In this paper, we study the detailed distributional properties of integrated non-Gaussian Ornstein–Uhlenbeck (intOU) processes. Both exact and approximate results are given. We emphasize the study of the tail behaviour of the intOU process. Our results have many potential applications in...

Este artigo tem como objetivo a realização dos testes de hipóteses de convergênciaabsoluta, condicional e sigma convergência, das taxas de crescimento per capita daagropecuária dos Estados brasileiros, ao longo do período de 1980 a 2004. Esses modelosforam testados contemplando a...

The catch of cod in Norway is processed into a variety of final products, most of which are exported. The main product categories are salted, dried and frozen products. Most processors have some choice as to which type of product to produce. Our hypothesis is that the choice of product type is...

The rise of ecosystem management as an approach to renewable resource policy increases the demand for empirical bioeconomics. This paper provides a working definition of bioeconometrics and a taxonomy of model types. A bioeconometric model is a structural model that econometrically estimates one...

We investigate the strategic pricing for leading brands sold in the carbonated soft drink (CSD) market in the context of a flexible demand specification (i.e. random parameter nested logit) and a structural pricing equation. Our approach does not rely upon the often used ad hoc linear...

This paper presents the software framework JStatCom which is geared towards the development of rich GUI clients for numerical procedures. The concept is to solve all recurring tasks with the help of reusable Java components. Optionally, one can delegate the execution of special numerical...