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Testing the presence of implicit hiring quotas with application to German universities
Janys, Lena - 2022
Women are underrepresented in academia in general and economics in particular. I introduce a test to detect an under-researched form of hiring bias: implicit quotas. I derive a test under the null hypothesis of gender-blind hiring that requires no additional information about individual hires...
Persistent link: https://www.econbiz.de/10013194261
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Statistical test for the mathematical theory of democracy
Tanguiane, Andranick S. - 2012
"Mathematical Theory of Democracy" by the author at the Faculty of Economics of the Karlsruhe Institute of Technology. One new … published before the German parliamentary elections 2009 and on relevant polls of public opinion. -- Mathematical theory of … gut gelingt. Solche Versuche sind Gegenstand einer Vorlesungsreihe "Mathematische Theorie der Demokratie" des Autors an …
Persistent link: https://www.econbiz.de/10009505438
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The day-of-the-week effect revisited : an alternative testing approach
Alt, Raimund; Fortin, Ines; Weinberger, Simon - 2002
This paper questions traditional approaches for testing the day-of-the-week effect on stock returns. We propose an alternative approach based on the closure test principle introduced by Marcus, Peritz and Gabriel (1976), which has become very popular in Biometrics and Medical Statistics. We test...
Persistent link: https://www.econbiz.de/10009725480
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Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books : a multivariate nonparametric approach
Gaißer, Sandra Caterina; Memmel, Christoph; Schmidt, Rafael - 2009
so far. One reason is certainly the increasing complexity of the statistical theory, which is commonly referred to as the … the copula theory with the aim of detecting significant long-term level changes in the supervisory portfolio's dependence … ; multivariate Spearman's rho ; time-varying copula ; asymptotic test theory ; hierarchical testing ; control chart theory …
Persistent link: https://www.econbiz.de/10003846947
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Time Dynamic and Hierarchical Dependence Modelling of an Aggregated Portfolio of Trading Books : A Multivariate Nonparametric Approach
Gaisser, Sandra - 2016
so far. One reason is certainly the increasing complexity of the statistical theory, which is commonly referred to as the … the copula theory with the aim of detecting significant long-term level changes in the supervisory portfolio's dependence …
Persistent link: https://www.econbiz.de/10012989258
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
The empirical joint distribution of return-pairs on stock indices displays high tail-dependence in the lower tail and low tail-dependence in the upper tail. The presence of tail-dependence is not compatible with the assumption of (conditional) joint normality. The presence of asymmetric-tail...
Persistent link: https://www.econbiz.de/10009725481
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A semiparametric analysis of conditional income distributions
Sohn, Alexander; Klein, Nadja; Kneib, Thomas - In: Schmollers Jahrbuch : journal of contextual economics 135 (2015) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10011491456
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002
regression model. Asymptotic distribution theory is developed for the estimation method which enjoys the same rate of convergence … as univariate function estimation. For the test statistic, asymptotic normal theory is established. These theoretical …
Persistent link: https://www.econbiz.de/10009627286
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On the existence of moments : With an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Stock returns are often modeled as having infinite second or fourth moments with consequences for test statistics which have not yet been fully explored. Conclusions on the existence of moments are usually drawn from a generalized Pareto or simple Pareto tail index estimate. In a recent study...
Persistent link: https://www.econbiz.de/10010467717