Jaromir Antoch

Charles University in Prague - Faculty of Mathematics and Physics

Sokolovska 83

Prague, 186 75

Czech Republic

SCHOLARLY PAPERS

2

DOWNLOADS

81

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

Model Selection and Simplification Using Lattices

CERGE-EI Working Paper No. 164
Number of pages: 36 Posted: 13 Apr 2001
Jaromir Antoch and Jan Hanousek
Charles University in Prague - Faculty of Mathematics and Physics and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 61 (375,689)

Abstract:

Loading...

Model selection and simplification, principle of coherence, lattice of models, regression, ARMA models

Model Selection and Simplification Using Lattices

CERGE-EI Working Paper Series No. 164
Number of pages: 36 Posted: 17 Dec 2009
Jaromir Antoch and Jan Hanousek
Charles University in Prague - Faculty of Mathematics and Physics and CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute)
Downloads 17 (585,697)
Citation 1

Abstract:

Loading...

Model selection and simplification, principle of coherence, lattice of models, regression, ARMA models

2.

Structural Breaks in Panel Data: Large Number of Panels and Short Length Time Series

CEPR Discussion Paper No. DP11891
Number of pages: 32 Posted: 16 Mar 2017
Charles University in Prague - Faculty of Mathematics and Physics, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), University of Utah - Department of Mathematics, Charles University in Prague and University of Reading - Department of Economics
Downloads 3 (659,636)
  • Add to Cart

Abstract:

Loading...

Change point problem, stationarity, panel data, bootstrap, four factor CAPM model, US mutual funds