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Comparing regression coefficients between models when one model is nested within another is of great practical interest when two explanations of a given phenomenon are specified as linear models. The statistical problem is whether the coefficients associated with a given set of covariates change...
Persistent link: https://www.econbiz.de/10010739195
Consider a Brownian bridge from 0 to c0. It is known that the density of the expected occupation time by the Brownian bridge is constant in [0,c]. We give a simple elementary proof for this result based on a direct examination of the corresponding integral. The expected occupation time plays an...
Persistent link: https://www.econbiz.de/10011189327
The geographic distribution of nonprofit antipoverty organizations has important implications for economic development, social services, public health, and policy efforts. With counts of antipoverty nonprofits at the census tract level in Greater Hartford, Connecticut, we examine whether these...
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This study investigates the relationship between task conflict and innovation in small business. It also investigates the interactive effects of an entrepreneur's goal orientation and participative leadership style on the relationship between task conflict and innovation in small business....
Persistent link: https://www.econbiz.de/10009644948
In this article, we consider the problem of the minimal entropy martingale measure of a jump process influenced by jump times. The minimal entropy martingale measure of the price process is given out by the exponential martingale method, and the expression of the corresponding relative entropy...
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