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estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
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estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps …
Persistent link: https://www.econbiz.de/10010487528
empirical likelihood modal regression as a nonparametric approach are illustrated by constructing confidence intervals …
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investigate the power of the proposed test within discrete and continuous cases. Real-data examples are presented to illustrate …
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This study analyzes difference in efficiency among the U.S. rural hospitals using a two-stage, semi-parametric approach. Data Envelopment Analysis is used in the first stage to calculate cost, technical and allocative efficiencies of Critical Access Hospitals (CAH) and non-CAH rural hospitals....
Persistent link: https://www.econbiz.de/10009020550
A stochastic frontier cost function is estimated using panel data for the electricity generating industry in India. The impact of distributional and functional form assumptions on technical inefficiency and the sources of inefficiency are investigated by using maximum likelihood, GLS and...
Persistent link: https://www.econbiz.de/10009219576