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We provide a general framework for incorporating many types of micro data from summary statistics to full surveys of selected consumers into Berry, Levinsohn, and Pakes (1995)-style estimates of differentiated products demand systems. We extend best practices for BLP estimation in Conlon and...
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Quality management in Open Source Software (OSS) has become a heated topic since the open source development model emerged. Much work has been done on exploring the distinct quality attributes in OSS, but very few studies covered quality estimation. In this paper, a general procedure is proposed...
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In this paper, Extreme value theory (EVT) is applied in estimating low quantiles of P/L distribution and the results … are compared to common VaR methodologies. The fundamental theory behind EVT is built, and peaks-over-threshold method is …
Persistent link: https://www.econbiz.de/10013129257