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This manuscript provides an introduction to statistics and probability method. It is structured around three themes developed in five chapters. The first part is an introduction to probability calculations in which we introduce the notions of elementary probability, probabilized spaces, random...
Persistent link: https://www.econbiz.de/10015251014
This paper shows that a multiple regression with two highly correlated explanatory variables, both of them with a near zero correlation with the dependent variable may correspond to a spurious regression or to a homeostatic model, with estimates highly sensible to outliers. The regression method...
Persistent link: https://www.econbiz.de/10009493572
The paper presents the research results on detection of structural breaks in copula models of multivariate time …
Persistent link: https://www.econbiz.de/10009018538
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project...
Persistent link: https://www.econbiz.de/10008791187
La littérature sur l'instabilité macroéconomique couvre un champ extrêmement vaste qui se révèle par le spectre très large de mesures utilisées pour appréhender ce phénomène. Le choix de la mesure de l'instabilité macroéconomique apparait généralement peu discuté sous le...
Persistent link: https://www.econbiz.de/10014000796
The methodology of cointegration filled the void that existed between economic theorists and econometricians in understanding the dynamics, equilibrium and reliability bias of macroeconomic and financial analysis, which is subject to revision non-stationary behavior. This article provides a...
Persistent link: https://www.econbiz.de/10015237124
Les taux de défaut sont des séries couramment utilisées dans les simulations de crise. Au Canada comme dans beaucoup d'autres pays, on ne dispose pas de séries rétrospectives relatives aux taux de défaut sectoriels sur les prêts bancaires aux entreprises. La connaissance de ces taux est...
Persistent link: https://www.econbiz.de/10010427076
Default rates are series commonly used in stress testing. In Canada, as in many other countries, there are no historical series available for sectoral default rates on bank loans to firms. Knowledge of such data is required to assess the impact of shocks on the balance sheets of financial...
Persistent link: https://www.econbiz.de/10009721455
In developing countries and particular in Senegal the majority of women are poor. Microenterprises created by a part of these women, especially in the informal sector, qualitatively improve their lives and those of their families and arouse increasingly growing interest for public authorities....
Persistent link: https://www.econbiz.de/10015257421
The objective of this work is to analyze the effect of the characteristics socoioeconomic of the woman, characteristics’s eventually of her spouse, on the decision’s couple production investments in specific age in Chad. Results show that the characteristics socoioeconomic influence the...
Persistent link: https://www.econbiz.de/10015262805