Authors: Wagner, Martin
Subject Terms: ddc:330, C12, C13, Q20, Fully Modified Estimation, Cointegrating Polynomial Regression, Generalized Least Squares, Hypothesis Testing
Relation: Series: IHS Working Paper; No. 44; gbv-ppn:1831068818; http://hdl.handle.net/10419/268377
Availability: http://hdl.handle.net/10419/268377
Authors: Ahmed, Syed E., Aydin, Dursun, Yilmaz, Ersin
Subject Terms: ddc:330, local polynomial regression, crop yield, financial risk, semiparametric time series
Relation: gbv-ppn:1796800406; Journal: Journal of Risk and Financial Management; Volume: 15; Year: 2022; Issue: 3; Pages: 1-12; Basel: MDPI; http://hdl.handle.net/10419/258864
Authors: Zadrozny, Peter A.
Subject Terms: ddc:330, C32, C43, C53, C63, cross-equation restrictions of rational expectations, factorization of matrix polynomials, reconciliation of Lucas's advocacy of rational-expectations modelling and policy predictions and Sims's advocacy of VAR modelling
Relation: Series: CFS Working Paper Series; No. 682; gbv-ppn:1827196440; urn:nbn:de:hebis:30:3-634436; http://hdl.handle.net/10419/267684; RePEc:zbw:cfswop:682
Authors: Lin, Yicong, Reuvers, Hanno
Subject Terms: ddc:330, C12, C13, C32, Cointegrating Polynomial Regression, Cointegration Testing, Fully Modified Estimation, Generalized Least Squares
Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-093/III; gbv-ppn:1826876952; http://hdl.handle.net/10419/273806; RePEc:tin:wpaper:20220093
Availability: http://hdl.handle.net/10419/273806
Authors: Lin, Yicong, Reuvers, Hanno
Subject Terms: ddc:330, C12, C13, C32, Q56, Cointegration Testing, Environmental Kuznets Curve, Cointegrating Polynomial Regression, Power Law Trends
Relation: Series: Tinbergen Institute Discussion Paper; No. TI 2022-092/III; gbv-ppn:1826877290; http://hdl.handle.net/10419/273805; RePEc:tin:wpaper:20220092
Availability: http://hdl.handle.net/10419/273805
Subject Terms: ddc:330, C22, E43, non-linearities, Chebyshev polynomials, Fourier functions, persistence, US Treasury, 10-year bond yields
Relation: Series: CESifo Working Paper; No. 9554; gbv-ppn:1789176883; http://hdl.handle.net/10419/252071; RePec:ces:ceswps:_9554
Availability: http://hdl.handle.net/10419/252071
Authors: Chen, Lin, Megow, Nicole, Rischke, Roman, Stougie, Leen, Verschae, José
Subject Terms: ddc:000, Scheduling, Time-of-use tariffs, Dynamic programming, Polynomial-time approximation scheme (PTAS), Total weighted completion time, Makespan
Relation: Journal: Annals of Operations Research; Volume: 304; Year: 2021; Issue: 1-2; Pages: 85-107; New York, NY: Springer US; https://hdl.handle.net/10419/287048
Authors: Woeginger, Gerhard J.
