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Robustness and separation in multidimensional screening
Carroll, Gabriel - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 2, pp. 453-488
Persistent link: https://www.econbiz.de/10011778664
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Autoregressive conditional duration models in finance : a survey of the theoretical and empirical literature
Pacurar, Maria - In: Journal of economic surveys 22 (2008) 4, pp. 711-751
Persistent link: https://www.econbiz.de/10003748679
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The Nash bargaining two-tier stochastic frontier model
Papadopoulos, Alecos - In: Essays in honor of Subal Kumbhakar, (pp. 439-476). 2024
Persistent link: https://www.econbiz.de/10014560624
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Modern econometric analysis : theory and applications
Okimoto, Tatsuyoshi - 2005
Persistent link: https://www.econbiz.de/10003905688
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A copula approach to test asymmetric information with applications to predictive modeling
Shi, Peng; Valdez, Emiliano - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 226-239
Persistent link: https://www.econbiz.de/10009242030
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Contracts with endogenous information
Szalay, Dezsö - In: Games and economic behavior 65 (2009) 2, pp. 586-625
Persistent link: https://www.econbiz.de/10003841179
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A Copula Approach to Test Asymmetric Information with Applications to Predictive Modeling
Shi, Peng; Valdez, Emiliano A. - 2011
In this article, we provide an alternative evidence of asymmetric information in automobile insurance based on a copula … model. We use the Frank’s copula to jointly model the type of policy coverage chosen and the number of accidents, with the … in the economics of insurance literature, or both. We calibrated our copula model using a one-year cross …
Persistent link: https://www.econbiz.de/10014191732
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Commodity market financialization, herding and signals : an asymmetric GARCH R-vine copula approach
Qin, Xiao; Yan, Meilan; Zhang, Dalu - In: International review of financial analysis 89 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466342
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Robustness of equilibrium in the Kyle model of informed speculation
Boulatov, Alex; Bernhardt, Dan - In: Annals of finance 11 (2015) 3/4, pp. 297-318
Persistent link: https://www.econbiz.de/10011458996
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Informational robustness in intertemporal pricing
Libgober, Jonathan; Mu, Xiaosheng - In: The review of economic studies : RES 88 (2021) 3, pp. 1224-1252
Persistent link: https://www.econbiz.de/10012546279