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In search of robust methods for dynamic panel data models in empirical corporate finance
Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of Banking & Finance 53 (2015) C, pp. 84-98
simulations show that the instrumental variable and GMM estimators are unreliable, and sensitive to the presence of unobserved …
Persistent link: https://www.econbiz.de/10011209851
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In search of the best zero coupon yield curve for Nairobi securities exchange : interpolation methods vs. parametric models
Muthoni, Lucy - In: Journal of mathematical finance 5 (2015) 4, pp. 360-376
Persistent link: https://www.econbiz.de/10011439125
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Foreword to the special issue: multidimensional objective functions and institutions : efficiency assessment of public services
Berbegal-Mirabent, Jasmina; Lafuente, Esteban - In: Socio-economic planning sciences : the international … 81 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013255752
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Over-identified doubly robust identification and estimation
Lewbel, Arthur; Choi, Jin-young; Zhou, Zhuzhu - In: Journal of econometrics 235 (2023) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
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No effect and lack-of-fit permutation tests for functional regression
Cardot, Hervé; Prchal, Luboš; Sarda, Pascal - In: Computational Statistics 22 (2007) 3, pp. 371-390
Persistent link: https://www.econbiz.de/10005613182
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On the deterministic solution of multidimensional parametric models using the Proper Generalized Decomposition
Pruliere, E.; Chinesta, F.; Ammar, A. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 4, pp. 791-810
This paper focuses on the efficient solution of models defined in high dimensional spaces. Those models involve numerous numerical challenges because of their associated curse of dimensionality. It is well known that in mesh-based discrete models the complexity (degrees of freedom) scales...
Persistent link: https://www.econbiz.de/10011051201
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Potential, Risks, and Ethical Implications of Decentralized Insurance
Singhal, Nikita; Goyal, Shikha; Singhal, Tanmay - 2024
Chapter 1: Decentralized Insurance: Reshaping the Future of Coverage -- Chapter 2: Decentralized Insurance Business Models: Benefits and Ethical Dilemmas -- Chapter 3: Decentralized Insurance Platforms: Innovation and Technology for Trust and Efficiency -- Chapter 4: Regulatory, Economic, and...
Persistent link: https://www.econbiz.de/10015053288
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Tail Risk in a Retail Payments System
Sabetti, Leonard; Jacho-Chávez, David T.; Petrunia, Robert - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 3-4, pp. 353-369
Abstract In this paper, we study a credit risk (collateral) management scheme for the Canadian retail payment system designed to cover the exposure of a defaulting member. We estimate ex ante the size of a collateral pool large enough to cover exposure for a historical worst-case default...
Persistent link: https://www.econbiz.de/10014609661
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Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
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Adapting extreme value statistics to financial time series : dealing with bias and serial dependence
Haan, Laurens de; Mercadier, Cécile; Chen Zhou - In: Finance and stochastics 20 (2016) 2, pp. 321-354
Persistent link: https://www.econbiz.de/10011471063