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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

Flexible Approximation of Subjective ExpectationsUsing Probability Questions:An Application to the Investment Game

Bellemare, Charles; Bissonnette, Luc R.; Kröger, Sabine - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2007

We use spline interpolation to approximate the subjective cumulative distribution function ofan economic agent over the future realization of a continuous (possibly censored) randomvariable. The method proposed exploits information collected using a small number ofprobability questions on...

Persistent link: https://www.econbiz.de/10005861529

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

JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models

Winschel, Viktor; Krätzig, Markus - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

We present an object-oriented software framework allowing to specify, solve, and estimate nonlinear dynamic general equilibrium (DSGE) models. The implemented solution methods for finding the unknown policy function are the standard linearization around the deterministic steady state, and a...

Persistent link: https://www.econbiz.de/10005860533

Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality

Winschel, Viktor; Krätzig, Markus - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008

We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids. The Smolyak operator underlying the sparse grids approach frees global approximation from the curse of dimensionality and we apply it to a Chebyshev approximation of the...

Persistent link: https://www.econbiz.de/10005860578

Integrating latent variables in discrete choice models How higher-order values andattitudes determine consumer choice

Temme, Dirk; Paulssen, Marcel; Dannewald, Till - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

Integrated choice and latent variable (ICLV) models represent a promising newclass of models which merge classic choice models with the structural equation approach (SEM) for latent variables. Despite their conceptual appeal, to date applications of ICLV models in marketing are still rare. The...

Persistent link: https://www.econbiz.de/10005860833

PLS Path Modeling - A Software Review

Temme, Dirk; Kreis, Henning; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006

After years of stagnancy, PLS path modeling has recently attracted renewed interest from applied researchers in marketing. At the same time, the availability of software alternatives to Lohmöllers LVPLS package has considerably increased (PLS-Graph, PLS-GUI, SPAD-PLS, SmartPLS). To help the...

Persistent link: https://www.econbiz.de/10005861232

Estimation with the Nested Logit Model : Specifications and Software Particularities

Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - Sonderforschungsbereich Ökonomisches Risiko <Berlin>

Due to its ability to allow and account for similarities between pairs of alternatives, the nested logit model is increasingly used in practical applications. However the fact that there are two different specifications of the nested logit model has not received adequate attention. The utility...

Persistent link: https://www.econbiz.de/10005854714

When Uncertainty Blows in the Orchard: Comovementand the Equilibrium Volatility Risk Premia

Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - Swiss National Centre of Competence in Research North … - 2010

equilibriumvolatility and correlation risk premia. In our economy, uncertainty is linked to both firm-specific and market-wide signals …: Greatersubjective uncertainty or higher disagreement on the market-wide signal imply a larger correlation of beliefs, a strongerco …-movement of stock returns, and a substantial correlation risk premium generated by the endogenous optimal risksharingamong …

Persistent link: https://www.econbiz.de/10009305103

Gier und Größenwahn? – Zur Wirtschaftsethik derWirtschaftskrise

Pies, Ingo - Forschungscenter Betriebliche Immobilienwirtschaft … - 2009

Dieser Beitrag skizziert ein wirtschaftsethisches Gesprächsangebot an die Theologie.Aus der Perspektive des ordonomischen Ethik-Ansatzes werden methodisch drei kategorialeDenkfehler identifiziert: ein intentionalistischer, ein moralistischer und ein individualethischerFehlschluss.[...]

Persistent link: https://www.econbiz.de/10005870657

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