Search Results - subject:"SNP"

Basel III countercyclical bank capital buffer estimation and its relation to monetary policy

Rendón, Juan F.; Cortés, Lina M.; Perote, Javier - In: Journal of economics and business 130 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015066101

Prudential regulation and bank solvency based on flexible distributions : an example for evaluating the impact of monetary policy

Rendón, Juan F.; Cortés, Lina M.; Perote, Javier - In: The world economy : the leading journal on … 46 (2023) 9, pp. 2780-2807

Persistent link: https://www.econbiz.de/10014362618

Multivariate dynamics between emerging markets and digital asset markets : an application of the SNP-DCC model

Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Emerging markets review 56 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014478653

Innovative difference based on genetic distance model : an empirical analysis of technology innovation

Xiao, Zhenhong; Kim, Kwanghun; Ri, Kumchol - In: International journal of technology management : IJTM 88 (2022) 1, pp. 34-50

Persistent link: https://www.econbiz.de/10013258050

Estimation of ordered response models with sample selection

Luca, Giuseppe De; Perotti, Valeria - In: Stata Journal 11 (2011) 2, pp. 213-239

We introduce two new Stata commands for the estimation of an or- dered response model with sample selection. The opsel command uses a standard maximum-likelihood approach to fit a parametric specification of the model where errors are assumed to follow a bivariate Gaussian distribution. The...

Persistent link: https://www.econbiz.de/10009221537

SNP and SML estimation of univariate and bivariate binary-choice models

Luca, Giuseppe De - In: Stata Journal 8 (2008) 2, pp. 190-220

We discuss the semi-nonparametric approach of Gallant and Nychka (1987, Econometrica 55: 363-390), the semiparametric maximum likelihood ap- proach of Klein and Spady (1993, Econometrica 61: 387-421), and a set of new Stata commands for semiparametric estimation of three binary-choice models....

Persistent link: https://www.econbiz.de/10005748339

Integration of Medicare and Medicaid for Dually Eligible Beneficiaries: State Efforts Inside and Outside Demonstration Authority

Verdier, James M. - Mathematica Policy Research - 2015

Persistent link: https://www.econbiz.de/10011212129

Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers

León, Ángel; Moreno, Manuel - Departamento de Métodos Cuantitativos y Teoría … - 2015

-form expressions for PMs under a more ﬂexible density like the SNP density which nests the GC density. …

Persistent link: https://www.econbiz.de/10011188471

Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach

Hou, Yang; Li, Steven; Wen, Fenghua - In: Energy economics 83 (2019), pp. 119-143

Persistent link: https://www.econbiz.de/10012175247

Effectiveness of Alternative Ways of Implementing Care Management Components in Medicare D-SNPs: The Brand New Day Study

Zurovac, Jelena; Brown, Randy; Schmitz, Bob; Chapman, … - Mathematica Policy Research - 2014

This study compares key patient outcomes at Brand New Day, a Medicare SNP for dual eligibles with severe mental illness …

Persistent link: https://www.econbiz.de/10011100612