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1 610 (0,108s) •

Project

Nontraditional statistical procedures in econometrics (GA201/05/2340)

, applications in econometric models. 2) Study of algorithmic and computational properties of robust estimates. Iterative computation of implicitly defined robust estimates. 3) Tests of statistical hypotheses on econome...

BB - Aplikovaná statistika, operační výzkum

  • 2005 - 2007
    • •
  • 1 112 tis. Kč
    • •
  • 1 112 tis. Kč
    • •
  • GA ČR
Project

Argmax-type estimators from the viewpoint of optimization (GA22-19353S)

from econometric estimation. The point is that many econometric models ultimatelyThe project integrates experts in econometrics and optimization with the main-type estimators for regression, optimization ...

Applied Economics, Econometrics

  • 2022 - 2024
    • •
  • 5 333 tis. Kč
    • •
  • 5 333 tis. Kč
    • •
  • GA ČR
Project

Statistical inference in econometric models (GA201/02/0621)

concentrate on the following problems: (1) Robust estimation of parameters of econometric in econometric models; the point and interval estimation and the hypotheses testing should and elaboration of specific ...

BA - Obecná matematika

  • 2002 - 2004
    • •
  • 856 tis. Kč
    • •
  • 718 tis. Kč
    • •
  • GA ČR
Project

ECONOMETRICS WITH OVERPARAMETERIZATION AND WEAK IDENTIFICATION (GA20-28055S)

Many econometric models are contaminated by features such as many parameters which have to be estimated, and/or weakly identified parameters. We aim at making advancements in econometric methods for some of such models: dev...

Applied Economics, Econometrics

  • 2020 - 2022
    • •
  • 2 695 tis. Kč
    • •
  • 2 695 tis. Kč
    • •
  • GA ČR
Project

Linking financial and economic agent-based models An econometric approach (GA20-14817S)

financial sector will be suggested and a focus will be devoted to its econometric estimation. This interconnection will allow an overall study of the economic system under realistic assumptions about the behavior of economic agents...

Finance

  • 2020 - 2022
    • •
  • 1 961 tis. Kč
    • •
  • 1 961 tis. Kč
    • •
  • GA ČR
Project

Modeling the structure and dynamics of energy, commodity and alternative asset prices (GA22-19617S)

established techniques in financial econometrics and computational finance in order such as estimation of volatility and valuation of energy options on non-liquid markets, or valuation of EU emission allowance derivatives. Among th...

Finance

  • 2022 - 2024
    • •
  • 5 917 tis. Kč
    • •
  • 5 917 tis. Kč
    • •
  • GA ČR
Project

Robust statistical methods in econometrics (GA201/96/0230)

The primary goal of the research is to extend the robus statistical methods to the econometric models. This extension is not fully straightforward, because the econometric intend to robustify, using robust estimators and te...

BA - Obecná matematika

  • 1996 - 1998
    • •
  • 501 tis. Kč
    • •
  • 399 tis. Kč
    • •
  • GA ČR
Project

Statistical estimates and tests in econometric models (GA201/99/0264)

Econometric models, though formally analogous to statistical ones, follow be taken into account when using the standard statistical tests and estimates concentrate mainlon - estimation of parameters of linear and AR models ...

BA - Obecná matematika

  • 1999 - 2001
    • •
  • 676 tis. Kč
    • •
  • 630 tis. Kč
    • •
  • GA ČR
Project

Robust approach to testing for normality of error terms in econometric models (GA16-07089S)

types of deviations from normality. For this purpose we use robust M-estimates against typical alternatives of error terms in econometric models.......

BB - Aplikovaná statistika, operační výzkum

  • 2016 - 2020
    • •
  • 1 477 tis. Kč
    • •
  • 1 477 tis. Kč
    • •
  • GA ČR
Project

Econometrics with Dimension Asymptotics (GA17-26535S)

, study higher order asymptotic properties of existing consistent estimators, and develop new estimators and inferences robust to high problem dimensionality.......

AH - Ekonomie

  • 2017 - 2019
    • •
  • 1 791 tis. Kč
    • •
  • 1 791 tis. Kč
    • •
  • GA ČR
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