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Conditional dependence is expressed as a projection map in the trivariate copula space. The projected copula, its sample counterpart and the related process are defined. The weak convergence of the projected copula process to a tight centered Gaussian Process is obtained under weak assumptions...
Persistent link: https://www.econbiz.de/10010703394
This article extends the variance ratio test of Lo and MacKinlay (1988) to tests of skewness and kurtosis ratios. The …
Persistent link: https://www.econbiz.de/10011787151
This article extends the variance ratio test of Lo and MacKinlay (1988) to tests of skewness and kurtosis ratios. The …
Persistent link: https://www.econbiz.de/10011688190
The financial economics literature proposes dozens of performance measures to be used, for instance, to compare, analyze, rank and select assets. There is thus a problem: which measures should be considered? The authors extend the current literature by comparing a large set of performance...
Persistent link: https://www.econbiz.de/10010304749
The financial economics literature proposes dozens of performance measures to be used, for instance, to compare, analyse, rank and select assets. There is thus a problem: which measures should be considered? We extend the current literature by comparing a large set of performance measures over...
Persistent link: https://www.econbiz.de/10010305983
A population’s weight conditioned on height reflects its current net nutrition and demonstrates health variation during economic development. This study builds on the use of weight as a measure for current net nutrition and uses a difference-in-decompositions technique to illustrate how black...
Persistent link: https://www.econbiz.de/10012018193
Recently, there has been much discussion about replicability and credibility. By integrating the full research record, increasing statistical power, reducing bias and enhancing credibility, meta-analysis is widely regarded as 'best evidence'. Through Monte Carlo simulation, closely calibrated on...
Persistent link: https://www.econbiz.de/10012059188
When traditional measures for material conditions are scarce or unreliable, body mass, height, and weight are complements to standard income and wealth measures. A persistent question in welfare studies is the 19th century's 2nd and 3rd quarter's stature diminution, a pattern known as the...
Persistent link: https://www.econbiz.de/10014534303
When other measures for economic welfare are scarce or unreliable, the body mass index (BMI) is a biological measure that reflects current net nutrition. This study uses a difference-in-decompositions framework to analyze how women's BMIs varied with the advent of early 20th century social...
Persistent link: https://www.econbiz.de/10012179836
When other measures for economic welfare are scarce or unreliable, the use of biological measures are now standard in economics. This study uses late 19th and early 20th century BMI, statures, and weight to assess how net nutrition accumulated to women and men during US economic development....
Persistent link: https://www.econbiz.de/10012269517