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This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a...
Persistent link: https://www.econbiz.de/10009455950
standard and international trade. The estimation results allow us to formulate some interesting policy conclusions. …
Persistent link: https://www.econbiz.de/10009467122
subsectors, at least not given the used identification strategy. This could be due to the fact that this theory regards the …
Persistent link: https://www.econbiz.de/10009433722
beta-mixing property and the differentiability of its stationary distribution. A robust and efficient estimation scheme for …
Persistent link: https://www.econbiz.de/10009450777
The lognormal distribution is useful in modeling continuous random variables which are greater than or equal to zero. Example scenarios in which the lognormal distribution is used include, among many others: in medicine, latent periods of infectious diseases; in environmental science, the...
Persistent link: https://www.econbiz.de/10009457140
and beta, that can be difficult to estimate. Maximum likelihood and method of moments estimation are possible, though … proposed methods of parameter estimation: 1) a method used in the Program Evaluation and Review Technique (PERT), 2) a … never outperform the maximum likelihood, method of moments, or quantile estimators. We apply these estimation techniques to …
Persistent link: https://www.econbiz.de/10009457237
This dissertation consists of three essays on modeling and parameter estimation for covariance non-stationary processes … estimation in State Space models (SSM). Estimation and inference in non-Gaussian or non-linear models is usually carried out … investigate performance of MM estimation in the series of Monte Carlo simulations for common types of SSM, as well as for several …
Persistent link: https://www.econbiz.de/10009431199
Longitudinal panel studies of large, random samples of business start-ups captured at the pre-operational stage allow …
Persistent link: https://www.econbiz.de/10009438227
In the developed world the importance of evidence-based policy is increasingly recognised. Panel studies – a long … gather information about the same people or communities over a number of years. Panel studies distinguish between transitory … starting panel studies. This paper identifies challenges that arise in panel studies and shows possible ways to address them …
Persistent link: https://www.econbiz.de/10009441485
first where longitudinal data is available for studying the process of internationalisation. The data comes from a panel …-95. Around 47% of the enterprises in the panel exhibit development of their export quotas which can be explained by an …
Persistent link: https://www.econbiz.de/10009465925