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Modern econometric analysis : theory and applications
Okimoto, Tatsuyoshi - 2005
Persistent link: https://www.econbiz.de/10003905688
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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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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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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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Contracts with endogenous information
Szalay, Dezső - In: Games and economic behavior 65 (2009) 2, pp. 586-625
Persistent link: https://www.econbiz.de/10003841179
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Asymmetric information, security design, and the pecking (dis)order
Fulghieri, Paolo; García, Diego; Hackbarth, Dirk - 2015
Persistent link: https://www.econbiz.de/10011300202
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Nonparametric testing for asymmetric information
Su, Liangjun; Spindler, Martin - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
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Aggregation and the law of large numbers in large economies
Najjar, Nabil I. al- - In: Games and economic behavior 47 (2004) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10002054677
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Probability logic for type spaces
Heifetz, Aviad; Mongin, Philippe - In: Games and economic behavior 35 (2001) 1/2, pp. 31-53
Persistent link: https://www.econbiz.de/10001583407