Search Results

The Stability of South African Stock Returns,
Allan Clark and Casparus Troskie, in The African Finance Journal (2006)

Respect the Fundamental Right for Environment in Establishing the Strategies of the Company,
Corina Adriana Dumitrescu and Dragos Marian Radulescu, in Knowledge Horizons - Economics (2009)
Keywords: The right to environment, price, ecosystem, competition, social responsibility, non-monetary costs

Una aplicación de las medidas de Alkire-Foster al estudio de la pobreza y desigualdad multidimensional de los hogares urbanos argentinos entre 2004 y 2008,
Jimena Macció, in Ensayos de Política Económica (2013)
Keywords: Alkire-Foster, descomposición temporal, estrato socioeconómico

QUANTITATIVE METHODS IN RESEARCH PROJECTS ASSESSMENT,
Narcisa Ciobotar and Constantin Mitrut, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", Department for Management of the Defence Resources and Education (2010)
Keywords: Scientific production, indicators system, methodology, evaluation, performance.

METHODS TO RESTRUCTURE THE STATISTICAL COMMUNITIES,
Vergil Voineagu and Emilia Titan, in Romanian Journal of Economics (2005)
Keywords: computerized data processing, statistics, synthetic indicators

Maximal Elements in Topological Convex Spaces,
Vladimir Danilov and A. Sotskov, from Université Panthéon-Sorbonne (Paris 1) (1998)
Keywords: MATHEMATICS

Methods of identification, assessment and ranking of financial risks in the oil industry,
Vera A. Grebennikova and Polina V. Baranova, in Economic Consultant (2019)
Keywords: financial risks; oil industry; assessment method; SWOT analysis; risk rose; risk situation; financial condition; liquidity analysis ratios; solvency; financial stability; profitability

Behavioral biases and investor performance,
Todd Feldman, in Algorithmic Finance (2011)
Keywords: Behavioral finance; agent-based models; financial markets

The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations,
Stefan R. Jaschke, from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (2001)
Keywords: Value at Risk, Delta-Gamma-Normal, Cornish-Fisher expansion, Edgeworth series, Gram-Charlier series

Wettervorhersage mit vorwärts gerichteten neuronalen Netzen,
Anne Kroll, from Hochschule Wismar, Wismar Business School (2009)

Housing multivariate analysis,
Elsy Garnica Olmos, in Economía (1995)
Keywords: Ingreso familiar, bienestar, perfil de la vivienda.

An environment for data analysis,
Marta Sananes and Elizabeth Torres, in Economía (1996)
Keywords: Análisis de datos, lenguaje Glider, herramientas de base de datos.

A linear programming production model integrated in a computerized sustem of industrial production, inventories and sales,
Ernesto Ponsot Balaguer and Víctor Márquez, in Economía (2000)
Keywords: Inventario, base de datos, modelo, programación lineal, Access, SQL, Visual Basic, Excel, demanda, Solver.

Systém pojištění vkladů v České republice: historie, současný stav a porovnání s Evropskou unií,
Jiri Hlavacek, in Politická ekonomie (2007)
Keywords: Deposit Insurance, the Czech Deposit Insurance Fund, the European Directive on Deposit Guarantee-Schemes

Фазочастотный критерий Валлиса-Мура в статистическом анализе наличия трендов рентабельности производства продукции растениеводства,
Tatiana Chaika, in Traektoriâ Nauki = Path of Science (2019)
Keywords: Wallis-Moore criterion; phase-frequency criterion; profitability; profitability of agriculture; trend; trend detection; confidence level; significance level

A measure of association (correlation) in nominal data (contingency tables), using determinants,
Thomas Colignatus, from University Library of Munich, Germany (2007)
Keywords: association; correlation; contingency table; volume ratio; determinant; nonparametric methods; nominal data; nominal scale; categorical data; Fisher’s exact test; odds ratio; tetrachoric correlation coefficient; phi; Cramer’s V; Pearson; contingency coefficient; uncertainty coefficient; Theil’s U; eta; meta-analysis; Simpson’s paradox; causality; statistical independence

The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table,
Thomas Colignatus, from University Library of Munich, Germany (2007)
Keywords: Experimental economics; causality; cause and effect; confounding; contingency table; Simpson paradox; conditional independence; risk; safety; epidemiology; correlation; regression; Cornfield’s condition; inference

Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants,
Thomas Colignatus, from University Library of Munich, Germany (2007)
Keywords: association; correlation; contingency table; volume ratio; determinant; nonparametric methods; nominal data; nominal scale; categorical data; Fisher’s exact test; odds ratio; tetrachoric correlation coefficient; phi; Cramer’s V; Pearson; contingency coefficient; uncertainty coefficient; Theil’s U; eta; meta-analysis; Simpson’s paradox; causality; statistical independence; regression

A comparison of nominal regression and logistic regression for contingency tables, including the 2 × 2 × 2 case in causality,
Thomas Colignatus, from University Library of Munich, Germany (2007)
Keywords: Experimental economics; causality; cause and effect; confounding; contingency table; epidemiology; correlation; regression; logistic regression;

A New Procedure to Monitor the Mean of a Quality Characteristic,
Mehdi Kiani, John Panaretos and Stelios Psarakis, from University Library of Munich, Germany (2008)
Keywords: Shewhart, Bonferroni-adjustment, Analysis of means, Average run length, False alarm probability

BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman,
Norman Swanson, from University Library of Munich, Germany (1996)
Keywords: empirical Bayes, robust regression, Edgeworth expansion, higher order asymptotic theory, stringency, tests for structural change

Monte Carlo experiment on the pooled ols estimator in large mixed panels,
Malvina Marchese, from University Library of Munich, Germany (2009)
Keywords: large panel, pooled ols estimators, stationary and nonstationary regressors

Calibration of factor models with equity data: parade of correlations,
Alexander L. Baranovski, from University Library of Munich, Germany (2012)
Keywords: intra/inter asset correlations, maximum likelihood estimation, single risk factor model, normal mixture, VAR of equity portfolio

Būvniecības tirgus novērtēšana jaunās ekonomikas apstākļos,
Valerijs Skribans, from University Library of Munich, Germany (2001)
Keywords: Jaunā ekonomika, nozares analīze, būvniecība, finanses

Repere de fundamentare a structurii sistemului informational statistic in Republica Moldova,
Gheorghe Costandachi, from University Library of Munich, Germany (2010)
Keywords: Sistemul Naţional Informaţional Statistic (SNIS), sistem de indicatori statistici, cadru legislativ, cadrul instituţional, integrare europeană etc.

Return level applied to portfolio analysis,
Ronny Suarez, from University Library of Munich, Germany (2018)
Keywords: Generalized Pareto Distribution, Return Level

Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure,
Sandhya Devi, from University Library of Munich, Germany (2018)
Keywords: Non-extensive statistics, Tsallis relative entropy, Kullback-Leibler relative entropy, q-Gaussian distribution, Capital Asset Pricing Model, Beta, Risk optimal portfolio, Econophysics

Modeling Determinants of Private Banks Profitability in Ethiopia,
Habib Mohammed, from University Library of Munich, Germany (2023)
Keywords: Dynamic Panel Model, Ethiopia, Generalized Moment Method, Panel Data, Private Banks, Profitability

New results on the correlation problem in operational risk,
Vivien Brunel, in Journal of Financial Perspectives (2014)
Keywords: risk

A MODEL OF THE INFLUENCES OF A FOREST FIRE ON ITS NEIGHBOURHOODS AND RELATED RISK MANAGEMENT ASPECTS,
Ioan Valentin Marcel Posea, in Annals of Spiru Haret University, Economic Series (2016)
Keywords: mathematical modelling; cellular automata model; forest fire;

SOME HINTS ON INDIVIDUAL LENDING AND DIFFERENT FACTORS AFFECTING THE CREDIT ACTIVITY RISKS,
Luminiţa Cernenco and Marilena Pieleanu Lazarenco, in Annals of Spiru Haret University, Economic Series (2016)
Keywords: individual loans; credit; activity risk; warranty

Modeling Determinants of Private Banks Profitability in Ethiopia,
Habib Mohammed, from University Library of Munich, Germany (2023)
Keywords: Dynamic Panel Model, Ethiopia, Generalized Moment Method, Panel Data, Private Banks, Profitability

Axiomatic characterization of the interval function of a block graph,
Kannan Balakrishnan, Manoj Changat, Anandavally Lakshmikuttyamma, Joseph Mathews and Martyn Mulder, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
Keywords: block graphs, interval function

