Similar Search Results

Statistics E-learning Platforms Evaluation: Case Study

Ahmad, Taleb; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

students views? In this paper,we consider evaluate e-learning systems in statistics. We make an evaluation study, weanalyze a … students sample of the methods: Factor analysis, Logit model. The commonaim of this evaluation is to provide data to justify …. Thequestionnaire covers information about e-learning evaluation criterias. Some of thesecriterias are: Navigability, applicability …

Persistent link: https://www.econbiz.de/10005862546

Extreme Value Theory for Tail-Related Risk Measures

Kellezi, Evis; Gilli, Manfred - 2000

This paper introduces the fundamentals of extreme value theory as well as practical aspects for estimating and assessing statistical models for tail-related risk measures.

Persistent link: https://www.econbiz.de/10005843224

Econometric Causality

Heckman, James J. - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2008

This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New causal parameters are defined and identified to address specific policy problems...

Persistent link: https://www.econbiz.de/10005860258

Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing

Hlávka, Zdeněk; Pešta, Michal - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

State price density (SPD) contains important information concerning market expectations. In existing literature, a constrained estimator of the SPD is found by nonlinear least squares in a suitable Sobolev space...

Persistent link: https://www.econbiz.de/10005854964

Robust GMM Tests for Structural Breaks

Gagliardini, Patrick; Trojani, Fabio; Urga, Giovanni - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

We propose a class of new robust GMM tests for endogenous structural breaks. The tests are based on supremum and average statistics derived from robust GMM estimators with a bounded influence function. They imply a bounded linearized asymptotic bias of size and power under local model...

Persistent link: https://www.econbiz.de/10005858906

Value Chain AnalysisMethodologies in the Context ofEnvironment and Trade Research

Faße, Anja; Grote, Ulrike; Winter, Etti - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2009

equilibrium models, econometrics, and globalcommodity chain analysis. Accounting of flows includes different physical (e.g. life …

Persistent link: https://www.econbiz.de/10005867301

Testing for Stochastic Dominance Efficiency

Scaillet, Olivier; Topaloglou, Nikolas - Institut für Schweizerisches Bankwesen <Zürich> - 2008

We consider consistent tests for stochastic dominance efficiency at any order of a given portfolio with respect to all possible portfolios constructed from a set of assets. We justify block bootstrap approaches to achieve valid inference in a time series setting. The test statistics are computed...

Persistent link: https://www.econbiz.de/10005858776

On the Utility of E-Learning in Statistics

Härdle, Wolfgang; Klinke, Sigbert; Ziegenhagen, Uwe - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

Students of introductory courses consider statistics as particularly difficult,as the understanding of the underlying concepts may require more time andenergy than for other disciplines. For decades statisticians have tried to enhanceunderstanding with the help of technical solutions such as...

Persistent link: https://www.econbiz.de/10005860985

Using Wiki to Build an E-learning System in Statistics in Arabic Language

Ahmad, Taleb; Härdle, Wolfgang; Klinke, Sigbert - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

E-learning plays an important role in education as it supports online education viacomputer networks and provides educational services by utilising information technologies. We present a case study describing the development of an Arabic language elearning course in statistics. Discussed are...

Persistent link: https://www.econbiz.de/10005861014

Computational Statistics and Data Visualization

Unwin, Antony; Chen, Chun-houh; Härdle, Wolfgang - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2007

This book is the third volume of the Handbook of Computational Statisticsand covers the field of Data Visualization. In line with the companion volumes,it contains a collection of chapters by experts in the field to present readerswith an up-to-date and comprehensive overview of the state of the...

Persistent link: https://www.econbiz.de/10005861043