Narrow search
Showing 61 - 70 of 12,949
Cover Image
The efficiency of the second-order nonlinear least squares estimator and its extension
Kim, Mijeong; Ma, Yanyuan - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 751-764
Persistent link: https://www.econbiz.de/10010848640
Cover Image
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10010860070
Cover Image
Ten Things You Should Know About DCC
Caporin, Massimiliano; McAleer, Michael - Facultad de Ciencias Económicas y Empresariales, … - 2013
moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10010862577
Cover Image
Stochastic continuity equation and related processes
Bassi, Gabriele; Bazzani, Armando; Mais, Helmut; … - In: Physica A: Statistical Mechanics and its Applications 347 (2005) C, pp. 17-37
field the same equation is satisfied by the average of the integer powers of the density, which are the moments of the … related probability density. For a generic vector field the Fokker–Planck equation for the moments is slightly modified. We … probabilistic meaning of the moments is discussed and the comparison between the analytical results and the numerical simulation is …
Persistent link: https://www.econbiz.de/10010873406
Cover Image
Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Caporin, Massimiliano; McAleer, Michael - Department of Economics and Finance, College of … - 2013
moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10010907413
Cover Image
The Effect of Climate on Crop Insurance Premium Rates and Producer Subsidies
Tack, Jesse B. - Agricultural and Applied Economics Association - AAEA - 2013
Likely climate change impacts in the U.S. include damages to agricultural production resulting from increased exposure to extreme heat. However, considerable uncertainty remains regarding impacts on the performance of the Federal Crop Insurance Program. Here we utilized a large panel of corn...
Persistent link: https://www.econbiz.de/10010916075
Cover Image
More than Mean Effects: Modeling the Effect of Climate on the Higher Order Moments of Crop Yields
Tack, Jesse B.; Harri, Ardian; Coble, Keith H. - Agricultural and Applied Economics Association - AAEA - 2012
moments under a variety of climate and irrigation regimes, we utilize maximum entropy techniques to analyze the distributional …
Persistent link: https://www.econbiz.de/10010916419
Cover Image
Moment conditions for Almost Stochastic Dominance
Guo, Xu; Post, Thierry; Wong, Wing-Keung; Zhu, Lixing - In: Economics Letters 124 (2014) 2, pp. 163-167
conditions take the form of restrictions on algebraic combinations of moments of the probability distributions in question. The …
Persistent link: https://www.econbiz.de/10010933305
Cover Image
Skewness Term Structure Tests
Lehnert, Thorsten; Lin, Yuehao - Luxembourg School of Finance, Faculté de droit, … - 2014
In this paper, we conduct skewness term structure tests to check whether the temporal structure of risk-neutral skewness is consistent with rational expectations. Because risk-neutral skewness is substantially mean reverting, skewness shocks should decay quickly and risk-neutral skewness of more...
Persistent link: https://www.econbiz.de/10010940815
Cover Image
On approximating the distribution of quadratic forms in uniform and beta order statistics
Provost, Serge; Mohsenipour, A. - In: METRON 71 (2013) 2, pp. 123-138
This paper provides a moment-based approximation to the distribution of a quadratic forms in uniform random variables and in order statistics from a uniform population. Certain goodness-of-fit statistics can be expressed in terms of the latter. In particular, it is shown that the proposed...
Persistent link: https://www.econbiz.de/10011000639