A multi-layered risk exposure assessment approach for the shipping industry,
Stephen Vander Hoorn and Sabine Knapp, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
Keywords: econometrics, shipping industry

Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge,
Janet Carey, Sabine Knapp and Paul Irving, from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
Keywords: expert knowledge, environmental sensitivities, oil pollution, uncertainty, Kendall’s coefficient of concordance

Model-Free Estimation of Large Variance Matrices,
Karim M. Abadir, Walter Distaso and Filip Žikeš, from Rimini Centre for Economic Analysis (2010)
Keywords: variance matrices, ill-conditioning, mean squared error, mean absolute deviations, resampling

Modified Exponential Type Estimator for Population Mean Using Auxiliary Variables In Stratified Random Sampling,
Gamze Özel, in Alphanumeric Journal (2015)
Keywords: Auxiliary Information, Efficiency, Exponential Type Estimates, Mean Squared Error, Stratified Random Sampling

On testability of complementarity in models with multiple equilibria,
Yoshiyasu Rai and Taisuke Otsu, in Economics Letters (2013)
Keywords: Complementarity; Testability; Quantile;

Distribution-invariant differential privacy,
Xuan Bi and Xiaotong Shen, in Journal of Econometrics (2023)
Keywords: Privacy protection; Distribution preservation; Data sharing; Data perturbation; Randomized mechanism;

A comparative study between observation- and parameter-driven zero-in ated Poisson model for longitudinal children hospital visit data,
Shahariar Huda, from International Institute of Social and Economic Sciences (2014)
Keywords: Serial correlation. Compound Poisson. ZIP models. Quasi-likelihood.

Self-Esteem, Empathy and Jealousy in the Workplace,
Nuran Bayram Arli, Mine Aydemir and Nese Aral, from International Institute of Social and Economic Sciences (2018)
Keywords: Self-esteem, Empathy, Employee Jealousy

A test of the applicability of the Theory of Planned Behaviour in the Botswana context using multiple regression,
Kolentino Mpeta, Ntebo Moroke and Lesego Gabaitiri, from International Institute of Social and Economic Sciences (2018)
Keywords: HIV and AIDS, Theory of planned behaviour, multiple regression

Ruin by dynamic contagion claims,
Angelos Dassios and Hongbiao Zhao, in Insurance: Mathematics and Economics (2012)
Keywords: Dynamic contagion process; Ruin probability; Generalised Lundberg’s fundamental equation; Cramér–Lundberg approximation; Change of measure; Martingale method;

On the multidimensional extension of countermonotonicity and its applications,
Woojoo Lee and Jae Youn Ahn, in Insurance: Mathematics and Economics (2014)
Keywords: Countermonotonicity; Comonotonicity; Minimal copula; Measures of concordance; Herd behavior index;

Some Approaches on the Social Insurance Model in Romania,
Ana Carp, Ioana Mihaela Pocan, Catalina Claudia Sava and Lorand Kralik, in Romanian Statistical Review Supplement (2012)
Keywords: social insurance, pensions, Borc model, contributor, beneficiary

Gasto educativo por regiones y niveles en 2010,
Angel de La Fuente and José Boscá, from BBVA Bank, Economic Research Department (2014)
Keywords: gasto educativo regional

Forecast Evaluation with Shared Data Sets,
Halbert White, Allan Timmermann and Ryan Sullivan, from C.E.P.R. Discussion Papers (2001)
Keywords: Forecast evaluation; Bootstrap; Data sharing; Calendar effects; Technical trading

Computing, the bootstrap and economics,
Russell Davidson, in Canadian Journal of Economics (2015)

Uniform convergence in extended probability of sub-gradients of convex functions,
Gordon Kemp, in Economics Letters (2020)
Keywords: Convex functions; Sub-gradients; Convergence in probability; Extended probability measure; Uniform convergence;

A spatial autoregressive Poisson gravity model,
Richard Sellner, Manfred Fischer and Matthias Koch, from University Library of Munich, Germany (2010)
Keywords: n.a.

Estatistika I eta Estatistika II ariketak. Probabilitate teoria eta inferentzia estatistikoa,
Karmele Fernandez-Aguirre, Jesus Orbe and Marian Zubia, from Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales (1997)
Keywords: Probability, inference.

