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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratan...

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013

The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...

Persistent link: https://www.econbiz.de/10011260821

Subjective Well-Being as Welfare Measure: Concepts and Methodology.

Fischer, Justina AV - Volkswirtschaftliche Fakultät, … - 2009

Happiness research is on the rise, but is confounded by competing definitions of subjective well-being based on co-existing concepts, resulting in differing measures and giving rise to different potential policy applications. This paper motivates the societal necessity for using well-being...

Persistent link: https://www.econbiz.de/10005078654

Intermediate economics: Theory and applications

Antonio, Ramon; Alvarez, Rosales; Andres, Jorge; Calvo, … - Volkswirtschaftliche Fakultät, … - 2009

Econometrics is the area of statistics concerned in analyzing economic data, for both economic and business … econometric theory. In particular, topics concerning endogenity, simultaneous equation models, time series and panel data, are … discussed. One special contribution of these class notes is that both theory and applications, using Stata® statistical software …

Persistent link: https://www.econbiz.de/10009654216

A history of the histories of econometrics.

Boumans, Marcel; Dupont-Kieffer, Ariane - Volkswirtschaftliche Fakultät, … - 2011

Understanding the history of econometrics as a modern science also asks for understanding of the development of the …'s distinction between the body and image of knowledge does not only provide a framework to write histories of econometrics, but also …

Persistent link: https://www.econbiz.de/10009401332

Canadian Oil Sands Investments: FOCUS on a Controversial Energy Source

Palombizio, Ennio A.; Borchert, Jan Moritz - Volkswirtschaftliche Fakultät, … - 2009

Rising energy demand and prices, particularly for oil, has led to a search for solutions to quell this increase. With the advent of the Oil Sands, we have stumbled upon an opportunity to increase Oil supplies and thus stabilize prices and satisfy demand. A large portion of the oil sands are...

Persistent link: https://www.econbiz.de/10009402060

Rendimento Acadêmico, o que prediz (e o que não prediz): o caso dos alunos de Ciências Econômicas da UnB

LIMA, Luis C. F. - Volkswirtschaftliche Fakultät, … - 2011

The analysis was based in 240 questionnaires answered by students of economics at University of Brasília. Using them, it was tried to make a whole description of the characteristics of these alumni and, in a second moment, to estimate econometric models to identify the causes of academic...

Persistent link: https://www.econbiz.de/10009422097

The case for higher frequency inflation expectations

Guzman, Giselle C. - Volkswirtschaftliche Fakultät, … - 2011

I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused on three survey measures of expected inflation: the...

Persistent link: https://www.econbiz.de/10009650037

Determinants of Work Animal Density in Tamil Nadu: An Econometric Analysis

Dhas, Albert Christopher - Volkswirtschaftliche Fakultät, … - 2008

From independence, size and composition of bovines in Tamil Nadu showed differential growth pattern. The total bovine population showed an increasing trend up to the early-Sixties and thereafter stagnant till the early Eighties. While the milch animal stock increased steadily, the work animals...

Persistent link: https://www.econbiz.de/10005835753

Building and Using a Small Macroeconometric Model: Klein Model I as an Example

Renfro, Charles G - Volkswirtschaftliche Fakultät, … - 2009

This book describes the estimation and use of Klein Model I, including the formation of the individual equations, the data used for its estimation and the methodology of the construction and use of the model involving the MODLER software and an electronic computer

Persistent link: https://www.econbiz.de/10005835896

First Derivatives of the log-L for the multivariate probit model

Vargas Barrenechea, Martin - Volkswirtschaftliche Fakultät, … - 2007

In this work we found first derivatives for the log likelihood function of the multivariate probit model.

Persistent link: https://www.econbiz.de/10005836456