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/or noninvertible ARMA models and all-pass models, our estimation theory does allow for Gaussian innovations. We give conditions under …
Persistent link: https://www.econbiz.de/10010500222
Shear forming is a versatile process for manufacturing complex lightweight components which are required in increasing numbers by many different industries. Inherent advantages of the process are simple tooling, low tool costs, good external and internal surface quality, close dimensional...
Persistent link: https://www.econbiz.de/10010296684
Sales force management decisions belong to the major issues considered in marketing research. Among others, the alignment of sales territories has been one of the main field of work for years. Recent results have reported a strong impact of the alignment of sales territories on profit, and,...
Persistent link: https://www.econbiz.de/10011558753
The study concentrates on an analysis of the Czech stock market performed by an application of DCC MV GARCH model of Engle (2002). Data sample including years from 1994 to 2009 is represented by daily returns of Prague Stock Exchange index and other 11 major stock indices. There is found an...
Persistent link: https://www.econbiz.de/10010322302
Since the end of the 2000s, the question of the decline of French medium-sized towns has become central within the scientific and public debate. More specifically, two processes are underlined: the devitalisation of city centres on the one hand, and urban shrinkage on the other hand. The...
Persistent link: https://www.econbiz.de/10012496891
Rating variables indicate the extent to which a quality is present, or absent, in a unit of observation. In this paper, we discuss a class of non-linear regression models for rating dependent variables and their estimation by parametric and semiparametric methods. An application to life...
Persistent link: https://www.econbiz.de/10011601014
This paper considers quasi-maximum likelihood estimations of a dynamic approximate factor model when the panel of time series is large. Maximum likelihood is analyzed under different sources of misspecification: omitted serial correlation of the observations and cross-sectional correlation of...
Persistent link: https://www.econbiz.de/10011604720
Persistent link: https://www.econbiz.de/10012503184
A three parameter (location, scale, shape) generalization of the logistic distribution is fitted to data. Local maximum likelihood estimators of the parameters are derived. Although the likelihood function is unbounded, the likelihood equations have a consistent root. ML-estimation combined with...
Persistent link: https://www.econbiz.de/10010324051
This paper presents an empirical examination of oligopoly pricingand consumer search. The theoretical model allows for sequential andnon-sequential search and using the theoretical restrictions firm andconsumer behavior impose on the data we study the empirical validity of themodels. Two...
Persistent link: https://www.econbiz.de/10010325459