Estatistikarako Sarrera. Ariketak,
Karmele Fernandez-Aguirre, Jesus Orbe and Marian Zubia, from Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales (1997)
Keywords: Statistics, descriptive analysis.

Over-represented sequences located on UTRs are potentially involved in regulatory functions,
Kihoon Yoon, Daijin Ko, Carolina Livi, Nathan Trinklein, Mark Doderer, Stephen Kwek and Luiz Penalva, from College of Business, University of Texas at San Antonio (2008)
Keywords: Over-represented sequences, UTRs, regulatory functions

A multi-year microlevel collective risk model,
Rosy Oh, Himchan Jeong, Jae Youn Ahn and Emiliano A. Valdez, in Insurance: Mathematics and Economics (2021)
Keywords: Predictivce analysis; Collective risk model; Copula model; Random effect model;

Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis,
In Choi and Timothy Chue, from Econometric Society (2004)
Keywords: panel unit root,cointegration

Identification of sensitivity to variation in endogenous variables,
Andrew Chesher, from Econometric Society (2004)
Keywords: Identification, nonparametric methods, nonseparable models, quantile regression, endogeneity, discrete endogenous variables

Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies,
Gary Anderson, from Society for Computational Economics (2003)
Keywords: perturbation methods parallel computing automatic differentiation

Equation by equation estimation of the semi-diagonal BEKK model with covariates,
Le Quyen Thieu, from University Library of Munich, Germany (2016)
Keywords: BEKK-X, Equation by equation estimation, exogenous variables, covariates, semi-diagonal BEKK-X

Seasonal Adjustment,
Svend Hylleberg, from Department of Economics and Business Economics, Aarhus University (2006)
Keywords: Seasonality

Principal component analysis of household budget,
Elsy Garnica Olmos, in Economía (1996)
Keywords: Presupuestos familiares, gasto familiar, patrón de consumo.

Bias Reduced Band Spectrum Least Squares in Fractional,
Chang Sik Kim, from Econometric Society (2004)
Keywords: Band spectrum regression,

The convex hull of the all-different system with the inclusion property: a simple proof,
Marco Di Summa, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2013)
Keywords: all-different constraint, convex hull, integral polyhedron, total dual integrality

ESTIMATION OF COST MINIMIZATION OF GARMENTS SECTOR BY COBB-DOUGLAS PRODUCTION FUNCTION: BANGLADESH PERSPECTIVE,
Dr Haradhan Mohajan, in Annals of Spiru Haret University, Economic Series (2021)
Keywords: production function; Cobb-Douglas model; cost minimization; returns to scale

ESTIMATION OF COST MINIMIZATION OF GARMENTS SECTOR BY COBB-DOUGLAS PRODUCTION FUNCTION: BANGLADESH PERSPECTIVE,
Dr Haradhan Mohajan, in Annals of Spiru Haret University, Economic Series (2021)
Keywords: production function; Cobb-Douglas model; cost minimization; returns to scale

ESTIMATION OF COST MINIMIZATION OF GARMENTS SECTOR BY COBB-DOUGLAS PRODUCTION FUNCTION: BANGLADESH PERSPECTIVE,
Dr Haradhan Mohajan, in Annals of Spiru Haret University, Economic Series (2021)
Keywords: production function; Cobb-Douglas model; cost minimization; returns to scale

Convergence of Minimal and Approximate Minimal Elements of Sets in Partially Ordered Vector Spaces,
P. Loridan, Jacqueline Morgan and R. Raucci, from Université Panthéon-Sorbonne (Paris 1) (1997)
Keywords: CONVERGENCE

Tweedie multivariate semi-parametric credibility with the exchangeable correlation,
Himchan Jeong, in Insurance: Mathematics and Economics (2024)
Keywords: Credibility premium; Dependence modeling; Multi-peril insurance; Posterior ratemaking; Tweedie distribution;

The adaptive market hypothesis in the high frequency cryptocurrency market,
Jeffrey Chu, Yuanyuan Zhang and Stephen Chan, in International Review of Financial Analysis (2019)
Keywords: Bitcoin; Ethereum; Martingale difference hypothesis; Adaptive market hypothesis; Efficient market hypothesis;

Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency,
Kyoo il Kim, from East Asian Bureau of Economic Research (2006)
Keywords: Third-order Stochastic Expansion, Bias Correction, M-estimation

