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Conflict prediction using kernel density estimation
Tapsoba, Augustin - 2022
Persistent link: https://www.econbiz.de/10012813801
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Spurious regressions and panel IV estimation : revisiting the causes of conflict
Christian, Paul; Barrett, Christopher B. - 2022
) estimation. Spurious correlations arising from correlated cycles in finite time horizons can make irrelevant instruments appear … conflict. We offer diagnostic and corrective recommendations for avoiding the pitfalls arising from time series exhibiting …
Persistent link: https://www.econbiz.de/10013414283
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The econometrics of rational partisan theory
Heckelman, Jac C. - In: Applied economics 33 (2001) 3, pp. 417-426
Persistent link: https://www.econbiz.de/10001546050
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Lagged response or omitted predictor : the case of government popularity
Norström, Thor - 1987
Persistent link: https://www.econbiz.de/10013446325
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Evaluating public policy options under deep uncertainty and conflicting objectives : lessons from three case studies in a development context
Ram, Camelia; Montibeller, Gilberto - 2010
Persistent link: https://www.econbiz.de/10008649274
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A critique of the Richardson equations
Beckmann, Klaus; Gattke, Susan; Lechner, Anja-Maria; … - 2016
We review, and extend, one of the classic dynamic models of conflict in economics by Richardson (1919) and Boulding … of conflict. In addition, we explore an incrementalist version of the model as well as a stochastic one and show how this … dynamic conflict. …
Persistent link: https://www.econbiz.de/10011442602
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A tailor-made test of intransitive choice
Baillon, Aurélien; Bleichrodt, Han; Cillo, Alessandra - In: Operations research 63 (2015) 1, pp. 198-211
Persistent link: https://www.econbiz.de/10010519495
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Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - This rev.: May 10, 1999
orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … proposed estimation approach pairs intuitiveappeal with computational efficiency. We evaluate various alternative estimation …
Persistent link: https://www.econbiz.de/10011301159
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - 2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
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Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory
Meyners, Michael - 2002
Analyzing repeated difference tests aims in significance testing for differences as well as in estimating the mean discrimination ability of the consumers. In addition to the average success probability, the proportion of consumers that may detect the difference between two products and...
Persistent link: https://www.econbiz.de/10009770524