Showing 1 - 10 of 1,135
Persistent link: https://www.econbiz.de/10012152029
We compare and evaluate two different approaches to estimate overall survival curvesfrom censored data of recurrent events: (1) standard survival time analysis, and (2) a multistate framework that explicitly estimates the mortality rate during censored periods. With both models, we estimate...
Persistent link: https://www.econbiz.de/10011869851
Persistent link: https://www.econbiz.de/10001546185
Persistent link: https://www.econbiz.de/10001732452
Persistent link: https://www.econbiz.de/10012700087
Persistent link: https://www.econbiz.de/10011397803
the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …
Persistent link: https://www.econbiz.de/10011301159
In this paper, the authors develop a new estimation method that is suitable for censored models with two high-dimensional fixed effects and that is based on a sequence of least squares regressions, yielding significant savings in computing time and hence making it applicable to frameworks in...
Persistent link: https://www.econbiz.de/10010373786
Persistent link: https://www.econbiz.de/10011517078
We estimate a structural model of the Irish housing and mortgage markets and isolate the role of demand and supply factors in each market. We focus on the pre-2004 period during which house prices and mortgage credit exhibited a stable relationship. We find that mortgage demand is determined by...
Persistent link: https://www.econbiz.de/10010467589