Upper Semicontinuous Extensions of Binary Relations,
Walter Bossert, Yves Sprumont and Kotaro Suzumura, from Universite de Montreal, Departement de sciences economiques (2002)
Keywords: extensions, uer semicontinuity, consistency

Tail index estimation: quantile driven threshold selection,
Jon Danielsson, Lerby M. Ergun, Laurens de Haan and Casper de Vries, from London School of Economics and Political Science, LSE Library (2016)

Nonparametric estimation of additive models with errors-in-variables,
Hao Dong, Taisuke Otsu and Luke Taylor, from London School of Economics and Political Science, LSE Library (2022)
Keywords: backfitting; classical measurement error; nonparametric additive regression; ridge regularization; series estimation

Moments of Markov switching models,
Allan Timmermann, from London School of Economics and Political Science, LSE Library (1999)
Keywords: Markov swtiching; higher order moments; mixtures of normals; volatility clustering

Finite underidentification,
Enrique Sentana, in Journal of Econometrics (2024)
Keywords: Finite set; Generalised Method of Moments; Identification test;

Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency,
Kyoo il Kim, from Singapore Management University, School of Economics (2006)
Keywords: Third-order Stochastic Expansion, Bias Correction, M-estimation

Warp Speed Price Moves: Jumps after Earnings Announcements,
Kim Christensen, Allan Timmermann and Bezirgen Veliyev, from C.E.P.R. Discussion Papers (2023)

Transparency in Structural Research,
Isaiah Andrews, Matthew Gentzkow and Jesse Shapiro, from National Bureau of Economic Research, Inc (2020)

Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis,
Barry Harrison, Radu Lupu and Iulia Lupu, in Romanian Economic Journal (2010)
Keywords: Nonlinearities; Stock Markets; Central and Eastern European Countries

Exogenous impact and conditional quantile functions,
Andrew Chesher, from University Library of Munich, Germany (2001)
Keywords: endogeneity, quantile regression, identification, structural models, instrumental variables, quantile independence

Missing Variables and Two-Stage Least-Squares Estimation from More than One Data Set,
N. Anders Klevmarken, from Research Institute of Industrial Economics (1982)
Keywords: TLSL; Statistical modeling

Optimization under Nonlinear Constraints,
Leif Jansson and Erik Mellander, from Research Institute of Industrial Economics (1982)
Keywords: Maximum likelihood; Multipel parameters; Nonlinear constraint

When will the Covid-19 pandemic peak?,
Shaoran Li and Oliver Linton, in Journal of Econometrics (2021)
Keywords: Epidemic; Nonparametric; Prediction; Trend;

Efficiency Analysis: A Primer on Recent Advances,
Christopher Parmeter and Subal Kumbhakar, in Foundations and Trends(R) in Econometrics (2014)
Keywords: Efficiency analysis, Stochastic frontier models, Measurement error, Efficiency estimation, Productivity,

Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data,
Deven Bathia, Riza Demirer, Rangan Gupta and Kevin Kotze, from School of Economics, University of Cape Town (2020)

Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data,
Deven Bathia, Riza Demirer, Rangan Gupta and Kevin Kotze, in Journal of Multinational Financial Management (2021)
Keywords: Time-varying Granger causality; GARCH; DCC-MGARCH; Unemployment; Exchange rates;

Health, Mental Health and Labor Productivity: The Role of Self-Reporting Bias,
Justin Leroux, John Rizzo and Robin Sickles, from Rice University, Department of Economics (2004)

Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants,
Harikesh Nair, Pradeep Chintagunta and Jean-Pierre Dube, from Stanford University, Graduate School of Business (2003)

Aplicación de las herramientas de control de calidad en la compilación de estadísticas a través del tiempo,
Wilmer O. Martínez R. and Héctor M. Záarte S., from Banco de la Republica (2011)
Keywords: Control de calidad, TOP-DOWN, series históricas, tasas de interés de colocación.

Statistics in archaeology: New directions,
Pedro Delicado, from Department of Economics and Business, Universitat Pompeu Fabra (1998)
Keywords: Artificial neural networks, bayesian statistics, bootstrap, multivariate analysis, nonparametric statistics, statistical software

Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective,
James Heckman, from National Bureau of Economic Research, Inc (1999)