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Reappraising medfly longevity : a quantile regression survival analysis
Koenker, Roger; Geling, Olga - 1999
-specific mortality in a population of roughly 1.2 million Mediterranean fruit flies (Ceratitis Capitata). The quantile regression … mortality rates at advanced ages, and the gender cross-over effect in survival functions for medflies. …
Persistent link: https://www.econbiz.de/10009580464
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Self-rated and changes in self-rated health as predictors of mortality : first evidence from german panel data
Schwarze, Johannes; Andersen, Hanfried H.; Anger, Silke - 2002
Background: Studies from several countries have shown that self-rated health is an independent predictor of mortality … individuals and (ii) changes in self-rated health, as predictors of mortality for Germany. Methods: A sub-sample of 3 … in self-rated health on predictions of mortality. Results: We find that, while currently self-rated health is shown to be …
Persistent link: https://www.econbiz.de/10009626677
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Preemption in capacity and price determination : a study of endogenous timing of decisions for homogeneous markets
Güth, Sandra; Güth, Werner - 1998 - Rev.
The theory of industrial organization has experienced an impressive boom by using the methods of (non-cooperative) game … theory. The conclusions depend, however. crucially on subtle details of the market decision processes about which there exist …
Persistent link: https://www.econbiz.de/10009578566
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Price variability and price dispersion in a stable monetary environment : evidence from German retail markets
Fengler, Matthias R.; Winter, Joachim - 2000
rates of price change and price dispersion, both at the level of individual products and product groups. However, we find no …
Persistent link: https://www.econbiz.de/10009612033
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Quantile hedging
Föllmer, Hans; Leukert, Peter - 1998
In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling...
Persistent link: https://www.econbiz.de/10009574876
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the appealing model formulation and the careful specification and adjustment...
Persistent link: https://www.econbiz.de/10009574877
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The monetary model of the exchange rate : a structural interpretation
Moersch, Mathias; Nautz, Dieter - 1998
We emphasize the importance of properly identifying the long-run relations underlying the monetary model of the exchange rate. The separate estimation of long-run money demands leads to a "structural" error correction equation which allows an interpretation of the various channels affecting the...
Persistent link: https://www.econbiz.de/10009574885
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Sequential versus independent commitment : an indirect evolutionary analysis of bargaining rules
Güth, Werner - 1998 - Rev.
Rational bargaining behavior depends crucially on the rules of bargaining, especially on whether parties decide sequentially or independently. Whereas in ultimatum bargaining the proposer can exploit the responder, independent commitments result in more balanced payoffs. To limit the scope of...
Persistent link: https://www.econbiz.de/10009574886
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Smooth discrimination analysis
Mammen, Enno; Cybakov, Aleksandr B. - 1998
Discriminant analysis for two data sets in IRd with probability densities f and g can be based on the estimation of the set G = {x : f(x) ≥ g(x)}. We consider applications where it is appropriate to assume that the region G has a smooth boundary. In particular, this assumption makes sense if...
Persistent link: https://www.econbiz.de/10009574887
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Local risk-minimization under transaction costs
Lamberton, Damien; Pham, Huyên; Schweizer, Martin - 1998
We propose a new approach to the pricing and hedging of contingent claims under transaction costs in a general incomplete market in discrete time. Under the assumptions of a bounded mean-variance tradeoff, substantial risk and a nondegeneracy condition on the conditional variances of asset...
Persistent link: https://www.econbiz.de/10009576212