Showing 1 - 10 of 21
To complement the evidence-based practice paradigm, the authors argued for a core outcome measure to provide practice-based evidence for the psychological therapies. Utility requires instruments that are acceptable scientifically, as well as to service users, and a coordinated implementation of...
Persistent link: https://www.econbiz.de/10009474472
This article defines standards, discusses the components of standards development, and provides an overview of the use of standards in the credentialing processes of health promotion and education specialists. Credentialing or registering agencies related to health promotion and education in the...
Persistent link: https://www.econbiz.de/10009457886
In this paper, I study the equilibrium pricing of asset shares in the presence of dynamic private information. The market consists of a risk-neutral informed agent who observes the firm value, noise traders and competitive market makers who set share prices using the total order flow as a noisy...
Persistent link: https://www.econbiz.de/10009439871
We use the Cox process (or a doubly stochastic Poisson process) to model the claim arrival process for catastrophic events. The shot noise process is used for the claim intensity function within the Cox process. The Cox process with shot noise intensity is examined by piecewise deterministic...
Persistent link: https://www.econbiz.de/10009440093
Ensemble prediction systems aim to account for uncertainties of initial conditions and model error. Ensemble forecasting is sometimes viewed as a method of obtaining (objective) probabilistic forecasts. How is one to judge the quality of an ensemble at forecasting a system? The probability that...
Persistent link: https://www.econbiz.de/10009440317
This paper presents a Markov chain Monte Carlo algorithm for a class of multivariate diffusion models with unobserved paths. This class is of high practical interest as it includes most diffusion driven stochastic volatility models. The algorithm is based on a data augmentation scheme where the...
Persistent link: https://www.econbiz.de/10009440493
The parameters of a finite mixture model cannot be consistently estimated when the data come from an embedded distribution with fewer components than that being fitted, because the distribution is represented by a subset in the parameter space, and not by a single point. Feng & McCulloch (1996)...
Persistent link: https://www.econbiz.de/10009458018
For a simplified structural equation/IV regression model with one right-side endogenous variable, we obtain the exact conditional distribution function for Moreira's (2003) conditional likelihood ratio (CLR) test. This is then used to obtain the critical value function needed to implement the...
Persistent link: https://www.econbiz.de/10009458256
Different conditional independence specifications for ordinal categorical data are compared by calculating a posterior distribution over classes of graphical models. The approach is based on the multivariate ordinal probit model where the data are considered to have arisen as truncated...
Persistent link: https://www.econbiz.de/10009458287
In a recent paper González Manteiga and Vilar Fernández (1995) considered the problem of testing linearity of a regression under MA(infinity) structure of the errors using a weighted L2-distance between a parametric and a nonparametric fit. They established asymptotic normality of the...
Persistent link: https://www.econbiz.de/10009458307