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DP15964 Addressing COVID-19 Outliers in BVARs with Stochastic Volatility 智库出版物
2021
作者:  Massimiliano Marcellino;  Todd Clark;  Andrea Carriero;  Elmar Mertens
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Bayesian vars  stochastic volatility  Outliers  Pandemics  forecasts  
DP15245 How to Estimate a VAR after March 2020 智库出版物
2020
作者:  Michele Lenza;  Giorgio Primiceri
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Covid-19  Volatility  Outliers  Density forecasts  
Outliers in semi-parametric Estimation of Treatment Effects 智库出版物
2017
作者:  Darwin Ugarte Ontiveros;  Gustavo Canavire-Bacarreza and Luis Castro Peñarrieta
Adobe PDF(1788Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/07/01
Treatment effects  Outliers  Propensity score  Mahalanobis distanceJEL codes: C21  C14  C52  C13  
The Role of Outliers and Oil Price Shocks on Volatility of Metal Prices 智库出版物
2015
作者:  Niaz Bashiri Behmiri;  Matteo Manera
JPEG(71Kb)  |  收藏  |  浏览/下载:5/0  |  提交时间:2019/06/14
Metals  Commodities  Volatility  Oil Price  Outliers  
Robustness of VSL Values from Contingent Valuation Surveys 智库出版物
2004
作者:  Anna Alberini
Adobe PDF(977Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
Contingent valuation,VSL,WTP,Risk reductions,Robustness,Outliers,Endogeneity  
STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US 智库出版物
2003
作者:  Matteo Manera;  Giorgio Busetti
收藏  |  浏览/下载:1/0  |  提交时间:2019/06/14
STAR-GARCH models,stock market integration,Pacific-Basin capital markets,outliers