Similar Search Results

Apartment Rent Prediction Using Spatial Modeling

Valente, James - 2006

spatial model. Results indicate significant prediction improvement over traditional hedonic rent models that only include …

Persistent link: https://www.econbiz.de/10012778900

The Performance of Acquisitions in the Real Estate Investment Trust Industry

Sahin, Olgun F. - 2006

This study examines the performance of acquisitions in the Real Estate Investment Trust (REIT) industry around the acquisition announcement and in the long-run. The results suggest that the acquiring REITs experience statistically significant negative abnormal returns while the target REITs earn...

Persistent link: https://www.econbiz.de/10012778901

A Discriminant Analysis of Insurance Companies in Ukraine

Riashchenko, Viktoriia - 2019

advantages and disadvantages of discriminatory models developed for companies producing goods and providing non …

Persistent link: https://www.econbiz.de/10012894009

Resort Real Estate : Does Supply Prevent Appreciation?

Wheaton, William C. - 2009

This paper examines the behavior of ski resort property in a major New England market over the last 25 years. A constructed property price series reveals that nominal prices are quite volatile and only slightly higher today than in 1980. These fluctuations and trends are investigated with a time...

Persistent link: https://www.econbiz.de/10012767201

A Bayesian Analysis of Dual Trader Informativeness in Futures Markets

Li, Kai - 2009

We take a closer look at the question of whether dual traders in futures markets are indeed informed traders. Underpinning this question is the intuition that a dual trader's decision to trade on his own account is not random, but is endogenously determined by his expectations of trading profits...

Persistent link: https://www.econbiz.de/10012767811

Bayesian Inference in a Simultaneous Equation Model with Limited Dependent Variables

Li, Kai - 2009

augmentation, we can draw from the exact posteriors of these SLDV models and avoid direct evaluation of the nontrivial likelihood …

Persistent link: https://www.econbiz.de/10012768012

Multivariate Pascal Mixture Regression Models for Correlated Claim Frequencies

Tang, Dameng - 2016

proposed class of regression models is not only less complex but can account for more versatile dependence structures and still … allow for an intuitive explanation. We examine some of the properties possessed by this class of regression models and show … its connections to several other models. For fitting purposes, we use the expectation-maximization (EM) algorithm which we …

Persistent link: https://www.econbiz.de/10013004565

Latent Class Logits and Discrete Choice Experiments : Implications for Welfare Measures

Martinez-Cruz, Adan L. - 2015

Current research practices include estimation of latent class logits on data collected with discrete choice experiments. This practice relies on a mismatch in the characterization of heterogeneity in preferences: while discrete choice experiments usually assume homogeneity, latent class logits...

Persistent link: https://www.econbiz.de/10013027757

An exponential endogenous switching regression with correlated random coefficients

Keay, Myoung-Jin - In: Econometrics : open access journal 10 (2022) 1, pp. 1-16

This paper presents a method for estimating the average treatment effects (ATE) of an exponential endogenous switching model where the coefficients of covariates in the structural equation are random and correlated with the binary treatment variable. The estimating equations are derived under...

Persistent link: https://www.econbiz.de/10012804937

Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments

Eisenhauer, Philipp - 2014

discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic …

Persistent link: https://www.econbiz.de/10013045058