood based inference for nonlinear panel data models.- 7 Reducing score and information bias in panel data likelihoods.- 8 Shrinkage estimators of BLUE for time series regression models.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
