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Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - 2009
We provide a general valuation approach for capital budgeting decisions involving the modularization of a system. Within the framework developed by Baldwin and Clark (2000), we implement an approach using a numerical procedure based on the Least Squares Monte Carlo method proposed by Longstaff...
Persistent link: https://www.econbiz.de/10003962024
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Testing for heteroskedastic mixture of ordinary least squares errors
Senarathne, Chamil W; Wei, Jianguo - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 73-91
Persistent link: https://www.econbiz.de/10012422500
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Option games under incomplete information
Riis Andersen, Jens - 2012
Persistent link: https://www.econbiz.de/10010204937
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Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša - 2007
Persistent link: https://www.econbiz.de/10003635108
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THRET : Threshold Regression with Endogenous Threshold variables
Kourtellos, Andros (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003636764
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Convergence of a least-squares Monte Carlo algorithm for bounded approximating sets
Zanger, Daniel Z. - In: Applied mathematical finance 16 (2009) 1/2, pp. 123-150
Persistent link: https://www.econbiz.de/10003847152
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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A Monte Carlo study on least absolute deviation estimation of single equation of single equation linear models
Gupta, Madhuchhanda Das; Mishra, S. K. - In: The Indian economic journal 53 (2005) 2, pp. 172-187
Persistent link: https://www.econbiz.de/10003376710
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On the use of formative measurement specifications in structural equation modeling : a Monte Carlo simulation study to compare covariance-based and partial least squares model esti...
Ringle, Christian M.; Götz, Oliver; Wetzels, Martin; … - 2009
Persistent link: https://www.econbiz.de/10003937397
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Comparison of some shrinkage estimators and the OLS estimator for regression coefficients under the Pitman nearness criterion : a Monte Carlo study
Ohtani, Kazuhiro - In: Kobe University economic review 55 (2009), pp. 1-8
Persistent link: https://www.econbiz.de/10003958313