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of 313
pro vyhledávání: '"jel:C16"'
A test is derived for short-memory correlation in the conditional variance of strictly positive, skewed data. The test is quasi-locally most powerful (QLMP) under the assumption of conditionally gamma data. Analytical asymptotic relative efficiency c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ee61f6dd127c575a38fbabb08844818
Autor:
Ewerhart, Christian
Any symmetric mixed-strategy equilibrium in a Tullock contest with intermediate values of the decisiveness parameter (" $$2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b452a2eede1c68f43d3631b4f5e94950
http://doc.rero.ch/record/331702/files/199_2014_Article_835.pdf
http://doc.rero.ch/record/331702/files/199_2014_Article_835.pdf
Autor:
Enrique Sentana, Javier Mencia
Publikováno v:
Journal of Business & Economic Statistics. 36:599-614
We develop a theoretical framework for covariance stationary but persistent positively valued processes which combines a semi-nonparametric expansion of the Gamma distribution with a component version of the multiplicative error model. Our conditiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fd1c83d38492de82f1e4681e92d70bbd
https://doi.org/10.1080/07350015.2016.1216852
https://doi.org/10.1080/07350015.2016.1216852
Autor:
Somoza López, Antonio
Publikováno v:
Revista de Métodos Cuantitativos para la Economía y la Empresa, Vol 19, Iss 1, Pp 66-100 (2015)
RIO. Repositorio Institucional Olavide
instname
Revista de Métodos Cuantitativos para la Economía y la Empresa
RIO. Repositorio Institucional Olavide
instname
Revista de Métodos Cuantitativos para la Economía y la Empresa
El presente trabajo realiza un análisis sobre las entidades financieras que fueron objeto de rescate por la Unión Europea en la crisis actual con el objetivo principal de intentar discernir las características diferenciadoras entre ellas y encontr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ee0ee76b02936d2a316bfb8945652da6
http://www.upo.es/RevMetCuant/pdf/vol19/art104.pdf
http://www.upo.es/RevMetCuant/pdf/vol19/art104.pdf
Autor:
Miguel Puente-Ajovin, Arturo Ramos
Publikováno v:
The Annals of Regional Science. 54:489-509
We study the parametric description of the city size distribution of four European countries: France, Germany, Italy and Spain. The parametric models used are the lognormal, the double Pareto lognormal, the normal-Box-Cox (defined in this paper) and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e00c39434d2b1a8139095464a8d0b520
https://doi.org/10.1007/s00168-015-0663-3
https://doi.org/10.1007/s00168-015-0663-3
Autor:
D. S. Poskitt, C. L. Skeels
This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a2ccd9dacef85d50600e78a903a5737
Publikováno v:
Repositori Universitat Jaume I
Universitat Jaume I
Universitat Jaume I
We reexamine the effect of economic development on the level of democracy based on the data sets of Acemoglu et al. (2008) with a novel regression specification utilizing a zero-one-inflated beta distribution for the response variable democracy. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f339af706816a214ccf6eacc9f81cf9
https://doi.org/10.1007/s00181-017-1390-7
https://doi.org/10.1007/s00181-017-1390-7
Autor:
Dilip B. Madan
Publikováno v:
Journal of Financial Econometrics. 13:260-292
Statistical theory has been relatively absent in the exercise of estimating parameters of an option pricing model from cross-sectional data at a fixed point of calendar time. The cross-sectional data typically consists of prices for options at variou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad74f113b75dbb6616e55aae85bd8e41
https://doi.org/10.1093/jjfinec/nbu020
https://doi.org/10.1093/jjfinec/nbu020
Autor:
Balaev, Alexey
Publikováno v:
Applied Econometrics. 33(1):90-110
In this paper we construct a copula based on the multivariate t-distribution with vector degrees of freedom parameter, which possesses significant advantages over the copula based on the standard multivariate t-distribution. We derive the standardize
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::98c292cf1df24434e5659c3dc7df693e
http://pe.cemi.rssi.ru/pe_2014_1_90-110.pdf
http://pe.cemi.rssi.ru/pe_2014_1_90-110.pdf
Publikováno v:
Applied Economics Letters. 20:1580-1585
This article analyses the performance of the graphs traditionally used to study size distributions: histograms, Zipf plots (double logarithmic graphs of rank compared to size) and plotted cumulative density functions. A lognormal distribution is fitt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5a69c58b6826ff8ab6b3883ebd50e92
https://doi.org/10.1080/13504851.2013.829187
https://doi.org/10.1080/13504851.2013.829187