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Forecasting financial risk and risk measurement methods have been of increasing interest for financial market regulators and financial institutions in the past two decades. While the parametric and semi-parametric models have been widely reviewed in the academic literature, the non-parametric...
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This dissertation consists of four essays which investigate efficiency analysis, especiallywhen non-discretionary inputs exist. A new approach of the multi-stage Data EnvelopmentAnalysis (DEA) for non-discretionary inputs, statistical inference discussions, andapplications are provided. In the...
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Diese Doktorarbeit besteht aus vier Studien, die auf dem Konzept der kausalen Inferenz basieren. Zwei empirische Studien untersuchen, ob eine Abhängigkeit von Wohlfahrtshilfe die Gesundheit und das Gesundheitsverhalten beeinflussen kann. Die beiden restlichen Arbeiten sind methodische Studien...
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