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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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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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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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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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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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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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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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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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Bootstrapping Log Likelihood and EIC, an Extension of AIC
Ishiguro, Makio; Sakamoto, Yosiyuki; Kitagawa, Genshiro - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 411-434
Persistent link: https://www.econbiz.de/10005395849
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Matlab Software for Spatial Panels
Elhorst, J. Paul - In: International Regional Science Review 37 (2014) 3, pp. 389-405
Elhorst  provides Matlab routines to estimate spatial panel data models at his website. This article extends these routines to include the bias correction procedure proposed by Lee and Yu if the spatial panel data model contains spatial and/or time-period fixed effects, the direct and...
Persistent link: https://www.econbiz.de/10011139307