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A nonparametric method for predicting survival probabilities
Klaauw, Bas van der; Vriend, Sandra - 2015
Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...
Persistent link: https://www.econbiz.de/10011391532
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The event-history approach to program evaluation
Abbring, Jaap H. - 2007
-Markov event-history model, discussits application to program evaluation, and analyze its empirical content.The results of this …
Persistent link: https://www.econbiz.de/10011349178
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Equilibrium directed search with multiple applications
Albrecht, James W.; Gautier, Pieter; Vroman, Susan B. - 2005
We analyse a model of equilibrium directed search in a large labour market. Each worker, observing the wages posted at all vacancies, makes a fixed, finite number of applications, a. We allow for the possibility of ex post competition should more than one vacancy want to hire the same worker....
Persistent link: https://www.econbiz.de/10011332815
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Matching with multiple applications
Albrecht, James W.; Gautier, Pieter; Vroman, Susan B. - 2001
We analyze the implications of multiple applications by job seekers for the microfoundations of the matching function …
Persistent link: https://www.econbiz.de/10011317448
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Transfers and exchange-stability in two-sided matching problems
Lazarova, Emiliya A.; Borm, Peter; Estévez-Fernández, … - 2014
In this paper we consider one-to-many matching problems where the preferences of the agents involved are represented by … matching to a matching of maximum total reward, one can always provide a compensation schedule that will be ex-post stable in … uses the fact that the core of an associated compensation matching game with constraints is nonempty. …
Persistent link: https://www.econbiz.de/10010373726
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Level-slope-curvature : fact or artefact?
Lord, Roger; Pelsser, Antoon André Jean - 2005
The first three factors resulting from a principal components analysis of term structure data are in the literature typically interpreted as driving the level, slope and curvature of the term structure. Using slight generalisations of theorems from total positivity, we present sufficient...
Persistent link: https://www.econbiz.de/10011346478
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A stochastic recurrence equation approach to stationarity and phi-mixing of a class of nonlinear ARCH models
Blasques, Francisco; Nientker, Marc - 2017
This article generalises the results of Sadi and Zakoian (2006) to a considerably larger class of nonlinear ARCH models with discontinuities, leverage e ects and robust news impact curves. We propose a new method of proof for the existence of a strictly stationary and phi-mixing solution....
Persistent link: https://www.econbiz.de/10011699508
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A note on the use of syndicated loan data
Mueller, Isabella; Noth, Felix; Tonzer, Lena - 2022
Syndicated loan data provided by DealScan is an essential input in banking research. This data is rich enough to answer urging questions on bank lending, e.g., in the presence of financial shocks or climate change. However, many data options raise the question of how to choose the estimation...
Persistent link: https://www.econbiz.de/10013375325
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Pharmaceutical research strategies
Phlippen, Sandra; Vermeersch, An - 2008
This study analyses 1400 research projects of the top 20 R&D-spending pharmaceuticals to identify the determinants of successful research projects. We provide clear evidence that externally sourced projects and projects involving biotechnologies perform better than internal projects and chemical...
Persistent link: https://www.econbiz.de/10011374419
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The degradation of distorted performance measures
Sloof, Randolph; Praag, Mirjam van - 2008
Baker (2002) has demonstrated theoretically that the quality of performance measures used in compensation contracts hinges on two characteristics: noise and distortion. These criteria, though, will only be useful in practice as long as the noise and distortion of a performance measure can be...
Persistent link: https://www.econbiz.de/10011376645