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  • Search: subject:"Nonparametric stochastic dominance"
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Year of publication
Subject
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Nonparametric Stochastic Dominance 10 Mixed Integer Programming 9 Nonparametric stochastic dominance 9 Stochastic process 8 Stochastischer Prozess 8 Theorie 8 Theory 8 Human Development Index 5 Mixed integer programming 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Forecast combinations 4 Ganzzahlige Optimierung 4 Integer programming 4 Sovereign risk 4 Development indicator 3 Emissions 3 Entwicklungsindikator 3 Eurozone 3 Index 3 Index number 3 Country risk 2 Emerging economies 2 Environmental Quality 2 Forecast combination 2 Forecasting model 2 Geography 2 Index construction 2 Indexberechnung 2 Institutions 2 Länderrisiko 2 Mathematical programming 2 Mathematische Optimierung 2 Mixed Integer programming 2 Openness 2 Prognoseverfahren 2 Welt 2 World 2 World governance indicators 2 mixed integer programming 2
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Online availability
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Free 10 Undetermined 8
Type of publication
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Article 13 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2
Language
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English 12 Undetermined 10
Author
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Pinar, Mehmet 20 Stengos, Thanasis 11 Agliardi, Elettra 8 Stengos, Thanasēs 7 Topaloglou, Nikolas 7 Yazgan, M. Ege 2 Yazgan, Mustafa Ege 2 Abid, Fathi 1 Agliardi, Rosella 1 Agliardi, Rossella 1 Milla, Joniada 1 Mroua, Mourad 1 Wong, Wing Keung 1
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Institution
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Rimini Centre for Economic Analysis (RCEA) 5 Department of Economics and Finance, College of Business and Economics 2
Published in...
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Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 5 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 3 Economics discussion papers 2 Working Papers / Department of Economics and Finance, College of Business and Economics 2 Economics letters 1 Education economics 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical Economics 1 Finance Research Letters 1 Finance research letters 1 Journal of Economic Growth 1 Journal of Empirical Finance 1 Journal of business and finance 1 Journal of empirical finance 1
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Source
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ECONIS (ZBW) 11 RePEc 11
Showing 1 - 10 of 22
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Sensitivity of university rankings : implications of stochastic dominance efficiency analysis
Pinar, Mehmet; Milla, Joniada; Stengos, Thanasēs - In: Education economics 27 (2019) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10012202824
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Portfolios resampling and international diversification : a non-parametric stochastic dominance approach
Mroua, Mourad; Abid, Fathi; Wong, Wing Keung - In: Journal of business and finance 2 (2014) 1, pp. 1-20
investor’s point of view. We introduce the concept of portfolio resampling method and we use the nonparametric stochastic … dominance approach based simulated p-values to define an optimal diversification choice. Estimation errors visualization shows …
Persistent link: https://www.econbiz.de/10010476364
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A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasis - Rimini Centre for Economic Analysis (RCEA) - 2013
We propose a new method to assess sovereign risk index in Eurozone countries using an approach that relies on consistent tests for stochastic dominance efficiency. The test statistics and the estimators are computed using mixed integer programming methods. The ranking of countries is performed...
Persistent link: https://www.econbiz.de/10010717643
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A New Index of Environmental Quality Based on Greenhouse Gas Emissions
Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasis - Rimini Centre for Economic Analysis (RCEA) - 2013
A weighting scheme is proposed to construct a new index of environmental quality based on greenhouse gas (GHG) emissions for different countries using an approach that relies on consistent tests for stochastic dominance (SD) efficiency. The benchmark is an index that is based on the average...
Persistent link: https://www.econbiz.de/10010607398
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Quantile forecast combination using stochastic dominance
Pinar, Mehmet; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1717-1755
Persistent link: https://www.econbiz.de/10011950307
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Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle.
Pinar, Mehmet; Stengos, Thanasis; Yazgan, M. Ege - Department of Economics and Finance, College of … - 2012
The forecast combination puzzle refers to the finding that a simple average forecast combination outperforms more sophisticated weighting schemes and/or the best individual model. The paper derives optimal (worst) forecast combinations based on stochastic dominance (SD) analysis with...
Persistent link: https://www.econbiz.de/10010543153
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Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
Pinar, Mehmet; Stengos, Thanasis; Yazgan, M. Ege - Rimini Centre for Economic Analysis (RCEA) - 2012
The forecast combination puzzle refers to the finding that a simple average forecast combination outperforms more sophisticated weighting schemes and/or the best individual model. The paper derives optimal (worst) forecast combinations based on stochastic dominance (SD) analysis with...
Persistent link: https://www.econbiz.de/10010551742
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Measuring human development: a stochastic dominance approach
Pinar, Mehmet; Stengos, Thanasis; Topaloglou, Nikolas - Department of Economics and Finance, College of … - 2012
We consider a weighting scheme that yields a best-case scenario for measured human development such as the official equally-weighted Human Development Index (HDI) using an approach that relies on consistent tests for stochastic dominance efficiency (SDE). We compare the official equally-weighted...
Persistent link: https://www.econbiz.de/10010554715
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Measuring Human Development: A Stochastic Dominance Approach
Pinar, Mehmet; Stengos, Thanasis; Topaloglou, Nikolas - Rimini Centre for Economic Analysis (RCEA) - 2012
We consider a weighting scheme that yields the best-case scenario measurement of the Human Development Index (HDI) using an approach that relies on consistent tests for stochastic dominance efficiency (SDE). We compare a given hybrid composite index such as the official equally-weighted HDI to...
Persistent link: https://www.econbiz.de/10010555034
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Cover Image
Measuring human development : a stochastic dominance approach
Pinar, Mehmet; Stengos, Thanasēs; Topaloglou, Nikolas - 2012
Persistent link: https://www.econbiz.de/10009571564
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