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Power fluctuations in stochastic models of dissipative systems

Farago, Jean - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 69-89

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a nontrivial stationary state. We discuss the results and...

Persistent link: https://www.econbiz.de/10010873339

Analyzing Statistical Discrepancy.

Bewley, R.; Milbourne, R. - School of Economics, UNSW Business School - 1992

Persistent link: https://www.econbiz.de/10005664136

Improving the Sensitivity of Data Envelopment Analysis by Reducing Dimensionality.

Fox, K.J.; Hill; R.J. - School of Economics, UNSW Business School - 1996

Sata Envelopment Analysis (DEA) of efficiency is highly sensitive to the level of aggregation. Generally as the number of inputs and outputs increase, differences in measured relative efficiency across firms decrease. This paper advocates using the EKS index number formula to aggreagte inputs...

Persistent link: https://www.econbiz.de/10005664138

Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances

Pierce, David A.; Bauer, Laura L. - Federal Reserve Board (Board of Governors of the … - 1989

Persistent link: https://www.econbiz.de/10005721002

Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?

Eichner, Matthew J.; Kohn, Donald L.; Palumbo, Michael G. - Federal Reserve Board (Board of Governors of the … - 2010

Although the instruments and transactions most closely associated with the financial crisis of 2008 and 2009 were novel, the underlying themes that played out in the crisis were familiar from previous episodes: Competitive dynamics resulted in excessive leverage and risk-taking by large,...

Persistent link: https://www.econbiz.de/10008498959

Statistics and dynamics

Cohen, E.G.D - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 19-26

The classical statistics of Boltzmann and Gibbs will be discussed. As pointed out long ago by Einstein, there is a … connection of the statistics applicable to a system and its underlying dynamics. This follows, for example, from the existence of … quantum (Bose–Einstein or Fermi–Dirac) statistics, where the underlying dynamics is quite different from classical mechanics …

Persistent link: https://www.econbiz.de/10010589892

The maximum entropy principle and the nature of fractals

Pastor-Satorras, R; Wagensberg, J - In: Physica A: Statistical Mechanics and its Applications 251 (1998) 3, pp. 291-302

We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in those patterns. This constraint allows for a new...

Persistent link: https://www.econbiz.de/10010599498

Currency Politics: The Political Economy of Exchange Rate Policy

Frieden, Jeffry A. - Princeton University Press

The exchange rate is the most important price in any economy, since it affects all other prices. Exchange rates are set, either directly or indirectly, by government policy. Exchange rates are also central to the global economy, for they profoundly influence all international economic activity....

Persistent link: https://www.econbiz.de/10011093938

Mastering ’Metrics: The Path from Cause to Effect

Angrist, Joshua D.; Pischke, Jörn-Steffen - Princeton University Press

abuse. Wielding econometric tools with skill and confidence, Mastering 'Metrics uses data and statistics to illuminate the …

Persistent link: https://www.econbiz.de/10011093946

Nonparametric Econometrics: Theory and Practice

Li, Qi; Racine, Jeffrey Scott - Princeton University Press

Until recently, students and researchers in nonparametric and semiparametric statistics and econometrics have had to …

Persistent link: https://www.econbiz.de/10011039192