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In the presence of heteroskedasticity of unknown form, the Ordinary Least Squares parameter estimator becomes inefficient and its covariance matrix estimator inconsistent. Eicker (1963) and White (1980) were the first to propose a robust consistent covariance matrix estimator, that permits...
Persistent link: https://www.econbiz.de/10010750564
We consider a class of linear regression model with extreme distribution noise. We show by a mean of point process technique that the asymptotic distribution of the maximum is the same as the one of the max of the noise process, under specific conditions.
Persistent link: https://www.econbiz.de/10008792210
and commercial trips. This paper proposes a simulation method to carry out a land-use and transport interaction analysis … accessibility and simulation of goods flows is made. Second, the proposed method is presented on the form of a sequential procedure …
Persistent link: https://www.econbiz.de/10010886180
holding period for a real estate asset or portfolio Methodology / approach We use a Monte Carlo simulation framework to …
Persistent link: https://www.econbiz.de/10010933143
Si la simulation est une méthode de recherche de moins en moins obscure en sciences de gestion, son utilisation n … perpétuelle interaction avec leur environnement. À travers deux modèles de simulation illustratifs fondés sur la tradition de la … dynamique des systèmes, il propose de faire apparaitre l'intérêt de la simulation, à la fois pour le chercheur en sciences de …
Persistent link: https://www.econbiz.de/10009651545
, shopping trips and end-consumer deliveries. The simulation approach is able to show the relation between several aspects of …
Persistent link: https://www.econbiz.de/10010898854
-economic analysis. a conceptual framework for logistics and transport pooling systems, as well as a simulation method for strategic …
Persistent link: https://www.econbiz.de/10010898863
This paper presents a modelling approach to characterise private car shopping trips in a city logistics point of view, in order to connect these movements with those belonging to urban freight distribution in the supply chain. The proposed modelling framework is a two-step procedure articulated...
Persistent link: https://www.econbiz.de/10010898978
Cette communication a pour objet de proposer les résultats d'une simulation de l'application de différents scénarios d …
Persistent link: https://www.econbiz.de/10010899139
'appréhender un phénomène multifactoriel, nous adoptons une démarche de modélisation puis de simulation. Nous élaborons un modèle qui …
Persistent link: https://www.econbiz.de/10010899558