Susan Orbe

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach
Journal of Business and Economic Statistics
2024-10-17Paper
Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness
Test
2023-01-13Paper
An Algorithm to Estimate Time Varying Parameter SURE Models under Different Type of Restrictions
Compstat
2020-07-15Paper
Nonparametric estimation of time varying parameters under shape restrictions
Journal of Econometrics
2016-03-30Paper
Time-varying market beta: does the estimation methodology matter?
SORT. Statistics and Operations Research Transactions
2014-09-29Paper
An algorithm to estimate time-varying parameter SURE models under different types of restriction
Computational Statistics and Data Analysis
2008-11-04Paper
scientific article; zbMATH DE number 5142517 (Why is no real title available?)
 
2007-04-13Paper
A nonparametric method to estimate time varying coefficients under seasonal constraints
Journal of Nonparametric Statistics
2000-12-19Paper


Research outcomes over time


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