Showing 1 - 10 of 4,128
2005 Mannheim Innovation Panel in combination with patent information from the European Patent Office provides strong …
Persistent link: https://www.econbiz.de/10013522842
This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...
Persistent link: https://www.econbiz.de/10014018810
Contents -- 1 Introduction -- 2 Linear Spatial Dependence Models -- for Cross-Section Data -- 3 Spatial Panel Data …, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model …
Persistent link: https://www.econbiz.de/10013523008
labor market outcomes for men and women in France and Germany, two countries with different education systems. Using …
Persistent link: https://www.econbiz.de/10013520578
This book offers a comprehensive empirical analysis of continuing vocational training in Germany. Specific issues …This book offers a comprehensive empirical analysis of continuing vocational training in Germany. Specific issues …
Persistent link: https://www.econbiz.de/10013520830
1 Introduction and Outline -- Part I: Internal Migration and the Labor Market -- 2 Panel VAR for Internal Migration …-Trade-FDI -- Part III: Growth, Factor and Final Demand -- 8 Dynamic Simultaneous Equations with Panel Data -- 9 Effects of Capital … the fields of spatial econometrics, panel time-series analysis and structural simultaneous equation modelling to analyse …
Persistent link: https://www.econbiz.de/10013522955
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the...
Persistent link: https://www.econbiz.de/10013520920
This book presents methodologies for the Bayesian estimation of GARCH models and their application to financial risk … paradigm for inference. The next three chapters describe the estimation of the GARCH model with Normal innovations and the … between individuals can be substantial in terms of regulatory capital. The last chapter proposes the estimation of a Markov …
Persistent link: https://www.econbiz.de/10013520959
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …
Persistent link: https://www.econbiz.de/10013522987
variables, to sample selection models, and to event history models, all in the context of maximum likelihood estimation. It …
Persistent link: https://www.econbiz.de/10013520518