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Human factor failure and the comparative structure of jobs
Mars, Gerald - In: Journal of Managerial Psychology 11 (1996) 3, pp. 4-11
offer a generalized theory. Suggests that this can best be effected at the level of middle range theory based on analysis of … theory, that supplies four distinct, exclusive and archetypal workplace structures. Each is associated with a distinct … the four archetypes. Their incumbent attitudes to risk are delineated, as are their typical patterns of industrial …
Persistent link: https://www.econbiz.de/10014888417
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Cognitive Computation: An Exact Bayesian Inference Stochastic Machine
Faix, Marvin; Mazer, Emmanuel; Laurent, Raphaël; … - In: International Journal of Software Science and … 9 (2017) 3, pp. 37-58
Probabilistic programming allows artificial systems to better operate with uncertainty, and stochastic arithmetic provides a way to carry out approximate computations with few resources. As such, both are plausible models for natural cognition. The authors' work on the automatic design of...
Persistent link: https://www.econbiz.de/10012048046
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Model Choice Using the Deviance Information Criterion for Latent Conditional Individual-Level Models of Infectious Disease Spread
Deeth, Lorna E.; Deardon, Rob; Gillis, Daniel J. - In: Epidemiologic Methods 4 (2015) 1, pp. 47-68
Abstract Individual-level models (ILMs) are a class of complex, statistical models that are often fitted within a Bayesian framework, and which can be suitable for modeling infectious disease spread. The deviance information criterion (DIC) is a model comparison tool that is appropriate for...
Persistent link: https://www.econbiz.de/10014590600
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Posterior predictive treatment assignment methods for causal inference in the context of time-varying treatments
Liao, Shirley X.; Henneman, Lucas; Zigler, Cory - In: Epidemiologic Methods 9 (2020) 1
Abstract Marginal structural models (MSM) with inverse probability weighting (IPW) are used to estimate causal effects of time-varying treatments, but can result in erratic finite-sample performance when there is low overlap in covariate distributions across different treatment patterns....
Persistent link: https://www.econbiz.de/10014590649
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Statistical Inference from Boyles' Capability Index
Ho, Linda Lee - In: Stochastics and Quality Control 18 (2003) 1, pp. 43-57
Abstract This paper presents statistical inference procedures from S pn , a process capability index for asymmetrical processes proposed by Boyles. From the frequentist perspective, a conservative lower confidence bound is given. From the Bayesian perspective, the SIR algorithm is used to obtain...
Persistent link: https://www.econbiz.de/10014590750
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A Markov-Chain Sampling Algorithm for GARCH Models
Nakatsuma, Teruo - In: Studies in Nonlinear Dynamics & Econometrics 3 (1998) 2
This paper describes a GAUSS program of a Markov-chain sampling algorithm for GARCH models proposed by Nakatsuma (1998). This algorithm allows us to generate Monte Carlo samples of parameters in a GARCH model from their joint posterior distribution. The samples obtained by this algorithm are...
Persistent link: https://www.econbiz.de/10014620814
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Share prices and accounting variables: a hierarchical Bayesian analysis
Gallizo, José L.; Salvador, Manuel - In: Review of Accounting and Finance 5 (2006) 3, pp. 268-278
a company's most relevant features, which is indirectly consistent with the theory of company life cycles. Originality …/value – The empirical results obtained are of value to support the validity of company life cycle theory.  …
Persistent link: https://www.econbiz.de/10014989515
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Nonexponential Discounting: A Direct Test And Perhaps A New Puzzle
Startz, Richard; Tsang, Kwok Ping - In: The B.E. Journal of Macroeconomics 12 (2012) 1
Abstract Standard models of intertemporal utility maximization assume that agents discount future utility flows at a constant rate—exponential discounting. Euler equations estimated over different time horizons should have equal discount rates but they do not. Rising term yield premia imply...
Persistent link: https://www.econbiz.de/10014588077
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Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables...
Auer, Benjamin R. - In: Jahrbücher für Nationalökonomie und Statistik 232 (2012) 5, pp. 518-544
discount factor parameters in the CAPM of Sharpe (1964), the HCAPM of Jagannathan and Wang (1996) and the CCAPM of Lucas (1978 … the models and that (b) a CAPM using the labour income to consumption ratio as a conditioning variable proves to be the …
Persistent link: https://www.econbiz.de/10014609413
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Long-term prior return patterns in stock and sector returns in India
Sehgal, Sanjay; Jain, Sakshi - In: Journal of Advances in Management Research 11 (2014) 2, pp. 192-210
Jain (2011), the authors observe that weak reversals emerge for the sample stocks. The risk model CAPM fails to account for …). The characteristic sorted portfolios are then regressed on risk factors using one factor (capital asset pricing model … (CAPM)) and multi-factor model (Fama-French (FF) model and four factor model involving three FF factors and an additional …
Persistent link: https://www.econbiz.de/10014839966