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In this paper we develop a joint non-parametric approach to the problem of the decomposition of bond yields and CDS spreads. The proposed approach is essentially an infinite-dimensional modification of the Heath-Jarrow-Morton framework and is general enough to capture even very non-trivial...
Persistent link: https://www.econbiz.de/10013085033
This paper develops a specification of the credit scoring model with high discriminatory power to analyze data on loans at the retail banking market. Parametric and non- parametric approaches are employed to produce three models using logistic regression (parametric) and one model using...
Persistent link: https://www.econbiz.de/10013095290
Most econometric analyses of patent data rely on regression methods using a parametric form of the predictor for modeling the dependence of the response in focus on given covariates. These methods often lack the capability of identifying non-linear relationships between dependent and independent...
Persistent link: https://www.econbiz.de/10014075696
In this paper a semiparametric stochastic metafrontier approach is used to obtain insight into firm level competitiveness in Europe. We differ from standard TFP studies at the firm level as we simultaneously allow for inefficiency, noise and do not impose a functional form on the input-output...
Persistent link: https://www.econbiz.de/10013050095
Persistent link: https://www.econbiz.de/10010390396
Persistent link: https://www.econbiz.de/10003333500
In this paper a semiparametric stochastic metafrontier approach is used to obtain insight into firmlevel competitiveness in Europe. We differ from standard TFP studies at the firm level as we simultaneously allow for inefficiency, noise and do not impose a functional form on the input-output...
Persistent link: https://www.econbiz.de/10011589017
Most econometric analyses of patent data rely on regression methods using a parametric form of the predictor for modeling the dependence of the response given certain covariates. These methods often lack the capability of identifying non-linear relationships between dependent and independent...
Persistent link: https://www.econbiz.de/10002531480
Persistent link: https://www.econbiz.de/10015066153
Persistent link: https://www.econbiz.de/10002100463