Subject Terms: ddc:330, Combinatorial optimization, Complexity theory, Polynomial hierarchy, Bilevel optimization
Relation: Journal: 4OR; Volume: 19; Year: 2021; Issue: 2; Pages: 157-181; Berlin, Heidelberg: Springer; https://hdl.handle.net/10419/286842
Authors: Szymański, Andrzej, Rossa, Agnieszka
Subject Terms: ddc:519, exponential membership functions, Legendre’, s polynomials, mortality modelling, orthonormal system
Relation: gbv-ppn:1776207262; Journal: Statistics in Transition New Series; Volume: 22; Year: 2021; Issue: 3; Pages: 31-57; New York: Exeley; http://hdl.handle.net/10419/266270; RePEc:exl:29stat:v:22:y:2021:i:3:p:31-57
Authors: Quijorna, María López
Subject Terms: ddc:510, Moment relaxation, Lassere relaxation, Polynomial optimization, Semidefinite programming, Quadrature, Truncated moment problem, GNS construction, Primary: 90C22, C26, Secondary: 44A60, D32
Relation: Journal: Journal of Global Optimization; Volume: 81; Year: 2021; Issue: 3; Pages: 559-598; New York, NY: Springer US; https://hdl.handle.net/10419/287415
Authors: Knorre, Fabian, Wagner, Martin, Grupe, Maximilian
Subject Terms: ddc:330, C22, C52, Q56, cointegrating polynomial regression, environmental kuznets curve, monitoring, structural change
Relation: gbv-ppn:1755992920; Journal: Econometrics; Volume: 9; Year: 2021; Issue: 1; Pages: 1-35; Basel: MDPI; http://hdl.handle.net/10419/247602
Authors: Zoia, Maria Grazia, Vacca, Gianmarco, Barbieri, Laura
Subject Terms: ddc:330, C01, C51, C58, orthogonal polynomials, kurtosis, power raised hyperbolic-secant distributions, value at risk, expected shortfall
Relation: gbv-ppn:1743889534; Journal: Risks; Volume: 8; Year: 2020; Issue: 4; Pages: 1-21; Basel: MDPI; http://hdl.handle.net/10419/258076
Authors: Yeh, I-Cheng, Liu, Yi-Cheng
Subject Terms: ddc:650, Portfolio optimization, Stock-picking, Weighted-scoring, Mixture experimental design, Multivariable polynomial regression analysis
Relation: gbv-ppn:1741476267; Journal: Financial Innovation; Volume: 6; Year: 2020; Issue: 1; Pages: 1-28; Heidelberg: Springer; http://hdl.handle.net/10419/237228
Authors: Hualde, Javier, Nielsen, Morten Ørregaard
Subject Terms: ddc:330, C22, Asymptotic normality, consistency, deterministic trend, fractional process, generalized polynomial trend, generalized power law trend, noninvertibility, nonstationarity, sum-of-squares estimation
Relation: Series: Queen’s Economics Department Working Paper; No. 1458; gbv-ppn:1756556865; http://hdl.handle.net/10419/247200; RePEC:qed:wpaper:1458
Availability: http://hdl.handle.net/10419/247200
Authors: Arulampalam, Wiji, Corradi, Valentina, Gutknecht, Daniel
Subject Terms: ddc:330, C14, C21, C24, irregular identification, selection bias, local polynomial, trimming, count data
Relation: Series: IZA Discussion Papers; No. 14364; gbv-ppn:1759186856; http://hdl.handle.net/10419/236395; RePEc:iza:izadps:dp14364
Availability: http://hdl.handle.net/10419/236395
Authors: Shimizu, Yasutaka, Zhang, Zhimin
Subject Terms: ddc:330, ruin probability, spectrally negative Lévy process, Laguerre polynomial, discrete observations, asymptotic normality
Relation: gbv-ppn:1667937790; Journal: Risks; Volume: 7; Year: 2019; Issue: 2; Pages: 1-22; Basel: MDPI; http://hdl.handle.net/10419/257875
Subject Terms: ddc:330, C60, C63, Computational techniques, uncertainty quantification, sensitivity analysis, polynomial chaos expansion
Relation: gbv-ppn:166345891X; Journal: Quantitative Economics; Volume: 10; Year: 2019; Issue: 1; Pages: 1-41; New Haven, CT: The Econometric Society; http://hdl.handle.net/10419/217135
Authors: Fehrle, Daniel, Heiberger, Christopher, Huber, Johannes
Subject Terms: ddc:330, C11, C13, C32, C63, Polynomial Chaos Expansion, parameter inference, parameter uncertainty, solution methods
Relation: Series: Volkswirtschaftliche Diskussionsreihe; No. 341; gbv-ppn:1747634220; http://hdl.handle.net/10419/262018; RePEc:aug:augsbe:0341
Availability: http://hdl.handle.net/10419/262018
Authors: Fehrle, Daniel, Heiberger, Christopher, Huber, Johannes
Subject Terms: ddc:330, C11, C13, C32, C63, Polynomial Chaos Expansion, parameter inference, parameter uncertainty, solution methods
Relation: Series: BGPE Discussion Paper; No. 202; gbv-ppn:1744157308; http://hdl.handle.net/10419/237993
Availability: http://hdl.handle.net/10419/237993
Authors: Knorre, Fabian, Wagner, Martin, Grupe, Maximilian
Subject Terms: ddc:330, Cointegrating Polynomial Regression, Environmental Kuznets Curve, Monitoring, Structural Change
Relation: Series: IHS Working Paper; No. 27; gbv-ppn:1744383626; http://hdl.handle.net/10419/228665
Availability: http://hdl.handle.net/10419/228665