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On generating correlated random variables with a given valid or invalid Correlation matrix
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2004
In simulation we often have to generate correlated random variables by giving a reference intercorrelation matrix, R or Q. The matrix R is positive definite and a valid correlation matrix. The matrix Q may appear to be a correlation matrix but it may be invalid (negative definite). With R(m,m)...
Persistent link: https://www.econbiz.de/10005787098
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Dynamics of obesity in Finland
Halicioglu, Ferda - Volkswirtschaftliche Fakultät, … - 2013
The purpose of this research is to study empirically the dynamics of obesity in Finland and provide empirical evidence … intake. The paper employs bounds testing cointegration procedure and augmented causality tests. The empirical results suggest … the existence of cointegration amongst the variables. Augmented Granger causality tests indicate the existence of a long …
Persistent link: https://www.econbiz.de/10011107890
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005789941
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Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
Wagatha, Matthias - Volkswirtschaftliche Fakultät, … - 2007
of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …
Persistent link: https://www.econbiz.de/10005622096
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‘Williamson's Fallacy’ in Estimation of Inter-Regional Inequality
Gluschenko, Konstantin - 2017
When estimating regional inequality, many economists use inequality indices weighted by the regions' shares in the national population. Although this approach is widespread, its adequacy has not received attention in the regional science literature. This paper proves that such approach is...
Persistent link: https://www.econbiz.de/10012943787
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An Automatic Procedure for the Estimation of the Tail Index
Gimeno, Ricardo - 2012
Extreme Value Theory is increasingly used in the modelling of financial time series. The non-normality of stock returns leads to the search for alternative distributions that allows skewness and leptokurtic behavior. One of the most used distributions is the Pareto Distribution because it allows...
Persistent link: https://www.econbiz.de/10013109505
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Participation in pro poor agro based enterprises in Malawi: do households’ poverty levels change automatically?
Pangapanga, Phiriinnocent; Thangalimodzi, Lucy Tembo - Volkswirtschaftliche Fakultät, … - 2012
This paper explores factors that influence households’ engagement in pro poor agro enterprises and examines the impacts of such small and medium scale enterprise on households’ poverty reduction. The paper approaches the objective by estimating a multivariate and data censoring analyses on...
Persistent link: https://www.econbiz.de/10011257995
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Exploring environmental urban policies: a methodological proposal to build a composite indicator measuring urban environmental virtuosity
Ercolano, Salvatore; Romano, Oriana - Volkswirtschaftliche Fakultät, … - 2011
Synthesizing the complex phenomenon of “environment” into a single indicator could leads to a loss of information, which inhibit his use as a reference for the resolution of several issues such as, for example, the allocation of resources. On the other hand it allows to represent the overall...
Persistent link: https://www.econbiz.de/10008866109
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Socioeconomic correlates of mortality in Pakistan
Mohammad, Irfan; Alam, I. - Volkswirtschaftliche Fakultät, … - 1986
This paper disc;usses socioeconomic mortality differentials in Pakistan on the basis of data collected in 1979 from a nationally representative sample of over lO,OOO households in a survey carried out for the Population, Labour Force and Migration (PLM) project of Pakistan Institute of...
Persistent link: https://www.econbiz.de/10011110066
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Healthcare Financing and Health outcomes in Nigeria: A State Level Study using Multivariate Analysis
Riman, Hodo B.; Akpan, Emmanuel S. - Volkswirtschaftliche Fakultät, … - 2012
The study utilizes the multivariate analytical tool to describe the relationship that exists between health care financing, health facility utilization and health outcome in Nigeria. The focus of this research was on women who are of child bearing age and who had given birth to at least one...
Persistent link: https://www.econbiz.de/10011111921