Showing 1 - 10 of 202
Un conjunto de modelos GARCH multivariados son estimados y su validez empírica comparada a partir del cálculo de la medida VaR, para los retornos diarios de la tasa de cambio nominal del peso colombiano con respecto al dólar americano, euro, libra esterlina y yen japonés en el periodo...
Persistent link: https://www.econbiz.de/10005768244
For policy makers and business cycles analysts is important to count on variables that anticipate points of inflection in economic activity. This paper studies aggregate real money balances as leader indicator of the economic activity based on a Probit mo
Persistent link: https://www.econbiz.de/10005730144
The estimation of the sample size is a crucial part of the planning process of a survey and it can be accomplished in different ways, some of them require information not available or that may be obtained with a substantial cost. The estimation of the sample size can be done by using the design...
Persistent link: https://www.econbiz.de/10010322635
In the estimation of proportions using simple random sampling, the maximum value of the variance can be used to compute the sample size when there is no information of the variable of interest. We extend this result to the estimation of proportions under two-stage cluster sampling with equal...
Persistent link: https://www.econbiz.de/10010392396
In stratified sampling there are designs with one unit selected per stratum or when one is willing to make estimations on unplanned domains with one unit in some strata. In these cases the variance is generally estimated by the collapsed strata method, which requires identification of the strata...
Persistent link: https://www.econbiz.de/10011788926
Persistent link: https://www.econbiz.de/10010285482
In the estimation of proportions using simple random sampling, the maximum value of the variance can be used to compute the sample size when there is no information of the variable of interest. We extend this result to the estimation of proportions under two-stage cluster sampling with equal...
Persistent link: https://www.econbiz.de/10010370872
In stratified sampling there are designs with one unit selected per stratum or when one is willing to make estimations on unplanned domains with one unit in some strata. In these cases the variance is generally estimated by the collapsed strata method, which requires identification of the strata...
Persistent link: https://www.econbiz.de/10011439866
Persistent link: https://www.econbiz.de/10008758761
The estimation of the sample size is a crucial part of the planning process of a survey and it can be accomplished in different ways, some of them require information not available or that may be obtained with a substantial cost. The estimation of the sample size can be done by using the design...
Persistent link: https://www.econbiz.de/10009681456