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Variable selection with Hamming loss
Butucea, Cristina; Stepanova, Nina Anatolʹevna; … - 2016
Persistent link: https://www.econbiz.de/10011855352
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Critical events
Jennings, Victor E.; Lloyd-Smith, Bill; Ironmonger, … - 2014
Persistent link: https://www.econbiz.de/10010243409
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The wobbly economy : global dynamics with phase transitions and state transitions
Hirano, Tomohiro; Stiglitz, Joseph E. - 2021
Persistent link: https://www.econbiz.de/10012804920
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The wobbly economy : global dynamics with phase transitions and state transitions
Hirano, Tomohiro; Stiglitz, Joseph E. - 2022
Persistent link: https://www.econbiz.de/10013191762
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Persuasion on networks
Sonin, Konstantin; Egorov, Georgij V. - 2019
Persistent link: https://www.econbiz.de/10012161523
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Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles
Seyrich, Maximilian; Sornette, Didier - 2016
crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation … crash. This provides a formula to estimate the crash hazard rate by summation over percolation clusters above a minimum size … of a power $s^a$ (with $a>1$) of the cluster sizes $s$, similarly to a generalized percolation susceptibility.The power …
Persistent link: https://www.econbiz.de/10011514360
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Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan - 2015
Path forecasts, defined as sequences of individual forecasts, generated by vector autoregressions are widely used in applied work. It has been recognized that a profound econometric analysis often requires, besides the path forecast, a joint prediction region that contains the whole future path...
Persistent link: https://www.econbiz.de/10011410267
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Operational conditions in regulatory benchmarking models : a Monte Carlo analysis
Nieswand, Maria; Seifert, Stefan - 2016
Benchmarking methods are widely used in the regulation of firms in network industries working under heterogeneous exogenous environments. In this paper we compare three recently developed estimators, namely conditional DEA (Daraio and Simar, 2005, 2007b), latent class SFA (Orea and Kumbhakar, 2004;...
Persistent link: https://www.econbiz.de/10011483291
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The overall seasonal integration tests under non-stationary alternatives : a methodological note
El Montasser, Ghassen - 2011
Few authors have studied, either asymptotically or in finite samples, the size and power of seasonal unit root tests when the data generating process [DGP] is a non-stationary alternative aside from the seasonal random walk. In this respect, Ghysels, lee and Noh (1994) conducted a simulation...
Persistent link: https://www.econbiz.de/10011524855
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A real options perspective on R&D portfolio diversification
Bekkum, Sjoerd van; Pennings, Enrico; Smit, Han T. J. - 2008
This paper shows that the presence of conditional staging in R&D (Research & Development) has a critical impact on portfolio risk, and changes diversification arguments when a portfolio is constructed. When R&D projects exhibit option-like characteristics, correlation between projects plays a...
Persistent link: https://www.econbiz.de/10011373815