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A new unit root test against ESTAR based on a class of modified statistics

Kruse, Robinson - 2008

This paper proposes a new unit root test against a non-linear exponential smooth transition autoregressive (ESTAR) model. The new test is build upon the non-standard testing approach of Abadir and Distaso (2007) who introduce a class of modified statistics for testing joint hypotheses when one...

Persistent link: https://www.econbiz.de/10010264945

Analysis of two-level support systems with time-dependent overflow: a banking application

Barth, Wolfgang; Manitz, Michael; Stolletz, Raik - 2008

In this paper, we analyze the performance of call centers of financial service providers with two levels of support and a time-dependent overflow mechanism. Waiting calls from the front-office queue flow over to the back office, if a waiting-time limit is reached and at least one back-office...

Persistent link: https://www.econbiz.de/10010264946

Solving a multi-level capacitated lot sizing problem with multi-period setup carry-over via a fix-and-optimize heuristic

Sahling, Florian; Buschkühl, Lisbeth; Tempelmeier, Horst; … - 2008

This paper presents a new algorithm for the dynamic Multi-Level Capacitated Lot Sizing Problem with Setup Carry-Overs (MLCLSP-L). The MLCLSP-L is a big-bucket model that allows the production of any number of products within a period, but it incorporates partial sequencing of the production...

Persistent link: https://www.econbiz.de/10010264947

Using job changes to evaluate the bias of the value of a statistical life

Spengler, Hannes; Schaffner, Sandra - 2007

This paper presents a new approach to obtain unbiased estimates of the value of a statistical life (VSL) with labor market data. Investigating job changes, we combine the advantages of recent panel studies, which allow to control for unobserved heterogeneity of workers, and conventional...

Persistent link: https://www.econbiz.de/10010264962

Robust multiperiod poverty comparisons

Gräb, Johannes; Grimm, Michael - 2007

We propose a new methodology for comparing poverty over multiple periods across time and space that does not arbitrarily aggregate income over various years or rely on arbitrarily specified poverty lines or poverty indices. Following Duclos et al. (2006a), we use the multivariate stochastic...

Persistent link: https://www.econbiz.de/10010264968

Access price regulation and price discrimination in intermediate goods markets

Salim, Claudia - 2007

We consider a model of a monopolistic network operator who sequentially offers two-parted access charges to symmetric downstream firms. We are particularly interested in analyzing an alternative to current regulatory practice of prescribing access. In particular, we look at the possibility of...

Persistent link: https://www.econbiz.de/10010264972

A complementarity model for the European natural gas market

Egging, Ruud; Gabriel, Steven A.; Holz, Franziska; … - 2007

In this paper, we present a detailed and comprehensive complementarity model for computing market equilibrium values in the European natural gas system. Market players include producers and their marketing arms which we call transmitters, pipeline and storage operators, marketers, LNG...

Persistent link: https://www.econbiz.de/10010264973

Existence of Nash networks in one-way flow models

Billand, Pascal; Bravard, Christophe; Sarangi, Sudipta - 2007

This paper addresses the existence of Nash equilibria in one-way flow or directed network models in a number of different settings. In these models players form costly links with other players and obtain resources from them through the directed path connecting them. We find that heterogeneity in...

Persistent link: https://www.econbiz.de/10010264988

The set-point theory of well-being needs replacing: on the brink of a scientific revolution?

Headey, Bruce - 2007

Set-point theory has dominated the field of subjective well-being (SWB). It has served as a classic Kuhn research … paradigm, being extended and refined for thirty years to take in new results. The central plank of the theory is that adult set …-point. It was possible to dismiss these events as 'exceptions' and maintain the theory. However, several new findings are now …

Persistent link: https://www.econbiz.de/10010264990

Technology portfolio and market value

Schmidt-Ehmcke, Jens; Zloczysti, Petra - 2008

This paper discusses the impact of a firm's technology portfolio on its market value. Two concepts are used to characterize a firm's portfolio: the number of technological fields and the degree of relatedness within the portfolio characterized by the amount of joint occurrences of patents in...

Persistent link: https://www.econbiz.de/10010265003