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This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to …
Persistent link: https://www.econbiz.de/10010368200
to test for dependence in the labor allocation, addressing the importance of fringe benefits to the farm household, and …
Persistent link: https://www.econbiz.de/10011599794
Abstract We present a list of challenges one faces when given the task of modeling dependence between stochastic … common) pitfalls and fallacies, and we particularly address readers who are new to dependence modeling. The presented list of … challenges is clearly not complete, but it gives a flavor of how difficult and subtle the task of dependence modeling can be …
Persistent link: https://www.econbiz.de/10014622241
The purpose of the final Master study – to evaluate foreign direct investment’s (FDI) dependence, how main economic …
Persistent link: https://www.econbiz.de/10009479102
The primary aim of this thesis is the elucidation of covariate effects on the dependence structure of random variables … via analyses of gestational age-specific twin birth weights and the impact of change in body mass index on the dependence …
Persistent link: https://www.econbiz.de/10009455311
mechanisms at play, from which we derive testable predictions. Using a new measure for countries' dependence on these critical …
Persistent link: https://www.econbiz.de/10011746794
We examine a kernel regression smoother for time series that takes account of the error correlation structure as proposed by Xiao et al. (2008). We show that this method continues to improve estimation in the case where the regressor is a unit root or near unit root process.
Persistent link: https://www.econbiz.de/10010318720
approach of quantile coherency is used to examine the dependence structure between energy and nonenergy commodity pairs at …
Persistent link: https://www.econbiz.de/10012585204
This dissertation research focuses on modeling and evaluating multivariate uncertainties and the dependency between the uncertainties. Managing risk and making strategic decisions under uncertainty is critically important for both individual and corporate success. In this dissertation research,...
Persistent link: https://www.econbiz.de/10009429291
Persistent link: https://www.econbiz.de/10011398009