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system in these countries may have resulted in the establishment of the above-mentioned nonlinear relationship. …
Persistent link: https://www.econbiz.de/10005055498
the likelihood of a person being identified. Methods: In 1998, we developed a nonparametric method for analyzing …
Persistent link: https://www.econbiz.de/10005836436
This paper generalizes the nonparametric approach to option pricing of Stutzer (1996) by demonstrating that the … the clean analytic structure of imposing moment restrictions to price options, yet demonstrates that the nonparametric …
Persistent link: https://www.econbiz.de/10005059107
nonparametric robust approach which allows us to consider a mixed set of individual and institutional variables that can affect the …
Persistent link: https://www.econbiz.de/10011109972
the last decade. The aim of this paper is to study the nonparametric variance ratio approach suggested by Nielsen for the …
Persistent link: https://www.econbiz.de/10011113446
The choice of a specific distribution for random parameters of discrete choice models is a critical issue in transportation analysis. Indeed, various pieces of research have demonstrated that an inappropriate choice of the distribution may lead to serious bias in model forecast and in the...
Persistent link: https://www.econbiz.de/10011114386
The intention of this study was to investigate whether the causal inference between savings and economic growth in Malaysia is sensitive to the particular causality tests employed to ascertain the causal relationship. This study covered quarterly data from 1991:Q1 to 2006:Q3. The results...
Persistent link: https://www.econbiz.de/10011114503
Let U be an unobserved random variable with compact support and let e_t be unobserved i.i.d. random errors also with compact support. Observe the random variables V_t, X_t, and Y_t = 1{U +d X_t+e_t V_t}, t = T, where d is an unknown parameter. This type of model is relevant for many stated...
Persistent link: https://www.econbiz.de/10005623369
Research on intergenerational mobility has often treated outcomes such as schooling and earnings as being imperfectly transmitted from one parent to a child. But because the characteristics of both parents are important in shaping children’s outcomes, the way in which a generation of parents...
Persistent link: https://www.econbiz.de/10011267887
Improvement in the living conditions of workers is an important objective of development planners and India is no exception. The crux of this lies in returns from work, or wage level. While non-wage aspects are important, wage level is the most pertinent indicator of condition of workers and...
Persistent link: https://www.econbiz.de/10011259901